{"id":"https://openalex.org/W2968811420","doi":"https://doi.org/10.1007/978-3-030-37720-5_1","title":"MQLV: Optimal Policy of Money Management in Retail Banking with Q-Learning","display_name":"MQLV: Optimal Policy of Money Management in Retail Banking with Q-Learning","publication_year":2020,"publication_date":"2020-01-01","ids":{"openalex":"https://openalex.org/W2968811420","doi":"https://doi.org/10.1007/978-3-030-37720-5_1","mag":"2968811420"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-030-37720-5_1","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-030-37720-5_1","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"},"type":"preprint","indexed_in":["arxiv","crossref","datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://arxiv.org/pdf/1905.12567","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5072525453","display_name":"J\u00e9r\u00e9my Charlier","orcid":null},"institutions":[{"id":"https://openalex.org/I186903577","display_name":"University of Luxembourg","ror":"https://ror.org/036x5ad56","country_code":"LU","type":"education","lineage":["https://openalex.org/I186903577"]},{"id":"https://openalex.org/I78577930","display_name":"Columbia University","ror":"https://ror.org/00hj8s172","country_code":"US","type":"education","lineage":["https://openalex.org/I78577930"]}],"countries":["LU","US"],"is_corresponding":true,"raw_author_name":"Jeremy Charlier","raw_affiliation_strings":["Columbia University, New York, NY, 10027, USA","University of Luxembourg, 1855, Luxembourg, Luxembourg","Univ of Luxembourg, Luxembourg, Luxembourg"],"affiliations":[{"raw_affiliation_string":"Columbia University, New York, NY, 10027, USA","institution_ids":["https://openalex.org/I78577930"]},{"raw_affiliation_string":"University of Luxembourg, 1855, Luxembourg, Luxembourg","institution_ids":["https://openalex.org/I186903577"]},{"raw_affiliation_string":"Univ of Luxembourg, Luxembourg, Luxembourg","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5090928841","display_name":"Gaston Ormaz\u00e1bal","orcid":null},"institutions":[{"id":"https://openalex.org/I78577930","display_name":"Columbia University","ror":"https://ror.org/00hj8s172","country_code":"US","type":"education","lineage":["https://openalex.org/I78577930"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Gaston Ormazabal","raw_affiliation_strings":["Columbia University, New York, NY, 10027, USA","Columbia University,  New York,  USA"],"affiliations":[{"raw_affiliation_string":"Columbia University, New York, NY, 10027, USA","institution_ids":["https://openalex.org/I78577930"]},{"raw_affiliation_string":"Columbia University,  New York,  USA","institution_ids":["https://openalex.org/I78577930"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5069228908","display_name":"Radu State","orcid":"https://orcid.org/0000-0002-4751-9577"},"institutions":[{"id":"https://openalex.org/I186903577","display_name":"University of Luxembourg","ror":"https://ror.org/036x5ad56","country_code":"LU","type":"education","lineage":["https://openalex.org/I186903577"]}],"countries":["LU"],"is_corresponding":false,"raw_author_name":"Radu State","raw_affiliation_strings":["University of Luxembourg, 1855, Luxembourg, Luxembourg","Univ of Luxembourg, Luxembourg, Luxembourg"],"affiliations":[{"raw_affiliation_string":"University of Luxembourg, 1855, Luxembourg, Luxembourg","institution_ids":["https://openalex.org/I186903577"]},{"raw_affiliation_string":"Univ of Luxembourg, Luxembourg, Luxembourg","institution_ids":[]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5048281024","display_name":"Jean Hilger","orcid":"https://orcid.org/0000-0001-7206-0983"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Jean Hilger","raw_affiliation_strings":["BCEE, 1160, Luxembourg, Luxembourg","BCEE, Luxembourg, Luxembourg"],"affiliations":[{"raw_affiliation_string":"BCEE, 1160, Luxembourg, Luxembourg","institution_ids":[]},{"raw_affiliation_string":"BCEE, Luxembourg, Luxembourg","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5072525453"],"corresponding_institution_ids":["https://openalex.org/I186903577","https://openalex.org/I78577930"],"apc_list":{"value":5000,"currency":"EUR","value_usd":5392},"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.00828048,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"1","last_page":"15"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9955999851226807,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9955999851226807,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9932000041007996,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9923999905586243,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/reinforcement-learning","display_name":"Reinforcement learning","score":0.8928930163383484},{"id":"https://openalex.org/keywords/q-learning","display_name":"Q-learning","score":0.618571400642395},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.599449872970581},{"id":"https://openalex.org/keywords/bellman-equation","display_name":"Bellman equation","score":0.5260123014450073},{"id":"https://openalex.org/keywords/loan","display_name":"Loan","score":0.443151593208313},{"id":"https://openalex.org/keywords/financial-market","display_name":"Financial market","score":0.42743173241615295},{"id":"https://openalex.org/keywords/computational-finance","display_name":"Computational finance","score":0.42651286721229553},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.3303157091140747},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.321764200925827},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.2971690893173218},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.28659260272979736}],"concepts":[{"id":"https://openalex.org/C97541855","wikidata":"https://www.wikidata.org/wiki/Q830687","display_name":"Reinforcement learning","level":2,"score":0.8928930163383484},{"id":"https://openalex.org/C188116033","wikidata":"https://www.wikidata.org/wiki/Q2664563","display_name":"Q-learning","level":3,"score":0.618571400642395},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.599449872970581},{"id":"https://openalex.org/C14646407","wikidata":"https://www.wikidata.org/wiki/Q1430750","display_name":"Bellman equation","level":2,"score":0.5260123014450073},{"id":"https://openalex.org/C2777764128","wikidata":"https://www.wikidata.org/wiki/Q189539","display_name":"Loan","level":2,"score":0.443151593208313},{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.42743173241615295},{"id":"https://openalex.org/C146880194","wikidata":"https://www.wikidata.org/wiki/Q61715222","display_name":"Computational finance","level":2,"score":0.42651286721229553},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.3303157091140747},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.321764200925827},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.2971690893173218},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.28659260272979736}],"mesh":[],"locations_count":5,"locations":[{"id":"doi:10.1007/978-3-030-37720-5_1","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-030-37720-5_1","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"},{"id":"pmh:oai:arXiv.org:1905.12567","is_oa":true,"landing_page_url":"http://arxiv.org/abs/1905.12567","pdf_url":"https://arxiv.org/pdf/1905.12567","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},{"id":"mag:2968811420","is_oa":true,"landing_page_url":"http://export.arxiv.org/pdf/1905.12567","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"arXiv (Cornell University)","raw_type":null},{"id":"pmh:oai:orbilu.uni.lu:10993/40331","is_oa":true,"landing_page_url":"https://orbilu.uni.lu/handle/10993/40331","pdf_url":null,"source":{"id":"https://openalex.org/S4306401815","display_name":"Open Repository and Bibliography (University of Luxembourg)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I186903577","host_organization_name":"University of Luxembourg","host_organization_lineage":["https://openalex.org/I186903577"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Proceedings of the Fourth Workshop on MIning DAta for financial applicationS (MIDAS 2019) co-located with the 2019 European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases (ECML-PKDD 2019) (2019-09); Fourth Workshop on MIning DAta for financial applicationS (MIDAS 2019) co-located with the 2019 European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases (ECML-PKDD} 2019), W\u00fcrzburg, Germany [DE], from 16-09-2019 to 20-09-2019","raw_type":"peer reviewed"},{"id":"doi:10.48550/arxiv.1905.12567","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.1905.12567","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":null,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":{"id":"pmh:oai:arXiv.org:1905.12567","is_oa":true,"landing_page_url":"http://arxiv.org/abs/1905.12567","pdf_url":"https://arxiv.org/pdf/1905.12567","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":35,"referenced_works":["https://openalex.org/W1503295912","https://openalex.org/W1569296262","https://openalex.org/W1571438983","https://openalex.org/W1573587806","https://openalex.org/W1646707810","https://openalex.org/W1757796397","https://openalex.org/W1980620643","https://openalex.org/W1994616650","https://openalex.org/W2076057077","https://openalex.org/W2077791698","https://openalex.org/W2115211925","https://openalex.org/W2121863487","https://openalex.org/W2137766593","https://openalex.org/W2145339207","https://openalex.org/W2150468603","https://openalex.org/W2154997814","https://openalex.org/W2155968351","https://openalex.org/W2162741153","https://openalex.org/W2163605009","https://openalex.org/W2165150801","https://openalex.org/W2173248099","https://openalex.org/W2230869072","https://openalex.org/W2739473244","https://openalex.org/W2746553466","https://openalex.org/W2765302304","https://openalex.org/W2774686720","https://openalex.org/W2803308811","https://openalex.org/W2964006217","https://openalex.org/W3011120880","https://openalex.org/W3018220720","https://openalex.org/W3103780890","https://openalex.org/W4231057775","https://openalex.org/W4237284205","https://openalex.org/W4298188144","https://openalex.org/W6633651462"],"related_works":["https://openalex.org/W2975105435","https://openalex.org/W2929930980","https://openalex.org/W2106214155","https://openalex.org/W3124201694","https://openalex.org/W141697783","https://openalex.org/W3121752608","https://openalex.org/W2147954735","https://openalex.org/W289469021","https://openalex.org/W3017474582","https://openalex.org/W3199220081","https://openalex.org/W2297188316","https://openalex.org/W3043839816","https://openalex.org/W2018964251","https://openalex.org/W2364841895","https://openalex.org/W2148470973","https://openalex.org/W2407487927","https://openalex.org/W2947634251","https://openalex.org/W3121892966","https://openalex.org/W2070795968","https://openalex.org/W2804887877"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2026-02-09T09:26:11.010843","created_date":"2025-10-10T00:00:00"}