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In this paper we survey the most recent advances in supervised machine learning and highdimensional models for time … predictive ability are brie y reviewed. Finally, we discuss application of machine learning in economics and finance and provide …
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We present a deep reinforcement learning framework for an automatic trading of contracts for difference (CfD) on … indices at a high frequency. Our contribution proves that reinforcement learning agents with recurrent long short-term memory … but instead uses a reinforcement learning agent to learn an overall lucrative trading policy. Therefore, we simulate a …
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This paper introduces a reinforcement learning based approach to compute optimal interest rate reaction functions in …
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news. This tendency is assumed to support the optimism bias. Whether this learning bias is specific to ‘high …-level' abstract belief update or a particular expression of a more general ‘low-level' reinforcement learning process is unknown. Here … we report evidence in favour of the second hypothesis. In a simple instrumental learning task, participants incorporated …
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