12 citations · 19 across the 5 of their papers we have counts for
6 papers
Automatic Policy Search using Population-Based Hyper-heuristics for the Integrated Procurement and Perishable Inventory Problem
Leonardo Kanashiro Felizardo, Edoardo Fadda, Mariá Cristina Vasconcelos Nascimento
This paper addresses the problem of managing perishable inventory under multiple sources of uncertainty, including stochastic demand, unreliable supplier fulfillment, and probabili…
A Reinforcement Learning Method for Environments with Stochastic Variables: Post-Decision Proximal Policy Optimization with Dual Critic Networks
Leonardo Kanashiro Felizardo, Edoardo Fadda, Paolo Brandimarte +2
This paper presents Post-Decision Proximal Policy Optimization (PDPPO), a novel variation of the leading deep reinforcement learning method, Proximal Policy Optimization (PPO). The…
Reinforcement Learning Applied to Trading Systems: A Survey
Leonardo Kanashiro Felizardo, Francisco Caio Lima Paiva, Anna Helena Reali Costa +1
Financial domain tasks, such as trading in market exchanges, are challenging and have long attracted researchers. The recent achievements and the consequent notoriety of Reinforcem…
Solving the optimal stopping problem with reinforcement learning: an application in financial option exercise
Leonardo Kanashiro Felizardo, Elia Matsumoto, Emilio Del-Moral-Hernandez
The optimal stopping problem is a category of decision problems with a specific constrained configuration. It is relevant to various real-world applications such as finance and man…
Intelligent Trading Systems: A Sentiment-Aware Reinforcement Learning Approach
Francisco Caio Lima Paiva, Leonardo Kanashiro Felizardo, Reinaldo Augusto da Costa Bianchi +1
The feasibility of making profitable trades on a single asset on stock exchanges based on patterns identification has long attracted researchers. Reinforcement Learning (RL) and Na…
A Study on Neural Network Architecture Applied to the Prediction of Brazilian Stock Returns
Leonardo Felizardo, Afonso Pinto
In this paper we present a statistical analysis about the characteristics that we intend to influence in the performance of the neural networks in terms of assertiveness in the pre…