The patent badge is an abbreviated version of the USPTO patent document. The patent badge does contain a link to the full patent document.
The patent badge is an abbreviated version of the USPTO patent document. The patent badge covers the following: Patent number, Date patent was issued, Date patent was filed, Title of the patent, Applicant, Inventor, Assignee, Attorney firm, Primary examiner, Assistant examiner, CPCs, and Abstract. The patent badge does contain a link to the full patent document (in Adobe Acrobat format, aka pdf). To download or print any patent click here.
Patent No.:
Date of Patent:
Feb. 15, 2022
Filed:
Jan. 28, 2019
International Business Machines Corporation, Armonk, NY (US);
Sakyasingha Dasgupta, Shinagawa-ku, JP;
Rudy R. Harry Putra, Yokohama, JP;
INTERNATIONAL BUSINESS MACHINES CORPORATION, Armonk, NY (US);
Abstract
A computer-implemented method is provided for autonomously making continuous trading decisions for assets using a first eligibility trace enabled Neural Network (NN). The method includes pretraining the first eligibility trace enabled NN, using asset price time series data, to generation predictions of future asset price time series data. The method further includes initializing a second eligibility trace enabled NN for reinforcement learning using learned parameters of the first eligibility trace enabled NN. The method also includes augmenting state information of the second eligibility trace enabled NN for reinforcement learning using an output from the first eligibility trace enabled NN. The method additionally includes performing continuous actions for trading assets at each of multiple time points.