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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

A computational revolution unleashed the power of artificial neural networks. At the heart of that revolution is automatic differentiation, which calculates the derivative of a performance measure relative to a large number of parameters.…

Quantitative Methods · Quantitative Biology 2023-12-27 Steven A. Frank

Learning in sparse reward settings remains a challenge in Reinforcement Learning, which is often addressed by using intrinsic rewards. One promising strategy is inspired by human curiosity, requiring the agent to learn to predict the…

Machine Learning · Computer Science 2018-10-02 Gino Brunner , Manuel Fritsche , Oliver Richter , Roger Wattenhofer

By framing reinforcement learning as a sequence modeling problem, recent work has enabled the use of generative models, such as diffusion models, for planning. While these models are effective in predicting long-horizon state trajectories…

Prior work in multi-objective reinforcement learning typically uses linear reward scalarization with fixed weights, which provably fails to capture non-convex Pareto fronts and thus yields suboptimal results. This limitation becomes…

Machine Learning · Computer Science 2026-04-01 Yining Lu , Zilong Wang , Shiyang Li , Xin Liu , Changlong Yu , Qingyu Yin , Zhan Shi , Zixuan Zhang , Meng Jiang

We explore the connection between evolution and large-deviation theory. To do so, we study evolutionary dynamics in which individuals experience mutations, reproduction, and selection using variants of the Moran model. We show that, in the…

Populations and Evolution · Quantitative Biology 2026-01-09 Sara Dal Cengio , Quentin Laurenceau , Vivien Lecomte , Charline Smadi , Julien Tailleur

A reinforcement learning agent tries to maximize its cumulative payoff by interacting in an unknown environment. It is important for the agent to explore suboptimal actions as well as to pick actions with highest known rewards. Yet, in…

Machine Learning · Computer Science 2019-01-23 Reazul Hasan Russel

Deep Reinforcement Learning has shown its ability in solving complicated problems directly from high-dimensional observations. However, in end-to-end settings, Reinforcement Learning algorithms are not sample-efficient and requires long…

Machine Learning · Computer Science 2021-07-06 Nicolò Botteghi , Mannes Poel , Beril Sirmacek , Christoph Brune

This paper presents a model for dynamic adjustment of the motivation degree, using a reinforcement learning approach, in an action selection mechanism previously developed by the authors. The learning takes place in the modification of a…

Artificial Intelligence · Computer Science 2007-05-23 Carlos Gershenson , Pedro Pablo Gonzalez

Evolution strategy (ES) has been shown great promise in many challenging reinforcement learning (RL) tasks, rivaling other state-of-the-art deep RL methods. Yet, there are two limitations in the current ES practice that may hinder its…

Machine Learning · Computer Science 2020-02-24 Jiaxing Zhang , Hoang Tran , Guannan Zhang

We develop an approach for Bayesian learning of spatiotemporal dynamical mechanistic models. Such learning consists of statistical emulation of the mechanistic system that can efficiently interpolate the output of the system from arbitrary…

Methodology · Statistics 2025-07-11 Sudipto Banerjee , Xiang Chen , Ian Frankenburg , Daniel Zhou

We propose an approach to learning agents for active robotic mapping, where the goal is to map the environment as quickly as possible. The agent learns to map efficiently in simulated environments by receiving rewards corresponding to how…

Robotics · Computer Science 2018-01-01 Shane Barratt

For over a decade, model-based reinforcement learning has been seen as a way to leverage control-based domain knowledge to improve the sample-efficiency of reinforcement learning agents. While model-based agents are conceptually appealing,…

Machine Learning · Computer Science 2021-05-28 Brandon Amos , Samuel Stanton , Denis Yarats , Andrew Gordon Wilson

Reinforcement Learning methods are capable of solving complex problems, but resulting policies might perform poorly in environments that are even slightly different. In robotics especially, training and deployment conditions often vary and…

Machine Learning · Computer Science 2018-09-17 Isac Arnekvist , Danica Kragic , Johannes A. Stork

Envisioned application areas for reinforcement learning (RL) include autonomous driving, precision agriculture, and finance, which all require RL agents to make decisions in the real world. A significant challenge hindering the adoption of…

Machine Learning · Computer Science 2025-01-20 Dominik Baumann , Erfaun Noorani , James Price , Ole Peters , Colm Connaughton , Thomas B. Schön

We introduce a method for learning the dynamics of complex nonlinear systems based on deep generative models over temporal segments of states and actions. Unlike dynamics models that operate over individual discrete timesteps, we learn the…

Machine Learning · Computer Science 2017-07-14 Nikhil Mishra , Pieter Abbeel , Igor Mordatch

This paper introduces a method, based on deep reinforcement learning, for automatically generating a general purpose decision making function. A Deep Q-Network agent was trained in a simulated environment to handle speed and lane change…

Robotics · Computer Science 2019-05-10 Carl-Johan Hoel , Krister Wolff , Leo Laine

Recent advances in reinforcement learning have inspired increasing interest in learning user modeling adaptively through dynamic interactions, e.g., in reinforcement learning based recommender systems. Reward function is crucial for most of…

Machine Learning · Computer Science 2021-05-06 Xiaocong Chen , Lina Yao , Xianzhi Wang , Aixin Sun , Wenjie Zhang , Quan Z. Sheng

Continuous state spaces and stochastic, switching dynamics characterize a number of rich, realworld domains, such as robot navigation across varying terrain. We describe a reinforcementlearning algorithm for learning in these domains and…

Machine Learning · Computer Science 2012-06-18 Emma Brunskill , Bethany Leffler , Lihong Li , Michael L. Littman , Nicholas Roy

Macroscopic dynamical descriptions of complex physical systems are crucial for understanding and controlling material behavior. With the growing availability of data and compute, machine learning has become a promising alternative to…

Computational Physics · Physics 2026-03-24 Mengyi Chen , Pengru Huang , Kostya S. Novoselov , Qianxiao Li