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20182024
most citedBridging the gap between Markowitz planning and deep reinforcement learning

2 citations · 4 across the 4 of their papers we have counts for

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Showing 2018Show all

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cs.LG2018

Trade Selection with Supervised Learning and OCA

David Saltiel, Eric Benhamou

In recent years, state-of-the-art methods for supervised learning have exploited increasingly gradient boosting techniques, with mainstream efficient implementations such as xgboos…

stat.ML2018

Feature selection with optimal coordinate ascent (OCA)

David Saltiel, Eric Benhamou

In machine learning, Feature Selection (FS) is a major part of efficient algorithm. It fuels the algorithm and is the starting block for our prediction. In this paper, we present a…