Related papers: MAPS: Multi-agent Reinforcement Learning-based Por…
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…
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…
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…
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…
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,…
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…
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.…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…