Reinforcement learning for systematic FX trading

G Borrageiro, N Firoozye, P Barucca - IEEE Access, 2021 - ieeexplore.ieee.org
We explore online inductive transfer learning, with a feature representation transfer from a
radial basis function network formed of Gaussian mixture model hidden processing units to a …

Sequential asset ranking in nonstationary time series

GF Borrageiro, N Firoozye, P Barucca - Proceedings of the Third ACM …, 2022 - dl.acm.org
We extend the research into cross-sectional momentum trading strategies. Our main result is
our novel ranking algorithm, the naive Bayes asset ranker (nbar), which we use to select …

Hybrid Soft-Sensing Model of Tuyere Raceway Temperature Based on Improved RBF Network

H Li - 2022 34th Chinese Control and Decision Conference …, 2022 - ieeexplore.ieee.org
Blast furnace is an important unit in iron-steel making. The temperature in tuyere raceway of
blast furnace has been a primary concern due to that it plays a crucial role in meeting the …