Discussing the article: "Neural networks are easy (Part 59): Dichotomy of Control (DoC)"
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
Check out the new article: Neural networks are easy (Part 59): Dichotomy of Control (DoC).
In the previous article, we got acquainted with the Decision Transformer. But the complex stochastic environment of the foreign exchange market did not allow us to fully implement the potential of the presented method. In this article, I will introduce an algorithm that is aimed at improving the performance of algorithms in stochastic environments.
The dichotomy of control is the logical basis of Stoicism. It implies an understanding that everything that exists around us can be divided into two parts. The first one is subject to us and is completely under our control. We have no control over the second one and events will happen regardless of our actions.
We are working with the first area, while taking the second one for granted.
The authors of the "Dichotomy of Control" method implemented similar postulates into their algorithm. DoC allows us to separate what is under the control of strategy (action policy) and what is beyond its control (environmental stochasticity).Author: Dmitriy Gizlyk