-
Archives
- August 2010
- July 2010
- June 2010
- April 2010
- March 2010
- January 2010
- December 2009
- November 2009
- October 2009
- September 2009
- August 2009
- June 2009
- May 2009
- April 2009
- February 2009
- November 2008
- September 2008
- August 2008
- July 2008
- June 2008
- May 2008
- April 2008
- March 2008
- February 2008
- January 2008
- December 2007
- November 2007
- October 2007
- September 2007
- May 2007
- April 2007
- January 2007
- December 2006
- November 2006
- September 2006
-
Meta
Monthly Archives: June 2009
Reinforcement learning in the brain
Model-free reinforcement learning (RL) algorithms are computationally cheap as each state-action pair keeps a cached estimate of its value that can easily be looked up in order to make a decision. Their weakness is that they are not easy to … Continue reading
The unreasonable effectiveness of data
We recently had a visitor to the Gatsby Unit talk about his work in reinforcement learning, in particular the use of planning and forward models to speed up the learning of difficult tasks. The substance of his talk was good, … Continue reading
Prospect theory investors
I recently completed a finance paper on the implications of prospect theory for portfolio choice and asset pricing. I worked on this with Prof. Enrico De Giorgi during my post doc at the Swiss Finance Institute. This post is meant … Continue reading
Most surprising thing since 1999?
I just read this article on the scale of time by Mike Treder. Part the way through it has an interesting question: What would surprise a person from the year 2000 most about the year 2010? As I don’t know … Continue reading