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cs.LG2025
Coordinate ascent neural Kalman-MLE for state estimation
Bettina Hanlon, Angel Garcia Fernandez
This paper presents a coordinate ascent algorithm to learn dynamic and measurement models in dynamic state estimation using maximum likelihood estimation in a supervised manner. In…
cs.LG2025
MIGT: Memory Instance Gated Transformer Framework for Financial Portfolio Management
Fengchen Gu, Angelos Stefanidis, Ángel García-Fernández +2
Deep reinforcement learning (DRL) has been applied in financial portfolio management to improve returns in changing market conditions. However, unlike most fields where DRL is wide…