2 papers
q-fin.ST2019
Dreaming machine learning: Lipschitz extensions for reinforcement learning on financial markets
J. M. Calabuig, H. Falciani, E. A. Sánchez-Pérez
We consider a quasi-metric topological structure for the construction of a new reinforcement learning model in the framework of financial markets. It is based on a Lipschitz type e…
cs.SI2019
Graph distances for determining entities relationships: a topological approach to fraud detection
J. M. Calabuig, H. Falciani, A. Ferrer-Sapena +2
Given a set and a proximity function , we define a new metric for by considering a path distance in , that is considered as a complete graph…