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Related papers: A* Tree Search for Portfolio Management

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A big challenge in branch and bound lies in identifying the optimal node within the search tree from which to proceed. Current state-of-the-art selectors utilize either hand-crafted ensembles that automatically switch between naive sub-node…

Machine Learning · Computer Science 2024-06-06 Alexander Mattick , Christopher Mutschler

In the context of tree-search stochastic planning algorithms where a generative model is available, we consider on-line planning algorithms building trees in order to recommend an action. We investigate the question of avoiding re-planning…

Machine Learning · Computer Science 2019-02-14 Erwan Lecarpentier , Guillaume Infantes , Charles Lesire , Emmanuel Rachelson

In this paper, we present a novel trading strategy that integrates reinforcement learning methods with clustering techniques for portfolio management in multi-period trading. Specifically, we leverage the clustering method to categorize…

Portfolio Management · Quantitative Finance 2023-10-03 Zhengyong Jiang , Jeyan Thiayagalingam , Jionglong Su , Jinjun Liang

Deep reinforcement learning (DRL) has been widely studied in the portfolio management task. However, it is challenging to understand a DRL-based trading strategy because of the black-box nature of deep neural networks. In this paper, we…

Portfolio Management · Quantitative Finance 2021-12-21 Mao Guan , Xiao-Yang Liu

In this research, we investigate the possibility of applying a search strategy to genetic algorithms to explore the entire genetic tree structure. Several methods aid in performing tree searches; however, simpler algorithms such as…

Neural and Evolutionary Computing · Computer Science 2023-08-10 Akshay Hebbar

We propose a reinforcement-learning algorithm to tackle the challenge of reconstructing phylogenetic trees. The search for the tree that best describes the data is algorithmically challenging, thus all current algorithms for phylogeny…

Populations and Evolution · Quantitative Biology 2023-03-14 Dana Azouri , Oz Granit , Michael Alburquerque , Yishay Mansour , Tal Pupko , Itay Mayrose

TAMER has proven to be a powerful interactive reinforcement learning method for allowing ordinary people to teach and personalize autonomous agents' behavior by providing evaluative feedback. However, a TAMER agent planning with UCT---a…

Artificial Intelligence · Computer Science 2019-04-19 Guangliang Li , Randy Gomez , Keisuke Nakamura , Jinying Lin , Qilei Zhang , Bo He

A treap is a classic randomized binary search tree data structure that is easy to implement and supports O(\log n) expected time access. However, classic treaps do not take advantage of the input distribution or patterns in the input. Given…

Data Structures and Algorithms · Computer Science 2022-06-27 Honghao Lin , Tian Luo , David P. Woodruff

Consensus maximization is widely used for robust fitting in computer vision. However, solving it exactly, i.e., finding the globally optimal solution, is intractable. A* tree search, which has been shown to be fixed-parameter tractable, is…

Computer Vision and Pattern Recognition · Computer Science 2019-08-27 Zhipeng Cai , Tat-Jun Chin , Vladlen Koltun

Planning in stochastic and partially observable environments is a central issue in artificial intelligence. One commonly used technique for solving such a problem is by constructing an accurate model firstly. Although some recent approaches…

Artificial Intelligence · Computer Science 2019-04-08 Yunlong Liu , Jianyang Zheng

Large Language Model (LLM) agents are increasingly applied to complex, multi-step tasks that require interaction with diverse external tools across various domains. However, current LLM agent tool planning methods typically rely on greedy,…

Artificial Intelligence · Computer Science 2026-03-16 Shuo Yang , Soyeon Caren Han , Yihao Ding , Shuhe Wang , Eduard Hoy

Stock trading is one of the popular ways for financial management. However, the market and the environment of economy is unstable and usually not predictable. Furthermore, engaging in stock trading requires time and effort to analyze,…

Machine Learning · Computer Science 2025-05-20 Yunfei Luo , Zhangqi Duan

This paper introduces a new negotiating agent model for automated negotiation. We focus on applications without time pressure with multidi-mensional negotiation on both continuous and discrete domains. The agent bidding strategy relies on…

Multiagent Systems · Computer Science 2019-09-23 Cédric Buron , Zahia Guessoum , Sylvain Ductor

Over the last 10 to 15 years, active inference has helped to explain various brain mechanisms from habit formation to dopaminergic discharge and even modelling curiosity. However, the current implementations suffer from an exponential…

Artificial Intelligence · Computer Science 2022-04-13 Théophile Champion , Lancelot Da Costa , Howard Bowman , Marek Grześ

This paper introduces a principled approach for the design of a scalable general reinforcement learning agent. This approach is based on a direct approximation of AIXI, a Bayesian optimality notion for general reinforcement learning agents.…

Machine Learning · Computer Science 2010-10-04 Joel Veness , Kee Siong Ng , Marcus Hutter , David Silver

Adaptive sampling and planning in robotic environmental monitoring are challenging when the target environmental process varies over space and time. The underlying environmental dynamics require the planning module to integrate future…

Robotics · Computer Science 2023-06-19 Weizhe Chen , Lantao Liu

The combination of deep learning and Monte Carlo Tree Search (MCTS) has shown to be effective in various domains, such as board and video games. AlphaGo represented a significant step forward in our ability to learn complex board games, and…

Machine Learning · Computer Science 2021-04-29 Alexandre Borges , Arlindo Oliveira

Machine Learning algorithms and Neural Networks are widely applied to many different areas such as stock market prediction, face recognition and population analysis. This paper will introduce a strategy based on the classic Deep…

Portfolio Management · Quantitative Finance 2020-03-16 Ziming Gao , Yuan Gao , Yi Hu , Zhengyong Jiang , Jionglong Su

Monte Carlo tree search (MCTS) is extremely popular in computer Go which determines each action by enormous simulations in a broad and deep search tree. However, human experts select most actions by pattern analysis and careful evaluation…

Artificial Intelligence · Computer Science 2017-06-14 Jinzhuo Wang , Wenmin Wang , Ronggang Wang , Wen Gao

This paper makes two proposals for Monte Carlo Softmax Search, which is a recently proposed method that is classified as a selective search like the Monte Carlo Tree Search. The first proposal separately defines the node-selection and…

Artificial Intelligence · Computer Science 2020-09-09 Harukazu Igarashi , Yuichi Morioka , Kazumasa Yamamoto