In this paper we consider the robust portfolio selection problem involving two types of uncertainties; the uncertainty in the distribution of exit time and the uncertainty in the ...
We study the problem of asset and liability management of participating insurance policies with guarantees. We develop a scenario optimization model for integrative asset and liab...
We propose a clustering algorithm that effectively utilizes feature order preferences, which have the form that feature s is more important than feature t. Our clustering formulati...
Jun Sun, Wenbo Zhao, Jiangwei Xue, Zhiyong Shen, Y...
: River Formation Dynamics (RFD) is an evolutionary computation method based on copying how drops form rivers by eroding the ground and depositing sediments. Given a cost-evaluated...
Abstract-- Policy Gradients with Parameter-based Exploration (PGPE) is a novel model-free reinforcement learning method that alleviates the problem of high-variance gradient estima...
Frank Sehnke, Alex Graves, Christian Osendorfer, J...