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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...
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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...