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Cryptocurrency is a cryptography-based digital asset with extremely volatile prices. Around USD 70 billion worth of cryptocurrency is traded daily on exchanges. Trading cryptocurrency is difficult due to the inherent volatility of the…

Computational Finance · Quantitative Finance 2024-12-12 Hongshen Yang , Avinash Malik

We propose a mechanism for distributed resource management and interference mitigation in wireless networks using multi-agent deep reinforcement learning (RL). We equip each transmitter in the network with a deep RL agent that receives…

Machine Learning · Computer Science 2021-01-12 Navid Naderializadeh , Jaroslaw Sydir , Meryem Simsek , Hosein Nikopour

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

Deep or reinforcement learning (RL) approaches have been adapted as reactive agents to quickly learn and respond with new investment strategies for portfolio management under the highly turbulent financial market environments in recent…

Portfolio Management · Quantitative Finance 2024-09-11 Zhenglong Li , Vincent Tam , Kwan L. Yeung

Reinforcement learning (RL) algorithms find applications in inventory control, recommender systems, vehicular traffic management, cloud computing and robotics. The real-world complications of many tasks arising in these domains makes them…

Machine Learning · Computer Science 2021-06-03 Sindhu Padakandla

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…

Deep Reinforcement Learning (DRL) has become an appealing solution to algorithmic trading such as high frequency trading of stocks and cyptocurrencies. However, DRL have been shown to be susceptible to adversarial attacks. It follows that…

Machine Learning · Computer Science 2020-10-24 Yaser Faghan , Nancirose Piazza , Vahid Behzadan , Ali Fathi

Recent advances in reinforcement learning, such as Dynamic Sampling Policy Optimization (DAPO), show strong performance when paired with large language models (LLMs). Motivated by this success, we ask whether similar gains can be realized…

Computational Engineering, Finance, and Science · Computer Science 2025-05-27 Ruijian Zha , Bojun Liu

Reinforcement learning (RL) is frequently used to increase performance in text generation tasks, including machine translation (MT), notably through the use of Minimum Risk Training (MRT) and Generative Adversarial Networks (GAN). However,…

Computation and Language · Computer Science 2020-01-16 Leshem Choshen , Lior Fox , Zohar Aizenbud , Omri Abend

In this paper, we study the problem of obtaining a control policy that can mimic and then outperform expert demonstrations in Markov decision processes where the reward function is unknown to the learning agent. One main relevant approach…

Machine Learning · Computer Science 2020-09-24 Feng Tao , Yongcan Cao

Reinforcement learning (RL) is a powerful machine learning technique that enables an intelligent agent to learn an optimal policy that maximizes the cumulative rewards in sequential decision making. Most of methods in the existing…

Machine Learning · Statistics 2023-01-06 Chengchun Shi , Zhengling Qi , Jianing Wang , Fan Zhou

This paper addresses a critical challenge in the high-speed passenger railway industry: designing effective dynamic pricing strategies in the context of competing and cooperating operators. To address this, a multi-agent reinforcement…

Deep reinforcement learning has become an important paradigm for constructing agents that can enter complex multi-agent situations and improve their policies through experience. One commonly used technique is reactive training - applying…

Artificial Intelligence · Computer Science 2017-12-11 Alexander Peysakhovich , Adam Lerer

Deep reinforcement learning (DRL) is a well-suited approach to financial decision-making, where an agent makes decisions based on its trading strategy developed from market observations. Existing DRL intraday trading strategies mainly use…

Trading and Market Microstructure · Quantitative Finance 2024-06-13 Sven Goluža , Tomislav Kovačević , Tessa Bauman , Zvonko Kostanjčar

In this paper, multi-agent reinforcement learning is used to control a hybrid energy storage system working collaboratively to reduce the energy costs of a microgrid through maximising the value of renewable energy and trading. The agents…

Multiagent Systems · Computer Science 2021-12-07 Daniel J. B. Harrold , Jun Cao , Zhong Fan

We investigate the potential of Multi-Objective, Deep Reinforcement Learning for stock and cryptocurrency single-asset trading: in particular, we consider a Multi-Objective algorithm which generalizes the reward functions and discount…

Machine Learning · Computer Science 2023-02-20 Federico Cornalba , Constantin Disselkamp , Davide Scassola , Christopher Helf

Fair and dynamic energy allocation in community microgrids remains a critical challenge, particularly when serving socio-economically diverse participants. Static optimization and cost-sharing methods often fail to adapt to evolving…

Systems and Control · Electrical Eng. & Systems 2025-07-28 Abhijan Theja , Mayukha Pal

The paper explores the use of Deep Reinforcement Learning (DRL) in stock market trading, focusing on two algorithms: Double Deep Q-Network (DDQN) and Proximal Policy Optimization (PPO) and compares them with Buy and Hold benchmark. It…

Trading and Market Microstructure · Quantitative Finance 2025-06-06 Jędrzej Maskiewicz , Paweł Sakowski

A characteristic of reinforcement learning is the ability to develop unforeseen strategies when solving problems. While such strategies sometimes yield superior performance, they may also result in undesired or even dangerous behavior. In…

In reinforcement learning (RL), different reward functions can define the same optimal policy but result in drastically different learning performance. For some, the agent gets stuck with a suboptimal behavior, and for others, it solves the…

Machine Learning · Computer Science 2025-02-25 Grigorii Veviurko , Wendelin Böhmer , Mathijs de Weerdt