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A multi-agent AI system (MAS) is composed of multiple autonomous agents that interact, exchange information, and make decisions based on internal generative models. Recent advances in large language models and tool-using agents have made…

Portfolio traders strive to identify dynamic portfolio allocation schemes so that their total budgets are efficiently allocated through the investment horizon. This study proposes a novel portfolio trading strategy in which an intelligent…

Portfolio Management · Quantitative Finance 2019-12-02 Hyungjun Park , Min Kyu Sim , Dong Gu Choi

LLM-based multi-agent systems (MAS) have emerged as a promising approach to tackle complex tasks that are difficult for individual LLMs. A natural strategy is to scale performance by increasing the number of agents; however, we find that…

Artificial Intelligence · Computer Science 2026-02-04 Yingxuan Yang , Chengrui Qu , Muning Wen , Laixi Shi , Ying Wen , Weinan Zhang , Adam Wierman , Shangding Gu

Portfolio management is the art and science in fiance that concerns continuous reallocation of funds and assets across financial instruments to meet the desired returns to risk profile. Deep reinforcement learning (RL) has gained increasing…

Portfolio Management · Quantitative Finance 2023-10-30 Yinheng Li , Junhao Wang , Yijie Cao

Large-scale online ride-sharing platforms have substantially transformed our lives by reallocating transportation resources to alleviate traffic congestion and promote transportation efficiency. An efficient fleet management strategy not…

Multiagent Systems · Computer Science 2019-12-03 Kaixiang Lin , Renyu Zhao , Zhe Xu , Jiayu Zhou

In this paper, we explore using deep reinforcement learning for problems with multiple agents. Most existing methods for deep multi-agent reinforcement learning consider only a small number of agents. When the number of agents increases,…

Machine Learning · Computer Science 2018-05-24 Arbaaz Khan , Clark Zhang , Daniel D. Lee , Vijay Kumar , Alejandro Ribeiro

This paper describes multi-portfolio `internal' rebalancing processes used in the finance industry. Instead of trading with the market to `externally' rebalance, these internal processes detail how portfolio managers buy and sell between…

Portfolio Management · Quantitative Finance 2022-01-19 Kelli Francis-Staite

We study the iterative refinement of path planning for multiple robots, known as multi-agent pathfinding (MAPF). Given a graph, agents, their initial locations, and destinations, a solution of MAPF is a set of paths without collisions.…

Robotics · Computer Science 2022-02-15 Keisuke Okumura , Yasumasa Tamura , Xavier Defago

Inverse design has emerged as a transformative approach for photonic device optimization, enabling the exploration of high-dimensional, non-intuitive design spaces to create ultra-compact devices and advance photonic integrated circuits…

Deep reinforcement learning (DRL) has been widely studied in the portfolio management task. However, it is challenging to understand a DRL-based trading strategy because of the black-box nature of deep neural networks. In this paper, we…

Portfolio Management · Quantitative Finance 2021-12-21 Mao Guan , Xiao-Yang Liu

We present a multi-scale forward search algorithm for distributed agents to solve single-query shortest path planning problems. Each agent first builds a representation of its own search space of the common environment as a multi-resolution…

Multiagent Systems · Computer Science 2019-10-10 Jaein Lim , Panagiotis Tsiotras

Solving the Multi-Agent Path Finding (MAPF) problem optimally is known to be NP-Hard for both make-span and total arrival time minimization. While many algorithms have been developed to solve MAPF problems, there is no dominating optimal…

Multiagent Systems · Computer Science 2024-12-20 Jingyao Ren , Vikraman Sathiyanarayanan , Eric Ewing , Baskin Senbaslar , Nora Ayanian

With the improvement of computer performance and the development of GPU-accelerated technology, trading with machine learning algorithms has attracted the attention of many researchers and practitioners. In this research, we propose a novel…

Portfolio Management · Quantitative Finance 2021-03-23 Huanming Zhang , Zhengyong Jiang , Jionglong Su

The paper presents an advanced version of an adaptive market-making agent capable of performing experiential learning, exploiting a "try and fail" approach relying on a swarm of subordinate agents executed in a virtual environment to…

Computational Engineering, Finance, and Science · Computer Science 2023-03-07 Anton Kolonin , Alexey Glushchenko , Arseniy Fokin , Marcello Mari , Mario Casiraghi , Mukul Vishwas

Cooperative multi-agent planning (MAP) is a relatively recent research field that combines technologies, algorithms and techniques developed by the Artificial Intelligence Planning and Multi-Agent Systems communities. While planning has…

Artificial Intelligence · Computer Science 2017-11-27 Alejandro Torreño , Eva Onaindia , Antonín Komenda , Michal Štolba

Multi-agent systems (MAS) need to adaptively cope with dynamic environments, changing agent populations, and diverse tasks. However, most of the multi-agent systems cannot easily handle them, due to the complexity of the state and task…

Artificial Intelligence · Computer Science 2024-05-06 Qian Long , Fangwei Zhong , Mingdong Wu , Yizhou Wang , Song-Chun Zhu

Sample efficiency remains a key challenge in multi-agent reinforcement learning (MARL). A promising approach is to learn a meaningful latent representation space through auxiliary learning objectives alongside the MARL objective to aid in…

Multiagent Systems · Computer Science 2024-06-06 Dom Huh , Prasant Mohapatra

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

Multi-Agent Path Finding (MAPF) seeks collision-free paths for multiple agents from their respective starting locations to their respective goal locations while minimizing path costs. Although many MAPF algorithms were developed and can…

Multiagent Systems · Computer Science 2024-12-24 Shuai Zhou , Shizhe Zhao , Zhongqiang Ren

Decentralized multi-agent path finding (MAPF) routes a team of agents on a shared grid, each acting from its own local view. The standard solution trains one shared neural policy with Proximal Policy Optimization (PPO), a popular on-policy…

Machine Learning · Computer Science 2026-05-13 Riad Ahmed
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