English
Related papers

Related papers: Agent Inspired Trading Using Recurrent Reinforceme…

200 papers

Reinforcement learning often uses neural networks to solve complex control tasks. However, neural networks are sensitive to input perturbations, which makes their deployment in safety-critical environments challenging. This work lifts…

Machine Learning · Computer Science 2024-08-20 Manuel Wendl , Lukas Koller , Tobias Ladner , Matthias Althoff

The convergence of quantum-inspired neural networks and deep reinforcement learning offers a promising avenue for financial trading. We implemented a trading agent for USD/TWD by integrating Quantum Long Short-Term Memory (QLSTM) for…

Machine Learning · Computer Science 2025-09-15 Jun-Hao Chen , Yu-Chien Huang , Yun-Cheng Tsai , Samuel Yen-Chi Chen

We model short-duration (e.g. day) trading in financial markets as a sequential decision-making problem under uncertainty, with the added complication of continual concept-drift. We, therefore, employ meta reinforcement learning via the RL2…

Artificial Intelligence · Computer Science 2023-02-20 S I Harini , Gautam Shroff , Ashwin Srinivasan , Prayushi Faldu , Lovekesh Vig

We adopt Deep Reinforcement Learning algorithms to design trading strategies for continuous futures contracts. Both discrete and continuous action spaces are considered and volatility scaling is incorporated to create reward functions which…

Computational Finance · Quantitative Finance 2019-11-25 Zihao Zhang , Stefan Zohren , Stephen Roberts

Reinforcement learning (RL) algorithms allow agents to learn skills and strategies to perform complex tasks without detailed instructions or expensive labelled training examples. That is, RL agents can learn, as we learn. Given the…

Machine Learning · Computer Science 2019-01-25 Jung Hoon Lee

We present a novel negotiation model that allows an agent to learn how to negotiate during concurrent bilateral negotiations in unknown and dynamic e-markets. The agent uses an actor-critic architecture with model-free reinforcement…

Multiagent Systems · Computer Science 2020-02-04 Pallavi Bagga , Nicola Paoletti , Bedour Alrayes , Kostas Stathis

Deep reinforcement learning has become an important paradigm for constructing agents that can enter complex multi-agent situations and improve their policies through experience. One commonly used technique is reactive training - applying…

Artificial Intelligence · Computer Science 2017-12-11 Alexander Peysakhovich , Adam Lerer

Learning from Demonstrations (LfD) and Reinforcement Learning (RL) have enabled robot agents to accomplish complex tasks. Reward Machines (RMs) enhance RL's capability to train policies over extended time horizons by structuring high-level…

Robotics · Computer Science 2024-12-16 Mattijs Baert , Sam Leroux , Pieter Simoens

Language model (LM) agents have gained significant attention for their ability to autonomously complete tasks through interactions with environments, tools, and APIs. LM agents are primarily built with prompt engineering or supervised…

Artificial Intelligence · Computer Science 2025-07-22 Renxi Wang , Rifo Ahmad Genadi , Bilal El Bouardi , Yongxin Wang , Fajri Koto , Zhengzhong Liu , Timothy Baldwin , Haonan Li

Multi-agent robotic systems are increasingly operating in real-world environments in close proximity to humans, yet are largely controlled by policy models with inscrutable deep neural network representations. We introduce a method for…

Machine Learning · Computer Science 2023-02-24 Renos Zabounidis , Joseph Campbell , Simon Stepputtis , Dana Hughes , Katia Sycara

For recurrent neural networks trained on time series with target and exogenous variables, in addition to accurate prediction, it is also desired to provide interpretable insights into the data. In this paper, we explore the structure of…

Machine Learning · Computer Science 2019-05-30 Tian Guo , Tao Lin , Nino Antulov-Fantulin

This study proposes a regime-aware reinforcement learning framework for long-horizon portfolio optimization. Moving beyond traditional feedforward and GARCH-based models, we design realistic environments where agents dynamically reallocate…

Portfolio Management · Quantitative Finance 2025-09-19 Gabriel Nixon Raj

Capturing and simulating intelligent adaptive behaviours within spatially explicit individual-based models remains an ongoing challenge for researchers. While an ever-increasing abundance of real-world behavioural data are collected, few…

Multiagent Systems · Computer Science 2022-01-05 Sedar Olmez , Dan Birks , Alison Heppenstall

Successful recurrent models such as long short-term memories (LSTMs) and gated recurrent units (GRUs) use ad hoc gating mechanisms. Empirically these models have been found to improve the learning of medium to long term temporal…

Machine Learning · Computer Science 2018-05-01 Corentin Tallec , Yann Ollivier

The functionality of Large Language Model (LLM) agents is primarily determined by two capabilities: action planning and answer summarization. The former, action planning, is the core capability that dictates an agent's performance. However,…

Machine Learning · Computer Science 2025-08-28 Zhiwei Li , Yong Hu , Wenqing Wang

Bimodal, stochastic environments present a challenge to typical Reinforcement Learning problems. This problem is one that is surprisingly common in real world applications, being particularly applicable to pricing problems. In this paper we…

Machine Learning · Computer Science 2023-07-04 E. Hurwitz , N. Peace , G. Cevora

In the last decade, deep learning has achieved great success in machine learning tasks where the input data is represented with different levels of abstractions. Driven by the recent research in reinforcement learning using deep neural…

Machine Learning · Computer Science 2022-05-18 Dejan Markovikj

We present an effective technique for training deep learning agents capable of negotiating on a set of clauses in a contract agreement using a simple communication protocol. We use Multi Agent Reinforcement Learning to train both agents…

Machine Learning · Computer Science 2018-09-20 Vishal Sunder , Lovekesh Vig , Arnab Chatterjee , Gautam Shroff

In this paper we take the first steps in studying a new approach to synthesis of efficient communication schemes in multi-agent systems, trained via reinforcement learning. We combine symbolic methods with machine learning, in what is…

Artificial Intelligence · Computer Science 2022-12-29 Erik Jergéus , Leo Karlsson Oinonen , Emil Carlsson , Moa Johansson

Inspired by the developments in deep generative models, we propose a model-based RL approach, coined Reinforced Deep Markov Model (RDMM), designed to integrate desirable properties of a reinforcement learning algorithm acting as an…

Trading and Market Microstructure · Quantitative Finance 2020-11-10 Tadeu A. Ferreira