64 research outputs found
Application of deep reinforcement learning in stock trading strategies and stock forecasting
The role of the stock market across the overall financial market is indispensable. The way to acquire practical trading signals in the transaction process to maximize the benefits is a problem that has been studied for a long time. This paper put forward a theory of deep reinforcement learning in the stock trading decisions and stock price prediction, the reliability and availability of the model are proved by experimental data, and the model is compared with the traditional model to prove its advantages. From the point of view of stock market forecasting and intelligent decision-making mechanism, this paper proves the feasibility of deep reinforcement learning in financial markets and the credibility and advantages of strategic decision-making
Reinforcement Learning Applied to Trading Systems: A Survey
Financial domain tasks, such as trading in market exchanges, are challenging
and have long attracted researchers. The recent achievements and the consequent
notoriety of Reinforcement Learning (RL) have also increased its adoption in
trading tasks. RL uses a framework with well-established formal concepts, which
raises its attractiveness in learning profitable trading strategies. However,
RL use without due attention in the financial area can prevent new researchers
from following standards or failing to adopt relevant conceptual guidelines. In
this work, we embrace the seminal RL technical fundamentals, concepts, and
recommendations to perform a unified, theoretically-grounded examination and
comparison of previous research that could serve as a structuring guide for the
field of study. A selection of twenty-nine articles was reviewed under our
classification that considers RL's most common formulations and design patterns
from a large volume of available studies. This classification allowed for
precise inspection of the most relevant aspects regarding data input,
preprocessing, state and action composition, adopted RL techniques, evaluation
setups, and overall results. Our analysis approach organized around fundamental
RL concepts allowed for a clear identification of current system design best
practices, gaps that require further investigation, and promising research
opportunities. Finally, this review attempts to promote the development of this
field of study by facilitating researchers' commitment to standards adherence
and helping them to avoid straying away from the RL constructs' firm ground.Comment: 38 page
Performance assessment of meta-heuristics for composite layup optimisation
Peer reviewedPostprin
Forecasting: theory and practice
Forecasting has always been in the forefront of decision making and planning.
The uncertainty that surrounds the future is both exciting and challenging,
with individuals and organisations seeking to minimise risks and maximise
utilities. The lack of a free-lunch theorem implies the need for a diverse set
of forecasting methods to tackle an array of applications. This unique article
provides a non-systematic review of the theory and the practice of forecasting.
We offer a wide range of theoretical, state-of-the-art models, methods,
principles, and approaches to prepare, produce, organise, and evaluate
forecasts. We then demonstrate how such theoretical concepts are applied in a
variety of real-life contexts, including operations, economics, finance,
energy, environment, and social good. We do not claim that this review is an
exhaustive list of methods and applications. The list was compiled based on the
expertise and interests of the authors. However, we wish that our encyclopedic
presentation will offer a point of reference for the rich work that has been
undertaken over the last decades, with some key insights for the future of the
forecasting theory and practice
WiFi-Based Human Activity Recognition Using Attention-Based BiLSTM
Recently, significant efforts have been made to explore human activity recognition (HAR) techniques that use information gathered by existing indoor wireless infrastructures through WiFi signals without demanding the monitored subject to carry a dedicated device. The key intuition is that different activities introduce different multi-paths in WiFi signals and generate different patterns in the time series of channel state information (CSI). In this paper, we propose and evaluate a full pipeline for a CSI-based human activity recognition framework for 12 activities in three different spatial environments using two deep learning models: ABiLSTM and CNN-ABiLSTM. Evaluation experiments have demonstrated that the proposed models outperform state-of-the-art models. Also, the experiments show that the proposed models can be applied to other environments with different configurations, albeit with some caveats. The proposed ABiLSTM model achieves an overall accuracy of 94.03%, 91.96%, and 92.59% across the 3 target environments. While the proposed CNN-ABiLSTM model reaches an accuracy of 98.54%, 94.25% and 95.09% across those same environments
Proceedings, MSVSCC 2015
The Virginia Modeling, Analysis and Simulation Center (VMASC) of Old Dominion University hosted the 2015 Modeling, Simulation, & Visualization Student capstone Conference on April 16th. The Capstone Conference features students in Modeling and Simulation, undergraduates and graduate degree programs, and fields from many colleges and/or universities. Students present their research to an audience of fellow students, faculty, judges, and other distinguished guests. For the students, these presentations afford them the opportunity to impart their innovative research to members of the M&S community from academic, industry, and government backgrounds. Also participating in the conference are faculty and judges who have volunteered their time to impart direct support to their students’ research, facilitate the various conference tracks, serve as judges for each of the tracks, and provide overall assistance to this conference. 2015 marks the ninth year of the VMASC Capstone Conference for Modeling, Simulation and Visualization. This year our conference attracted a number of fine student written papers and presentations, resulting in a total of 51 research works that were presented. This year’s conference had record attendance thanks to the support from the various different departments at Old Dominion University, other local Universities, and the United States Military Academy, at West Point. We greatly appreciated all of the work and energy that has gone into this year’s conference, it truly was a highly collaborative effort that has resulted in a very successful symposium for the M&S community and all of those involved. Below you will find a brief summary of the best papers and best presentations with some simple statistics of the overall conference contribution. Followed by that is a table of contents that breaks down by conference track category with a copy of each included body of work. Thank you again for your time and your contribution as this conference is designed to continuously evolve and adapt to better suit the authors and M&S supporters.
Dr.Yuzhong Shen Graduate Program Director, MSVE Capstone Conference Chair
John ShullGraduate Student, MSVE Capstone Conference Student Chai
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