Search Results for author: Thomas Lau

Found 3 papers, 0 papers with code

Reinforcement Learning: Prediction, Control and Value Function Approximation

no code implementations28 Aug 2019 Haoqian Li, Thomas Lau

With the increasing power of computers and the rapid development of self-learning methodologies such as machine learning and artificial intelligence, the problem of constructing an automatic Financial Trading Systems (FTFs) becomes an increasingly attractive research topic.

BIG-bench Machine Learning reinforcement-learning +2

A Review of Changepoint Detection Models

no code implementations20 Aug 2019 Yixiao Li, Gloria Lin, Thomas Lau, Ruochen Zeng

The objective of the change-point detection is to discover the abrupt property changes lying behind the time-series data.

Change Point Detection Time Series +1

Gradient Boosting Machine: A Survey

no code implementations19 Aug 2019 Zhiyuan He, Danchen Lin, Thomas Lau, Mike Wu

In this survey, we discuss several different types of gradient boosting algorithms and illustrate their mathematical frameworks in detail: 1. introduction of gradient boosting leads to 2. objective function optimization, 3. loss function estimations, and 4. model constructions.

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