Essays about: "policy gradient"

Showing result 1 - 5 of 28 essays containing the words policy gradient.

  1. 1. Deep Reinforcement Learning Approach to Portfolio Optimization

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Lorik Sadriu; [2022]
    Keywords : Deep Reinforcement Learning; Portfolio Optimization; Portfolio performance; EMH; Business and Economics;

    Abstract : This paper evaluates whether a deep reinforcement learning (DRL) approach can be implemented, on the Swedish stock market, to optimize a portfolio. The objective is to create and train two DRL algorithms that can construct portfolios that will be benchmarked against the market portfolio, tracking OMXS30, and the two conventional methods, the naive portfolio, and minimum variance portfolio. READ MORE

  2. 2. Aerial View Image-Goal Localization with Reinforcement Learning

    University essay from Lunds universitet/Matematik LTH

    Author : John Backsund; Anton Samuelsson; [2022]
    Keywords : reinforcement learning; UAV; machine learning; policy gradient; artificial intelligence; reinforce; Technology and Engineering;

    Abstract : With an increased amount and availability of unmanned aerial vehicles (UAVs) and other remote sensing devices (e.g. satellites) we have recently seen an explosion in computer vision methodologies tailored towards processing and understanding aerial view data. READ MORE

  3. 3. Is the Federal Reserve Causing Funds to Underperform? A causal machine learning analysis

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Willian Trindade Leite; Oliver Serenhov; [2022]
    Keywords : Causal inference; actively managed funds; passively managed funds; gradient boosting; double machine learning; Business and Economics;

    Abstract : Macroeconomic conditions heavily influence financial markets, and the leading corpus of theory in the field lays out some general principles observed by investors and asset managers alike. However, while the theory is sound, it is hard to measure how much effect these conditions have. READ MORE

  4. 4. Data Driven Energy Efficiency of Ships

    University essay from Högskolan i Halmstad/Akademin för informationsteknologi

    Author : Tarik Taspinar; [2022]
    Keywords : Local outlier factor; k-nearest neighbors; random forest; gradient boosting; support vector machines; ensemble learning; ship speed optimization; genetic algorithm; DEAP; HyperOpt;

    Abstract : Decreasing the fuel consumption and thus greenhouse gas emissions of vessels has emerged as a critical topic for both ship operators and policy makers in recent years. The speed of vessels has long been recognized to have highest impact on fuel consumption. READ MORE

  5. 5. Generation and Detection of Adversarial Attacks for Reinforcement Learning Policies

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Axel Drotz; Markus Hector; [2021]
    Keywords : Deep Reinforcement Learning; Adversarial Attacks; Adversarial Attack Detection; Fast Gradient Sign Method; Deep Deterministic Policy Gradient; Deep Q-Learning; Likelihood Ratio Test; CUSUM;

    Abstract : In this project we investigate the susceptibility ofreinforcement rearning (RL) algorithms to adversarial attacks.Adversarial attacks have been proven to be very effective atreducing performance of deep learning classifiers, and recently,have also been shown to reduce performance of RL agents. READ MORE