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Reinforcement Learning (RL) enables an intelligent agent to optimise its performance in a task by continuously taking action from an observed state and receiving a feedback from the environment in form of rewards. RL typically uses tables…

Artificial Intelligence · Computer Science 2025-01-28 Alberto Castagna

We introduce the first end-to-end Deep Reinforcement Learning (DRL) based framework for active high frequency trading in the stock market. We train DRL agents to trade one unit of Intel Corporation stock by employing the Proximal Policy…

Machine Learning · Computer Science 2023-08-22 Antonio Briola , Jeremy Turiel , Riccardo Marcaccioli , Alvaro Cauderan , Tomaso Aste

Deep reinforcement learning (RL) has recently shown great promise in robotic continuous control tasks. Nevertheless, prior research in this vein center around the centralized learning setting that largely relies on the communication…

Artificial Intelligence · Computer Science 2021-12-30 Dongge Han , Chris Xiaoxuan Lu , Tomasz Michalak , Michael Wooldridge

Reinforcement Learning (RL) is a potent tool for sequential decision-making and has achieved performance surpassing human capabilities across many challenging real-world tasks. As the extension of RL in the multi-agent system domain,…

Artificial Intelligence · Computer Science 2024-08-20 Ruiqi Zhang , Jing Hou , Florian Walter , Shangding Gu , Jiayi Guan , Florian Röhrbein , Yali Du , Panpan Cai , Guang Chen , Alois Knoll

Dynamic portfolio optimization is the process of sequentially allocating wealth to a collection of assets in some consecutive trading periods, based on investors' return-risk profile. Automating this process with machine learning remains a…

Machine Learning · Computer Science 2019-01-28 Pengqian Yu , Joon Sern Lee , Ilya Kulyatin , Zekun Shi , Sakyasingha Dasgupta

Large language models (LLMs) fine-tuned on multimodal financial data have demonstrated impressive reasoning capabilities in various financial tasks. However, they often struggle with multi-step, goal-oriented scenarios in interactive…

Recent advancements in large language models (LLMs) have enabled understanding webpage contexts, product details, and human instructions. Utilizing LLMs as the foundational architecture for either reward models or policies in reinforcement…

Machine Learning · Computer Science 2024-08-30 Shuang Feng , Grace Feng

Advances in reinforcement learning (RL) have resulted in recent breakthroughs in the application of artificial intelligence (AI) across many different domains. An emerging landscape of development environments is making powerful RL…

Machine Learning · Computer Science 2021-03-11 Edward W. Staley , Corban G. Rivera , Ashley J. Llorens

Real-time dynamic scheduling is a crucial but notoriously challenging task in modern manufacturing processes due to its high decision complexity. Recently, reinforcement learning (RL) has been gaining attention as an impactful technique to…

Multiagent Systems · Computer Science 2024-09-23 Jaeyeon Jang , Diego Klabjan , Han Liu , Nital S. Patel , Xiuqi Li , Balakrishnan Ananthanarayanan , Husam Dauod , Tzung-Han Juang

Reinforcement Learning (RL) is an area of machine learning figuring out how agents take actions in an unknown environment to maximize its rewards. Unlike classical Markov Decision Process (MDP) in which agent has full knowledge of its…

Artificial Intelligence · Computer Science 2023-03-07 Yangxin Zhong , Jiajie He , Lingjie Kong

Optimal order execution is widely studied by industry practitioners and academic researchers because it determines the profitability of investment decisions and high-level trading strategies, particularly those involving large volumes of…

Trading and Market Microstructure · Quantitative Finance 2020-09-15 Michaël Karpe , Jin Fang , Zhongyao Ma , Chen Wang

The development of open benchmarking platforms could greatly accelerate the adoption of AI agents in retail. This paper presents comprehensive simulations of customer shopping behaviors for the purpose of benchmarking reinforcement learning…

Artificial Intelligence · Computer Science 2024-05-20 Yu Xia , Sriram Narayanamoorthy , Zhengyuan Zhou , Joshua Mabry

Much research has been done to analyze the stock market. After all, if one can determine a pattern in the chaotic frenzy of transactions, then they could make a hefty profit from capitalizing on these insights. As such, the goal of our…

Machine Learning · Computer Science 2025-05-27 Ziyi Zhou , Nicholas Stern , Julien Laasri

Multi-agent systems (MAS) and reinforcement learning (RL) are widely used to enhance the agentic capabilities of large language models (LLMs). MAS improves task performance through role-based orchestration, while RL uses environmental…

Machine Learning · Computer Science 2026-02-02 Yujie Zhao , Lanxiang Hu , Yang Wang , Minmin Hou , Hao Zhang , Ke Ding , Jishen Zhao

It can largely benefit the reinforcement learning (RL) process of each agent if multiple geographically distributed agents perform their separate RL tasks cooperatively. Different from multi-agent reinforcement learning (MARL) where…

Machine Learning · Computer Science 2023-10-03 Kaiyue Wu , Xiao-Jun Zeng

Market makers play an important role in providing liquidity to markets by continuously quoting prices at which they are willing to buy and sell, and managing inventory risk. In this paper, we build a multi-agent simulation of a dealer…

Trading and Market Microstructure · Quantitative Finance 2019-11-15 Sumitra Ganesh , Nelson Vadori , Mengda Xu , Hua Zheng , Prashant Reddy , Manuela Veloso

Recent advances in large language models (LLMs) have sparked growing interest in building generalist agents that can learn through online interactions. However, applying reinforcement learning (RL) to train LLM agents in multi-turn,…

Artificial Intelligence · Computer Science 2025-10-07 Hanchen Zhang , Xiao Liu , Bowen Lv , Xueqiao Sun , Bohao Jing , Iat Long Iong , Zhenyu Hou , Zehan Qi , Hanyu Lai , Yifan Xu , Rui Lu , Hongning Wang , Jie Tang , Yuxiao Dong

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

Reinforcement learning (RL) algorithms have been around for decades and employed to solve various sequential decision-making problems. These algorithms however have faced great challenges when dealing with high-dimensional environments. The…

Machine Learning · Computer Science 2020-04-01 Thanh Thi Nguyen , Ngoc Duy Nguyen , Saeid Nahavandi

Reinforcement Learning (RL) has emerged as a powerful paradigm in Artificial Intelligence (AI), enabling agents to learn optimal behaviors through interactions with their environments. Drawing from the foundations of trial and error, RL…

Artificial Intelligence · Computer Science 2025-02-04 Majid Ghasemi , Amir Hossein Moosavi , Dariush Ebrahimi