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With the increasing number of fast-electric vehicle charging stations (fast-EVCSs) and the popularization of information technology, electricity price competition between fast-EVCSs is highly expected, in which the utilization of public…
This paper applies deep reinforcement learning (DRL) to optimize liquidity provisioning in Uniswap v3, a decentralized finance (DeFi) protocol implementing an automated market maker (AMM) model with concentrated liquidity. We model the…
Dynamic hedging is the practice of periodically transacting financial instruments to offset the risk caused by an investment or a liability. Dynamic hedging optimization can be framed as a sequential decision problem; thus, Reinforcement…
Recommender systems play a crucial role in mitigating the problem of information overload by suggesting users' personalized items or services. The vast majority of traditional recommender systems consider the recommendation procedure as a…
In the rapidly changing healthcare landscape, the implementation of offline reinforcement learning (RL) in dynamic treatment regimes (DTRs) presents a mix of unprecedented opportunities and challenges. This position paper offers a critical…
Deep reinforcement learning (DRL) has emerged as a powerful paradigm for solving complex decision-making problems. However, DRL-based systems still face significant dependability challenges particularly in real-time environments due to the…
Dynamic pricing is a promising strategy to address the challenges of smart charging, as traditional time-of-use (ToU) rates and stationary pricing (SP) do not dynamically react to changes in operating conditions, reducing revenue for…
Reinforcement learning (RL) is attracting attention as an effective way to solve sequential optimization problems that involve high dimensional state/action space and stochastic uncertainties. Many such problems involve constraints…
Development of autonomous cyber system defense strategies and action recommendations in the real-world is challenging, and includes characterizing system state uncertainties and attack-defense dynamics. We propose a data-driven deep…
This work provides a Deep Reinforcement Learning approach to solving a periodic review inventory control system with stochastic vendor lead times, lost sales, correlated demand, and price matching. While this dynamic program has…
Recently, deep reinforcement learning (DRL) models have shown promising results in solving NP-hard Combinatorial Optimization (CO) problems. However, most DRL solvers can only scale to a few hundreds of nodes for combinatorial optimization…
Dynamic hedging is a financial strategy that consists in periodically transacting one or multiple financial assets to offset the risk associated with a correlated liability. Deep Reinforcement Learning (DRL) algorithms have been used to…
Agricultural products are often subject to seasonal fluctuations in production and demand. Predicting and managing inventory levels in response to these variations can be challenging, leading to either excess inventory or stockouts.…
This paper examines the use of in-store customers as delivery couriers in a centralized crowd-shipping system, targeting the growing need for efficient last-mile delivery in urban areas. We consider a brick-and-mortar retail setting where…
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…
We introduce a method for pricing consumer credit using recent advances in offline deep reinforcement learning. This approach relies on a static dataset and requires no assumptions on the functional form of demand. Using both real and…
In this paper we explore the usage of deep reinforcement learning algorithms to automatically generate consistently profitable, robust, uncorrelated trading signals in any general financial market. In order to do this, we present a novel…
The volatility fitting is one of the core problems in the equity derivatives business. Through a set of deterministic rules, the degrees of freedom in the implied volatility surface encoding (parametrization, density, diffusion) are…
Many challenging real-world problems require the deployment of ensembles multiple complementary learning models to reach acceptable performance levels. While effective, applying the entire ensemble to every sample is costly and often…
Recent deep reinforcement learning (DRL) methods in finance show promising outcomes. However, there is limited research examining the behavior of these DRL algorithms. This paper aims to investigate their tendencies towards holding or…