We propose a Reinforcement Learning (RL) algorithm for generating a trading strategy in a realistic setting, that … includes transaction costs and factors driving the asset dynamics. We benchmark our algorithm against the analytical optimal …

into the field of solution methods and we design an adaptive reinforcement learning-based algorithm for solving Model I and … Model II. To prove the validity of our model and algorithm, extensive numerical experiments are conducted. The experimental … results demonstrate that the proposed models and algorithm have advantages in terms of speed and solution quality, and we can …

A key challenge facing the use of Machine Learning (ML) in operational selection settings (e.g., the processing of loan …

Evidence from Africa -- Part 2: Financial Risk Prediction using Machine Learning -- 5. Using Outlier Modification Rule for … Support Vector Machine and Logit Support Vector Machine -- 7. Predicting Corporate Failure using Ensemble Extreme Learning … Development for Predicting the Crude Oil Price: Comparative Evaluation of Ensemble and Machine Learning Methods -- part 4 …