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With the increasing power of computers and the rapid development of self-learning methodologies such as machine learning and artificial intelligence, the problem of constructing an automatic Financial Trading Systems (FTFs) becomes an…

Trading and Market Microstructure · Quantitative Finance 2019-08-29 Haoqian Li , Thomas Lau

Traditional economic models often rely on fixed assumptions about market dynamics, limiting their ability to capture the complexities and stochastic nature of real-world scenarios. However, reality is more complex and includes noise, making…

Large language models (LLMs) have achieved strong performance in language-centric tasks. However, in agentic settings, LLMs often struggle to anticipate action consequences and adapt to environment dynamics, highlighting the need for…

Computation and Language · Computer Science 2026-02-10 Xiao Yu , Baolin Peng , Ruize Xu , Yelong Shen , Pengcheng He , Suman Nath , Nikhil Singh , Jiangfeng Gao , Zhou Yu

We explore deep Reinforcement Learning(RL) algorithms for scalping trading and knew that there is no appropriate trading gym and agent examples. Thus we propose gym and agent like Open AI gym in finance. Not only that, we introduce new RL…

Artificial Intelligence · Computer Science 2019-04-02 Uk Jo , Taehyun Jo , Wanjun Kim , Iljoo Yoon , Dongseok Lee , Seungho Lee

Reinforcement learning can interact with the environment and is suitable for applications in decision control systems. Therefore, we used the reinforcement learning method to establish a foreign exchange transaction, avoiding the…

Machine Learning · Computer Science 2020-06-05 Yun-Cheng Tsai , Chun-Chieh Wang

A key challenge in model-based reinforcement learning (RL) is to synthesize computationally efficient and accurate environment models. We show that carefully designed generative models that learn and operate on compact state…

Personalisation of products and services is fast becoming the driver of success in banking and commerce. Machine learning holds the promise of gaining a deeper understanding of and tailoring to customers' needs and preferences. Whereas…

Machine Learning · Computer Science 2022-06-30 Charl Maree , Christian Omlin

Model-based Reinforcement Learning (MBRL) holds promise for data-efficiency by planning with model-generated experience in addition to learning with experience from the environment. However, in complex or changing environments, models in…

Machine Learning · Computer Science 2022-05-24 Esra'a Saleh , John D. Martin , Anna Koop , Arash Pourzarabi , Michael Bowling

We present a novel reinforcement learning (RL) environment designed to both optimize industrial sorting systems and study agent behavior in evolving spaces. In simulating material flow within a sorting process our environment follows the…

Machine Learning · Computer Science 2025-03-14 Tom Maus , Nico Zengeler , Tobias Glasmachers

The online advertising market, with its thousands of auctions run per second, presents a daunting challenge for advertisers who wish to optimize their spend under a budget constraint. Thus, advertising platforms typically provide automated…

Machine Learning · Computer Science 2023-10-17 Dmytro Korenkevych , Frank Cheng , Artsiom Balakir , Alex Nikulkov , Lingnan Gao , Zhihao Cen , Zuobing Xu , Zheqing Zhu

Reinforcement learning (RL) algorithms typically start tabula rasa, without any prior knowledge of the environment, and without any prior skills. This however often leads to low sample efficiency, requiring a large amount of interaction…

Machine Learning · Computer Science 2020-07-13 Matthias Hutsebaut-Buysse , Kevin Mets , Steven Latré

Learning effective policies for real-world problems is still an open challenge for the field of reinforcement learning (RL). The main limitation being the amount of data needed and the pace at which that data can be obtained. In this paper,…

Machine Learning · Computer Science 2022-02-04 Miguel Suau , Jinke He , Matthijs T. J. Spaan , Frans A. Oliehoek

Model-based Reinforcement Learning approaches have the promise of being sample efficient. Much of the progress in learning dynamics models in RL has been made by learning models via supervised learning. But traditional model-based…

Machine Learning · Computer Science 2019-06-12 Shagun Sodhani , Anirudh Goyal , Tristan Deleu , Yoshua Bengio , Sergey Levine , Jian Tang

Offline reinforcement learning (RL) aims to find performant policies from logged data without further environment interaction. Model-based algorithms, which learn a model of the environment from the dataset and perform conservative policy…

Machine Learning · Computer Science 2022-10-12 Marc Rigter , Bruno Lacerda , Nick Hawes

Reinforcement learning agents for portfolio management are typically trained and deployed as static policies, with no mechanism for using price forecasts at inference time. We propose $\text{FPILOT}$ (**Fin**ancial **P**lugin…

Machine Learning · Computer Science 2026-05-14 Eun Go , Rohan Deb , Arindam Banerjee

Offline reinforcement learning leverages pre-collected datasets of transitions to train policies. It can serve as effective initialization for online algorithms, enhancing sample efficiency and speeding up convergence. However, when such…

Machine Learning · Computer Science 2023-12-20 Girolamo Macaluso , Alessandro Sestini , Andrew D. Bagdanov

In practical applications, we can rarely assume full observability of a system's environment, despite such knowledge being important for determining a reactive control system's precise interaction with its environment. Therefore, we propose…

Machine Learning · Computer Science 2022-06-24 Edi Muskardin , Martin Tappler , Bernhard K. Aichernig , Ingo Pill

Urban autonomous driving decision making is challenging due to complex road geometry and multi-agent interactions. Current decision making methods are mostly manually designing the driving policy, which might result in sub-optimal solutions…

Machine Learning · Computer Science 2019-10-23 Jianyu Chen , Bodi Yuan , Masayoshi Tomizuka

Model-based reinforcement learning is an effective approach for controlling an unknown system. It is based on a longstanding pipeline familiar to the control community in which one performs experiments on the environment to collect a…

Systems and Control · Electrical Eng. & Systems 2024-08-14 Bruce D. Lee , Ingvar Ziemann , George J. Pappas , Nikolai Matni

The performance of reinforcement learning depends upon designing an appropriate action space, where the effect of each action is measurable, yet, granular enough to permit flexible behavior. So far, this process involved non-trivial user…

Machine Learning · Computer Science 2021-06-08 Edoardo Cetin , Oya Celiktutan