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With the rapid development of artificial intelligence, long short term memory (LSTM), one kind of recurrent neural network (RNN), has been widely applied in time series prediction. Like RNN, Transformer is designed to handle the sequential…

Trading and Market Microstructure · Quantitative Finance 2023-09-21 Paul Bilokon , Yitao Qiu

Machine Learning (ML) has been embraced as a powerful tool by the financial industry, with notable applications spreading in various domains including investment management. In this work, we propose a full-cycle data-driven investment…

Portfolio Management · Quantitative Finance 2021-05-20 Haoran Wang , Shi Yu

This paper presents a novel risk-sensitive trading agent combining reinforcement learning and large language models (LLMs). We extend the Conditional Value-at-Risk Proximal Policy Optimization (CPPO) algorithm, by adding risk assessment and…

Trading and Market Microstructure · Quantitative Finance 2025-02-12 Mostapha Benhenda

Reinforcement Learning (RL) has shown great potential for autonomous decision-making in the cybersecurity domain, enabling agents to learn through direct environment interaction. However, RL agents in Autonomous Cyber Operations (ACO)…

Cryptography and Security · Computer Science 2026-02-17 Konur Tholl , François Rivest , Mariam El Mezouar , Adrian Taylor , Ranwa Al Mallah

Recent advances in reinforcement learning, such as Dynamic Sampling Policy Optimization (DAPO), show strong performance when paired with large language models (LLMs). Motivated by this success, we ask whether similar gains can be realized…

Computational Engineering, Finance, and Science · Computer Science 2025-05-27 Ruijian Zha , Bojun Liu

Training automated agents to complete complex tasks in interactive environments is challenging: reinforcement learning requires careful hand-engineering of reward functions, imitation learning requires specialized infrastructure and access…

Machine Learning · Computer Science 2023-02-21 Olivia Watkins , Trevor Darrell , Pieter Abbeel , Jacob Andreas , Abhishek Gupta

Can an agent learn efficiently in a noisy and self adapting environment with sequential, non-stationary and non-homogeneous observations? Through trading bots, we illustrate how Deep Reinforcement Learning (DRL) can tackle this challenge.…

Machine Learning · Computer Science 2020-10-19 Eric Benhamou , David Saltiel , Sandrine Ungari , Abhishek Mukhopadhyay , Jamal Atif

Reinforcement learning (RL) -- algorithms that teach artificial agents to interact with environments by maximising reward signals -- has achieved significant success in recent years. These successes have been facilitated by advances in…

Machine Learning · Computer Science 2025-04-03 Llewyn Salt , Marcus Gallagher

Financial markets are highly complex and volatile; thus, learning about such markets for the sake of making predictions is vital to make early alerts about crashes and subsequent recoveries. People have been using learning tools from…

Machine Learning · Computer Science 2022-05-11 Kelum Gajamannage , Yonggi Park

We propose a framework for ensuring safe behavior of a reinforcement learning agent when the reward function may be difficult to specify. In order to do this, we rely on the existence of demonstrations from expert policies, and we provide a…

Machine Learning · Computer Science 2018-11-22 Jessie Huang , Fa Wu , Doina Precup , Yang Cai

Language Models and Vision Language Models have recently demonstrated unprecedented capabilities in terms of understanding human intentions, reasoning, scene understanding, and planning-like behaviour, in text form, among many others. In…

We address the problem of teaching a deep reinforcement learning (RL) agent to follow instructions in multi-task environments. Instructions are expressed in a well-known formal language -- linear temporal logic (LTL) -- and can specify a…

Artificial Intelligence · Computer Science 2021-07-07 Pashootan Vaezipoor , Andrew Li , Rodrigo Toro Icarte , Sheila McIlraith

Continuous double auctions such as the limit order book employed by exchanges are widely used in practice to match buyers and sellers of a variety of financial instruments. In this work, we develop an agent-based model for trading in a…

Computational Finance · Quantitative Finance 2021-11-01 Mahmoud Mahfouz , Tucker Balch , Manuela Veloso , Danilo Mandic

We study what actually works and what doesn't for training large language models as agents via multi-turn reinforcement learning. Despite rapid progress, existing frameworks and definitions are fragmented, and there is no systematic…

Machine Learning · Computer Science 2025-12-09 Ruiyi Wang , Prithviraj Ammanabrolu

Deep Reinforcement Learning has enabled the learning of policies for complex tasks in partially observable environments, without explicitly learning the underlying model of the tasks. While such model-free methods achieve considerable…

Machine Learning · Computer Science 2017-01-11 Tanmay Shankar , Santosha K. Dwivedy , Prithwijit Guha

Although Large Language Model (LLM)-based agents are increasingly used in financial trading, it remains unclear whether they can reason and adapt in live markets, as most studies test models instead of agents, cover limited periods and…

Reinforcement learning (RL) has emerged as a transformative approach for financial trading, enabling dynamic strategy optimization in complex markets. This study explores the integration of sentiment analysis, derived from large language…

Computational Finance · Quantitative Finance 2024-11-19 Ananya Unnikrishnan

Reasoning models have recently shown remarkable progress in domains such as math and coding. However, their expert-level abilities in math and coding contrast sharply with their performance in long-horizon, interactive tasks such as web…

Computation and Language · Computer Science 2025-10-13 Xiao Yu , Baolin Peng , Michel Galley , Hao Cheng , Qianhui Wu , Janardhan Kulkarni , Suman Nath , Zhou Yu , Jianfeng Gao

Reinforcement Learning (RL) is a learning paradigm concerned with learning to control a system so as to maximize an objective over the long term. This approach to learning has received immense interest in recent times and success manifests…

Artificial Intelligence · Computer Science 2018-07-26 Sanyam Kapoor

In complex systems, we often observe complex global behavior emerge from a collection of agents interacting with each other in their environment, with each individual agent acting only on locally available information, without knowing the…

Neural and Evolutionary Computing · Computer Science 2021-09-30 Yujin Tang , David Ha