Recent advances in reinforcement learning in finance

B Hambly, R Xu, H Yang - Mathematical Finance, 2023 - Wiley Online Library
The rapid changes in the finance industry due to the increasing amount of data have
revolutionized the techniques on data processing and data analysis and brought new …

Guarantees for data-driven control of nonlinear systems using semidefinite programming: A survey

T Martin, TB Schön, F Allgöwer - Annual Reviews in Control, 2023 - Elsevier
This survey presents recent research on determining control-theoretic properties and
designing controllers with rigorous guarantees using semidefinite programming and for …

Machine learning–enabled high-entropy alloy discovery

Z Rao, PY Tung, R Xie, Y Wei, H Zhang, A Ferrari… - Science, 2022 - science.org
High-entropy alloys are solid solutions of multiple principal elements that are capable of
reaching composition and property regimes inaccessible for dilute materials. Discovering …

The effects of regularization and data augmentation are class dependent

R Balestriero, L Bottou… - Advances in Neural …, 2022 - proceedings.neurips.cc
Regularization is a fundamental technique to prevent over-fitting and to improve
generalization performances by constraining a model's complexity. Current Deep Networks …

[图书][B] Mathematics for machine learning

MP Deisenroth, AA Faisal, CS Ong - 2020 - books.google.com
The fundamental mathematical tools needed to understand machine learning include linear
algebra, analytic geometry, matrix decompositions, vector calculus, optimization, probability …

[图书][B] Ockham's razors

E Sober - 2015 - books.google.com
Ockham's razor, the principle of parsimony, states that simpler theories are better than
theories that are more complex. It has a history dating back to Aristotle and it plays an …

Efficient representation and approximation of model predictive control laws via deep learning

B Karg, S Lucia - IEEE Transactions on Cybernetics, 2020 - ieeexplore.ieee.org
We show that artificial neural networks with rectifier units as activation functions can exactly
represent the piecewise affine function that results from the formulation of model predictive …

[PDF][PDF] Tree boosting with xgboost-why does xgboost win" every" machine learning competition?

D Nielsen - 2016 - ntnuopen.ntnu.no
Tree boosting has empirically proven to be a highly effective approach to predictive
modeling. It has shown remarkable results for a vast array of problems. For many years …

Learning an approximate model predictive controller with guarantees

M Hertneck, J Köhler, S Trimpe… - IEEE Control Systems …, 2018 - ieeexplore.ieee.org
A supervised learning framework is proposed to approximate a model predictive controller
(MPC) with reduced computational complexity and guarantees on stability and constraint …

Adaptive automation triggered by EEG-based mental workload index: a passive brain-computer interface application in realistic air traffic control environment

P Aricò, G Borghini, G Di Flumeri… - Frontiers in human …, 2016 - frontiersin.org
Adaptive Automation (AA) is a promising approach to keep the task workload demand within
appropriate levels in order to avoid both the under-and over-load conditions, hence …