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This study enhances a Deep Q-Network (DQN) trading model by incorporating advanced techniques like Prioritized Experience Replay, Regularized Q-Learning, Noisy Networks, Dueling, and Double DQN. Extensive tests on assets like BTC/USD and…

Computational Finance · Quantitative Finance 2023-11-21 Gang Hu

As machine learning algorithms grow in popularity and diversify to many industries, ethical and legal concerns regarding their fairness have become increasingly relevant. We explore the problem of algorithmic fairness, taking an…

Machine Learning · Computer Science 2021-01-01 Joshua Lee , Yuheng Bu , Prasanna Sattigeri , Rameswar Panda , Gregory Wornell , Leonid Karlinsky , Rogerio Feris

Deep learning research aims at discovering learning algorithms that discover multiple levels of distributed representations, with higher levels representing more abstract concepts. Although the study of deep learning has already led to…

Machine Learning · Computer Science 2013-06-10 Yoshua Bengio

We currently witness the spectacular success of artificial intelligence in both science and public life. However, the development of a rigorous mathematical foundation is still at an early stage. In this survey article, which is based on an…

Machine Learning · Computer Science 2022-03-18 Gitta Kutyniok

Online auction has been very widespread in the recent years. Platform administrators are working hard to refine their auction mechanisms that will generate high profits while maintaining a fair resource allocation. With the advancement of…

Computer Science and Game Theory · Computer Science 2021-10-14 Zhanhao Zhang

Machine Learning models incorporating multiple layered learning networks have been seen to provide effective models for various classification problems. The resulting optimization problem to solve for the optimal vector minimizing the…

Optimization and Control · Mathematics 2018-07-03 Vyacheslav Kungurtsev , Tomas Pevny

Machine learning and data mining algorithms have been increasingly used recently to support decision-making systems in many areas of high societal importance such as healthcare, education, or security. While being very efficient in their…

Machine Learning · Computer Science 2020-11-02 Charlotte Laclau , Ievgen Redko , Manvi Choudhary , Christine Largeron

Deep Reinforcement Learning (DRL) algorithms can scale to previously intractable problems. The automation of profit generation in the stock market is possible using DRL, by combining the financial assets price "prediction" step and the…

Trading and Market Microstructure · Quantitative Finance 2022-09-20 Taylan Kabbani , Ekrem Duman

Machine learning contrasts with traditional software development in that the oracle is the data, and the data is not always a correct representation of the problem that machine learning tries to model. We present a survey of the oracle…

Machine Learning · Computer Science 2021-05-05 Diogo Seca

Modern artificial intelligence relies on networks of agents that collect data, process information, and exchange it with neighbors to collaboratively solve optimization and learning problems. This article introduces a novel distributed…

Optimization and Control · Mathematics 2026-01-15 Diego Deplano , Nicola Bastianello , Mauro Franceschelli , Karl H. Johansson

We present a new model for prediction markets, in which we use risk measures to model agents and introduce a market maker to describe the trading process. This specific choice on modelling tools brings us mathematical convenience. The…

Computer Science and Game Theory · Computer Science 2014-03-05 Jinli Hu , Amos Storkey

Deep reinforcement learning (DRL) is a very active research area. However, several technical and scientific issues require to be addressed, amongst which we can mention data inefficiency, exploration-exploitation trade-off, and multi-task…

Machine Learning · Computer Science 2020-11-24 Mohammad Reza Samsami , Hossein Alimadad

Training deep neural networks is a highly nontrivial task, involving carefully selecting appropriate training algorithms, scheduling step sizes and tuning other hyperparameters. Trying different combinations can be quite labor-intensive and…

Machine Learning · Computer Science 2017-06-13 Kaifeng Lv , Shunhua Jiang , Jian Li

Over the last decade, adversarial attack algorithms have revealed instabilities in deep learning tools. These algorithms raise issues regarding safety, reliability and interpretability in artificial intelligence; especially in high risk…

Numerical Analysis · Mathematics 2023-08-30 Desmond J. Higham

The Vehicle Routing Problem is about optimizing the routes of vehicles to meet the needs of customers at specific locations. The route graph consists of depots on several levels and customer positions. Several optimization methods have been…

Artificial Intelligence · Computer Science 2024-09-18 László Kovács , Ali Jlidi

Deep Learning is one of the newest trends in Machine Learning and Artificial Intelligence research. It is also one of the most popular scientific research trends now-a-days. Deep learning methods have brought revolutionary advances in…

Machine Learning · Computer Science 2018-07-24 Matiur Rahman Minar , Jibon Naher

The purpose of this article is to review the achievements made in the last few years towards the understanding of the reasons behind the success and subtleties of neural network-based machine learning. In the tradition of good old applied…

Machine Learning · Computer Science 2020-12-09 Weinan E , Chao Ma , Stephan Wojtowytsch , Lei Wu

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

Recent advancements in machine learning research, i.e., deep learning, introduced methods that excel conventional algorithms as well as humans in several complex tasks, ranging from detection of objects in images and speech recognition to…

This paper surveys the recent attempts at leveraging machine learning to solve constrained optimization problems. It focuses on surveying the work on integrating combinatorial solvers and optimization methods with machine learning…

Machine Learning · Computer Science 2021-03-31 James Kotary , Ferdinando Fioretto , Pascal Van Hentenryck , Bryan Wilder