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ICANN
2001
Springer
15 years 11 months ago
Nonlinear Adaptive Beliefs and the Dynamics of Financial Markets: The Role of the Evolutionary Fitness Measure
We introduce a simple asset pricing model with two types of adaptively learning traders, fundamentalists and technical traders. Traders update their beliefs according to past perfo...
Andrea Gaunersdorfer, Cars H. Hommes
ICANN
2001
Springer
15 years 11 months ago
Market-Based Reinforcement Learning in Partially Observable Worlds
Unlike traditional reinforcement learning (RL), market-based RL is in principle applicable to worlds described by partially observable Markov Decision Processes (POMDPs), where an ...
Ivo Kwee, Marcus Hutter, Jürgen Schmidhuber
ICANN
2001
Springer
15 years 11 months ago
Fast Curvature Matrix-Vector Products
The method of conjugate gradients provides a very effective way to optimize large, deterministic systems by gradient descent. In its standard form, however, it is not amenable to ...
Nicol N. Schraudolph
ICANN
2001
Springer
15 years 11 months ago
The Bayesian Committee Support Vector Machine
Empirical evidence indicates that the training time for the support vector machine (SVM) scales to the square of the number of training data points. In this paper, we introduce the...
Anton Schwaighofer, Volker Tresp
ICANN
2001
Springer
15 years 11 months ago
Using Depressing Synapses for Phase Locked Auditory Onset Detection
Auditory onsets are robust features of sounds: because the direct path from sound source to ear is the shortest path, the onset is unaffected by reverberation. Many cells in the c...
Leslie S. Smith