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Portfolio Selection is an important real-world financial task and has attracted extensive attention in artificial intelligence communities. This task, however, has two main difficulties: (i) the non-stationary price series and complex asset…

Machine Learning · Computer Science 2020-03-09 Yifan Zhang , Peilin Zhao , Qingyao Wu , Bin Li , Junzhou Huang , Mingkui Tan

Large Reasoning Models (LRMs) face two fundamental limitations: excessive token consumption when overanalyzing simple information processing tasks, and inability to access up-to-date knowledge beyond their training data. We introduce MARS…

Artificial Intelligence · Computer Science 2026-02-03 Guoxin Chen , Zile Qiao , Wenqing Wang , Donglei Yu , Xuanzhong Chen , Hao Sun , Minpeng Liao , Kai Fan , Yong Jiang , Penguin Xie , Wayne Xin Zhao , Ruihua Song , Fei Huang

The Multi-Agent Pathfinding (MAPF) problem involves finding a set of conflict-free paths for a group of agents confined to a graph. In typical MAPF scenarios, the graph and the agents' starting and ending vertices are known beforehand,…

Artificial Intelligence · Computer Science 2023-12-27 Alexey Skrynnik , Anton Andreychuk , Konstantin Yakovlev , Aleksandr Panov

Designing and optimizing multi-agent systems (MAS) is a complex, labor-intensive process of "Agent Engineering." Existing automatic optimization methods, primarily focused on flat prompt tuning, lack the structural awareness to debug the…

Artificial Intelligence · Computer Science 2026-04-23 Shan He , Runze Wang , Zhuoyun Du , Huiyu Bai , Zouying Cao , Yu Cheng , Bo Zheng

Central to all machine learning algorithms is data representation. For multi-agent systems, selecting a representation which adequately captures the interactions among agents is challenging due to the latent group structure which tends to…

Machine Learning · Computer Science 2020-01-01 Jennifer Hobbs , Matthew Holbrook , Nathan Frank , Long Sha , Patrick Lucey

Portfolio Management is the process of overseeing a group of investments, referred to as a portfolio, with the objective of achieving predetermined investment goals. Portfolio optimization is a key component that involves allocating the…

Portfolio Management · Quantitative Finance 2026-02-20 Srijan Sood , Kassiani Papasotiriou , Marius Vaiciulis , Tucker Balch

Asset allocation (or portfolio management) is the task of determining how to optimally allocate funds of a finite budget into a range of financial instruments/assets such as stocks. This study investigated the performance of reinforcement…

Portfolio Management · Quantitative Finance 2022-09-22 Adebayo Oshingbesan , Eniola Ajiboye , Peruth Kamashazi , Timothy Mbaka

There is a growing interest in Multi-Agent Reinforcement Learning (MARL) as the first steps towards building general intelligent agents that learn to make low and high-level decisions in non-stationary complex environments in the presence…

Artificial Intelligence · Computer Science 2020-01-01 Marco Jerome Gasparrini , Ricard Solé , Martí Sánchez-Fibla

Unfair stock trading strategies have been shown to be one of the most negative perceptions that customers can have concerning trading and may result in long-term losses for a company. Investment banks usually place trading orders for…

Trading and Market Microstructure · Quantitative Finance 2020-01-06 Wenhang Bao

Mapping deep neural networks (DNNs) to hardware is critical for optimizing latency, energy consumption, and resource utilization, making it a cornerstone of high-performance accelerator design. Due to the vast and complex mapping space,…

Multi-agent systems (MAS) have shown great potential in executing complex tasks, but coordination and safety remain significant challenges. Multi-Agent Reinforcement Learning (MARL) offers a promising framework for agent collaboration, but…

Computer Vision and Pattern Recognition · Computer Science 2025-03-14 Ziqi Jia , Junjie Li , Xiaoyang Qu , Jianzong Wang

Stock portfolio optimization is the process of constant re-distribution of money to a pool of various stocks. In this paper, we will formulate the problem such that we can apply Reinforcement Learning for the task properly. To maintain a…

Machine Learning · Computer Science 2020-12-14 Le Trung Hieu

The Enterprise Intelligence Platform must integrate logs from numerous third-party vendors in order to perform various downstream tasks. However, vendor documentation is often unavailable at test time. It is either misplaced, mismatched,…

Artificial Intelligence · Computer Science 2025-10-17 Wen-Kwang Tsao , Yao-Ching Yu , Chien-Ming Huang

The collaboration between agents has gradually become an important topic in multi-agent systems. The key is how to efficiently solve the credit assignment problems. This paper introduces MGAN for collaborative multi-agent reinforcement…

Multiagent Systems · Computer Science 2021-05-14 Zhiwei Xu , Bin Zhang , Yunpeng Bai , Dapeng Li , Guoliang Fan

We adopt deep learning models to directly optimise the portfolio Sharpe ratio. The framework we present circumvents the requirements for forecasting expected returns and allows us to directly optimise portfolio weights by updating model…

Portfolio Management · Quantitative Finance 2021-01-26 Zihao Zhang , Stefan Zohren , Stephen Roberts

The rapid growth of crypto markets has opened new opportunities for investors, but at the same time exposed them to high volatility. To address the challenge of managing dynamic portfolios in such an environment, this paper presents a…

Portfolio Management · Quantitative Finance 2025-07-29 Antonino Castelli , Paolo Giudici , Alessandro Piergallini

In a multi-agent system, agents share their local observations to gain global situational awareness for decision making and collaboration using a message passing system. When to send a message, how to encode a message, and how to leverage…

Multiagent Systems · Computer Science 2024-07-01 Qinwei Huang , Chen Luo , Alex B. Wu , Simon Khan , Hai Li , Qinru Qiu

Autonomous vehicles are suited for continuous area patrolling problems. However, finding an optimal patrolling strategy can be challenging for many reasons. Firstly, patrolling environments are often complex and can include unknown…

Artificial Intelligence · Computer Science 2023-06-12 Chenhao Tong , Aaron Harwood , Maria A. Rodriguez , Richard O. Sinnott

Data marketplaces, which mediate the purchase and exchange of data from third parties, have attracted growing attention for reducing the cost and effort of data collection while enabling the trading of diverse datasets. However, a…

Multiagent Systems · Computer Science 2025-11-18 Jun Sashihara , Yukihisa Fujita , Kota Nakamura , Masahiro Kuwahara , Teruaki Hayashi

This paper develops a novel multi-agent reinforcement learning (MARL) framework for reinsurance treaty bidding, addressing long-standing inefficiencies in traditional broker-mediated placement processes. We pose the core research question:…

Artificial Intelligence · Computer Science 2026-03-24 Stella C. Dong , James R. Finlay
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