中文
相关论文

相关论文: Slow Momentum with Fast Reversion: A Trading Strat…

200 篇论文

To plan safe trajectories in urban environments, autonomous vehicles must be able to quickly assess the future intentions of dynamic agents. Pedestrians are particularly challenging to model, as their motion patterns are often uncertain…

机器人学 · 计算机科学 2014-05-23 Sarah Ferguson , Brandon Luders , Robert C. Grande , Jonathan P. How

Merger and Acquisition (M&A) activities play a vital role in market consolidation and restructuring. For acquiring companies, M&A serves as a key investment strategy, with one primary goal being to attain complementarities that enhance…

统计金融 · 定量金融 2024-10-21 Dayu Yang

Gradient descent-based optimization methods underpin the parameter training of neural networks, and hence comprise a significant component in the impressive test results found in a number of applications. Introducing stochasticity is key to…

机器学习 · 计算机科学 2021-06-01 Nikola B. Kovachki , Andrew M. Stuart

Reinforcement learning (RL) tackles sequential decision-making problems by creating agents that interacts with their environment. However, existing algorithms often view these problem as static, focusing on point estimates for model…

机器学习 · 统计学 2024-03-21 Frank Shih , Faming Liang

With the rapid development of Deep Learning, more and more applications on the cloud and edge tend to utilize large DNN (Deep Neural Network) models for improved task execution efficiency as well as decision-making quality. Due to memory…

机器学习 · 计算机科学 2024-07-02 Jingran Shen , Nikos Tziritas , Georgios Theodoropoulos

Straddle Option is a financial trading tool that explores volatility premiums in high-volatility markets without predicting price direction. Although deep reinforcement learning has emerged as a powerful approach to trading automation in…

综合金融 · 定量金融 2025-09-11 Yiran Wan , Xinyu Ying , Shengzhen Xu

Click-Through Rate (CTR) prediction is a pivotal task in product and content recommendation, where learning effective feature embeddings is of great significance. However, traditional methods typically learn fixed feature representations…

信息检索 · 计算机科学 2023-09-06 Chen Zhu , Liang Du , Hong Chen , Shuang Zhao , Zixun Sun , Xin Wang , Wenwu Zhu

Capturing users' precise preferences is a fundamental problem in large-scale recommender system. Currently, item-based Collaborative Filtering (CF) methods are common matching approaches in industry. However, they are not effective to model…

信息检索 · 计算机科学 2020-01-01 Fuyu Lv , Taiwei Jin , Changlong Yu , Fei Sun , Quan Lin , Keping Yang , Wilfred Ng

Click-through rate (CTR) prediction is a core task in recommender systems. Existing methods (IDRec for short) rely on unique identities to represent distinct users and items that have prevailed for decades. On one hand, IDRec often faces…

信息检索 · 计算机科学 2024-03-18 Yuanbo Gao , Peng Lin , Dongyue Wang , Feng Mei , Xiwei Zhao , Sulong Xu , Jinghe Hu

Training neural networks requires optimizing a loss function that may be highly irregular, and in particular neither convex nor smooth. Popular training algorithms are based on stochastic gradient descent with momentum (SGDM), for which…

机器学习 · 计算机科学 2026-03-17 Qinzi Zhang , Ashok Cutkosky

Accurate time series forecasting models are often compromised by data drift, where underlying data distributions change over time, leading to significant declines in prediction performance. To address this challenge, this study proposes an…

系统与控制 · 电气工程与系统科学 2025-12-30 Nikhil Pawar , Guilherme Vieira Hollweg , Akhtar Hussain , Wencong Su , Van-Hai Bui

We present a deep long short-term memory (LSTM)-based neural network for predicting asset prices, together with a successful trading strategy for generating profits based on the model's predictions. Our work is motivated by the fact that…

统计金融 · 定量金融 2019-05-09 Chariton Chalvatzis , Dimitrios Hristu-Varsakelis

Change point detection (CPD) methods aim to identify abrupt shifts in the distribution of input data streams. Accurate estimators for this task are crucial across various real-world scenarios. Yet, traditional unsupervised CPD techniques…

机器学习 · 计算机科学 2024-12-04 Alexandra Bazarova , Evgenia Romanenkova , Alexey Zaytsev

This work provides a Deep Reinforcement Learning approach to solving a periodic review inventory control system with stochastic vendor lead times, lost sales, correlated demand, and price matching. While this dynamic program has…

机器学习 · 计算机科学 2022-11-30 Dhruv Madeka , Kari Torkkola , Carson Eisenach , Anna Luo , Dean P. Foster , Sham M. Kakade

Addressing the large distribution gap between training and testing data has long been a challenge in machine learning, giving rise to fields such as transfer learning and domain adaptation. Recently, Continuous Domain Adaptation (CDA) has…

机器学习 · 计算机科学 2024-03-19 Hanbing Liu , Jingge Wang , Xuan Zhang , Ye Guo , Yang Li

Integration of renewable energy sources and emerging loads like electric vehicles to smart grids brings more uncertainty to the distribution system management. Demand Side Management (DSM) is one of the approaches to reduce the uncertainty.…

机器学习 · 计算机科学 2021-09-28 Elahe Khoshbakhti Vaygan , Roozbeh Rajabi , Abouzar Estebsari

Accurate sports prediction is a crucial skill for professional coaches, which can assist in developing effective training strategies and scientific competition tactics. Traditional methods often use complex mathematical statistical…

机器学习 · 计算机科学 2024-09-17 Hui Liu , Jiacheng Gu , Xiyuan Huang , Junjie Shi , Tongtong Feng , Ning He

Decentralized training of deep learning models is a key element for enabling data privacy and on-device learning over networks. In realistic learning scenarios, the presence of heterogeneity across different clients' local datasets poses an…

机器学习 · 计算机科学 2021-06-21 Tao Lin , Sai Praneeth Karimireddy , Sebastian U. Stich , Martin Jaggi

The emerging cryptocurrency market has lately received great attention for asset allocation due to its decentralization uniqueness. However, its volatility and brand new trading mode have made it challenging to devising an acceptable…

机器学习 · 计算机科学 2021-10-19 Fengrui Liu , Yang Li , Baitong Li , Jiaxin Li , Huiyang Xie

One of the most enticing research areas is the stock market, and projecting stock prices may help investors profit by making the best decisions at the correct time. Deep learning strategies have emerged as a critical technique in the field…

人工智能 · 计算机科学 2024-07-26 Karan Pardeshi , Sukhpal Singh Gill , Ahmed M. Abdelmoniem