Klaus Obermayer

Technische Universität Berlin (TU Berlin)

Straße des 17

Juni 135

Berlin, 10623

Germany

  • Technische Universität Berlin (TU Berlin)

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

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1.

Risk-Averse Reinforcement Learning for Algorithmic Trading

Number of pages: 8 Posted: 02 Dec 2013 Last Revised: 25 Feb 2014
Yun Shen, Ruihong Huang, Chang Yan and Klaus Obermayer
Technische Universität Berlin (TU Berlin), Humboldt University of Berlin, Humboldt University of Berlin and Technische Universität Berlin (TU Berlin)
Downloads 713 (50,499)

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High-Frequency Trading, Limit Order Book, Optimal Execution, Machine Learning

2.

Second-Order Statistics of Natural Images

Downloads 4 (837,131)

Second-Order Statistics of Natural Images

Science Direct Working Paper No S1574-034X(04)70426-3
Number of pages: 17 Posted: 20 Feb 2018
Hauke Bartsch and Klaus Obermayer
Technische Universität Berlin (TU Berlin) and Technische Universität Berlin (TU Berlin)
Downloads 2 (897,510)

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symmetry, edges, texture, curvature

Second-Order Statistics of Natural Images

Science Direct Working Paper No S1574-034X(04)70540-2
Number of pages: 17 Posted: 05 Mar 2018
Hauke Bartsch and Klaus Obermayer
Technische Universität Berlin (TU Berlin) and Technische Universität Berlin (TU Berlin)
Downloads 2 (897,510)

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symmetry, edges, texture, curvature

3.

Adaptation Using Local Information for Maximizing the Global Cost

Science Direct Working Paper No S1574-034X(04)70425-1
Number of pages: 9 Posted: 20 Feb 2018
Thomas Hoch, Gregor Wenning and Klaus Obermayer
Technische Universität Berlin (TU Berlin), Technische Universität Berlin (TU Berlin) and Technische Universität Berlin (TU Berlin)
Downloads 3 (848,130)

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Stochastic Resonance, Adaptation, Summing threshold array