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    Chapter and Conference Paper

    Variance-Penalized Reinforcement Learning for Risk-Averse Asset Allocation

    The tasks of optimizing asset allocation considering transaction costs can be formulated into the framework of Markov Decision Processes(MDPs) and reinforcement learning. In this paper, a risk-averse reinforce...

    Makoto Sato, Shigenobu Kobayashi in Intelligent Data Engineering and Automated… (2000)

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    Chapter and Conference Paper

    Semi-structure Mining Method for Text Mining with a Chunk-Based Dependency Structure

    In text mining, when we need more precise information than word frequencies such as the relationships among words, it is necessary to extract frequent patterns of words with a dependency structure in a sentenc...

    Issei Sato, Hiroshi Nakagawa in Advances in Knowledge Discovery and Data Mining (2007)