English
Related papers

Related papers: Deep Reinforcement Learning in Cryptocurrency Mark…

200 papers

Deep reinforcement learning (DRL) has become a powerful tool for complex decision-making in machine learning and AI. However, traditional methods often assume perfect action execution, overlooking the uncertainties and deviations between an…

Robotics · Computer Science 2025-07-02 Oren Fivel , Matan Rudman , Kobi Cohen

A general control policy framework based on deep reinforcement learning (DRL) is introduced for closed-loop decision making in subsurface flow settings. Traditional closed-loop modeling workflows in this context involve the repeated…

Computational Physics · Physics 2023-02-15 Yusuf Nasir , Louis J. Durlofsky

A wide variety of deep reinforcement learning (DRL) models have recently been proposed to learn profitable investment strategies. The rules learned by these models outperform the previous strategies specially in high frequency trading…

Statistical Finance · Quantitative Finance 2021-01-12 Mehran Taghian , Ahmad Asadi , Reza Safabakhsh

This paper introduces a comprehensive framework designed to analyze and secure decision-support systems trained with Deep Reinforcement Learning (DRL), prior to deployment, by providing insights into learned behavior patterns and…

Machine Learning · Computer Science 2025-05-28 Brett Bissey , Kyle Gatesman , Walker Dimon , Mohammad Alam , Luis Robaina , Joseph Weissman

On-chain data (metrics) of blockchain networks, akin to company fundamentals, provide crucial and comprehensive insights into the networks. Despite their informative nature, on-chain data have not been utilized in reinforcement learning…

Portfolio Management · Quantitative Finance 2023-07-06 Zhenhan Huang , Fumihide Tanaka

In this study, we analyze and compare the performance of state-of-the-art deep reinforcement learning algorithms for solving the supply chain inventory management problem. This complex sequential decision-making problem consists of…

Machine Learning · Computer Science 2025-01-07 Francesco Stranieri , Fabio Stella

In this paper, we propose a Deep Reinforcement Learning (RL) framework for task arrangement, which is a critical problem for the success of crowdsourcing platforms. Previous works conduct the personalized recommendation of tasks to workers…

Machine Learning · Computer Science 2019-11-05 Caihua Shan , Nikos Mamoulis , Reynold Cheng , Guoliang Li , Xiang Li , Yuqiu Qian

Algorithmic trading or Financial robots have been conquering the stock markets with their ability to fathom complex statistical trading strategies. But with the recent development of deep learning technologies, these strategies are becoming…

Portfolio Management · Quantitative Finance 2024-05-06 Ashish Anil Pawar , Vishnureddy Prashant Muskawar , Ritesh Tiku

Deep reinforcement learning (DRL) has shown huge potentials in building financial market simulators recently. However, due to the highly complex and dynamic nature of real-world markets, raw historical financial data often involve large…

Trading and Market Microstructure · Quantitative Finance 2022-03-03 Xiao-Yang Liu , Jingyang Rui , Jiechao Gao , Liuqing Yang , Hongyang Yang , Zhaoran Wang , Christina Dan Wang , Jian Guo

Nowadays, a significant share of the Business-to-Consumer sector is based on online platforms like Amazon and Alibaba and uses Artificial Intelligence for pricing strategies. This has sparked debate on whether pricing algorithms may tacitly…

General Economics · Economics 2024-06-05 Shidi Deng , Maximilian Schiffer , Martin Bichler

The increasing demand for autonomous systems in complex and dynamic environments has driven significant research into intelligent path planning methodologies. For decades, graph-based search algorithms, linear programming techniques, and…

Deep reinforcement learning has been recognized as an efficient technique to design optimal strategies for different complex systems without prior knowledge of the control landscape. To achieve a fast and precise control for quantum…

Quantum Physics · Physics 2021-01-05 Hailan Ma , Daoyi Dong , Steven X. Ding , Chunlin Chen

Federal Energy Regulatory Commission (FERC) Orders 841 and 2222 have recommended that distributed energy resources (DERs) should participate in energy and reserve markets; therefore, a mechanism needs to be developed to facilitate DERs'…

Systems and Control · Electrical Eng. & Systems 2023-05-09 Mukesh Gautam , Rakib Hossain , Mohammad MansourLakouraj , Narayan Bhusal , Mohammed Benidris , Hanif Livani

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

This research paper delves into the application of Deep Reinforcement Learning (DRL) in asset-class agnostic portfolio optimization, integrating industry-grade methodologies with quantitative finance. At the heart of this integration is our…

Artificial Intelligence · Computer Science 2024-03-14 Philip Ndikum , Serge Ndikum

This paper investigates the application of Deep Reinforcement Learning (DRL) for Environment, Social, and Governance (ESG) financial portfolio management, with a specific focus on the potential benefits of ESG score-based market regulation.…

Portfolio Management · Quantitative Finance 2023-07-20 Eduardo C. Garrido-Merchán , Sol Mora-Figueroa-Cruz-Guzmán , María Coronado-Vaca

Deep reinforcement learning (DRL) algorithms have recently gained wide attention in the wireless networks domain. They are considered promising approaches for solving dynamic radio resource management (RRM) problems in next-generation…

Networking and Internet Architecture · Computer Science 2022-09-29 Ahmad M. Nagib , Hatem Abou-zeid , Hossam S. Hassanein

Deep reinforcement learning methods have achieved state-of-the-art results in a variety of challenging, high-dimensional domains ranging from video games to locomotion. The key to success has been the use of deep neural networks used to…

Machine Learning · Computer Science 2020-11-17 Hiteshi Sharma , Rahul Jain

In recent years, deep reinforcement learning (Deep RL) has been successfully implemented as a smart agent in many systems such as complex games, self-driving cars, and chat-bots. One of the interesting use cases of Deep RL is its…

Machine Learning · Computer Science 2023-09-27 Foozhan Ataiefard , Hadi Hemmati

This study presents a Reinforcement Learning (RL)-based portfolio management model tailored for high-risk environments, addressing the limitations of traditional RL models and exploiting market opportunities through two-sided transactions…

Portfolio Management · Quantitative Finance 2024-08-13 Ali Habibnia , Mahdi Soltanzadeh