3 papers
cs.NE2025
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…
cs.LG2025
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…
q-fin.ST2019
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…