Related papers: Time your hedge with Deep Reinforcement Learning
This research paper delves into the application of Deep Reinforcement Learning (DRL) in asset-class agnostic portfolio optimization, integrating industry-grade methodologies with quantitative finance. At the heart of this integration is our…
Deep reinforcement learning (DRL) is a promising outer-loop intelligence paradigm which can deploy problem solving strategies for complex tasks. Consequently, DRL has been utilized for several scientific applications, specifically in cases…
In domains such as finance, healthcare, and robotics, managing worst-case scenarios is critical, as failure to do so can lead to catastrophic outcomes. Distributional Reinforcement Learning (DRL) provides a natural framework to incorporate…
We propose to solve large scale Markowitz mean-variance (MV) portfolio allocation problem using reinforcement learning (RL). By adopting the recently developed continuous-time exploratory control framework, we formulate the exploratory MV…
Integrating artificial intelligence (AI) into wireless networks has drawn significant interest in both industry and academia. A common solution is to replace partial or even all modules in the conventional systems, which is often lack of…
Deep reinforcement learning (DRL) faces significant challenges in addressing the hard-exploration problems in tasks with sparse or deceptive rewards and large state spaces. These challenges severely limit the practical application of DRL.…
Developing an automated driving system capable of navigating complex traffic environments remains a formidable challenge. Unlike rule-based or supervised learning-based methods, Deep Reinforcement Learning (DRL) based controllers eliminate…
Portfolio management via reinforcement learning is at the forefront of fintech research, which explores how to optimally reallocate a fund into different financial assets over the long term by trial-and-error. Existing methods are…
We propose to demonstrate a network slice placement optimization solution based on Deep Reinforcement Learning (DRL), referred to as Heuristically-controlled DRL, which uses a heuristic to control the DRL algorithm convergence. The solution…
General game testing relies on the use of human play testers, play test scripting, and prior knowledge of areas of interest to produce relevant test data. Using deep reinforcement learning (DRL), we introduce a self-learning mechanism to…
Deep Reinforcement Learning (DRL) has shown its promising capabilities to learn optimal policies directly from trial and error. However, learning can be hindered if the goal of the learning, defined by the reward function, is "not optimal".…
This paper explores the mean-variance portfolio selection problem in a multi-period financial market characterized by regime-switching dynamics and uncontrollable liabilities. To address the uncertainty in the decision-making process within…
This paper introduces a novel approach, Decision Theory-guided Deep Reinforcement Learning (DT-guided DRL), to address the inherent cold start problem in DRL. By integrating decision theory principles, DT-guided DRL enhances agents' initial…
Deep reinforcement learning (DRL) agents are trained through trial-and-error interactions with the environment. This leads to a long training time for dense neural networks to achieve good performance. Hence, prohibitive computation and…
Legged robots often use separate control policiesthat are highly engineered for traversing difficult terrain suchas stairs, gaps, and steps, where switching between policies isonly possible when the robot is in a region that is commonto…
Derivatives, as a critical class of financial instruments, isolate and trade the price attributes of risk assets such as stocks, commodities, and indices, aiding risk management and enhancing market efficiency. However, traditional hedging…
Our work focuses on deep learning (DL) portfolio optimization, tackling challenges in long-only, multi-asset strategies across market cycles. We propose training models with limited regime data using pre-training techniques and leveraging…
Deep reinforcement learning (DRL) has emerged as a powerful paradigm for solving complex decision-making problems. However, DRL-based systems still face significant dependability challenges particularly in real-time environments due to the…
Autonomous driving decision-making is a challenging task due to the inherent complexity and uncertainty in traffic. For example, adjacent vehicles may change their lane or overtake at any time to pass a slow vehicle or to help traffic flow.…
Reinforcement Learning (RL) has emerged as a powerful paradigm in Artificial Intelligence (AI), enabling agents to learn optimal behaviors through interactions with their environments. Drawing from the foundations of trial and error, RL…