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Algorithmic stock trading has become a staple in today's financial market, the majority of trades being now fully automated. Deep Reinforcement Learning (DRL) agents proved to be to a force to be reckon with in many complex games like Chess…
Deep reinforcement learning (DRL) has made great achievements since proposed. Generally, DRL agents receive high-dimensional inputs at each step, and make actions according to deep-neural-network-based policies. This learning mechanism…
Classical portfolio optimization often requires forecasting asset returns and their corresponding variances in spite of the low signal-to-noise ratio provided in the financial markets. Modern deep reinforcement learning (DRL) offers a…
The popularity of deep reinforcement learning (DRL) methods in economics have been exponentially increased. DRL through a wide range of capabilities from reinforcement learning (RL) and deep learning (DL) for handling sophisticated dynamic…
The recent breakthroughs of deep reinforcement learning (DRL) technique in Alpha Go and playing Atari have set a good example in handling large state and actions spaces of complicated control problems. The DRL technique is comprised of (i)…
Financial domain tasks, such as trading in market exchanges, are challenging and have long attracted researchers. The recent achievements and the consequent notoriety of Reinforcement Learning (RL) have also increased its adoption in…
Data processing and analytics are fundamental and pervasive. Algorithms play a vital role in data processing and analytics where many algorithm designs have incorporated heuristics and general rules from human knowledge and experience to…
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…
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…
We introduce a deep reinforcement learning (DRL) approach for solving management problems including inventory management, dynamic pricing, and recommendation. This DRL approach has the potential to lead to a large management model based on…
The combination of Reinforcement Learning (RL) with deep learning has led to a series of impressive feats, with many believing (deep) RL provides a path towards generally capable agents. However, the success of RL agents is often highly…
Generating asset-specific trading signals based on the financial conditions of the assets is one of the challenging problems in automated trading. Various asset trading rules are proposed experimentally based on different technical analysis…
We give an overview of recent exciting achievements of deep reinforcement learning (RL). We discuss six core elements, six important mechanisms, and twelve applications. We start with background of machine learning, deep learning and…
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 become increasingly powerful in recent years, with notable achievements such as Deepmind's AlphaGo. It has been successfully deployed in commercial vehicles like Mobileye's path planning system.…
The framework of deep reinforcement learning (DRL) provides a powerful and widely applicable mathematical formalization for sequential decision-making. This paper present a novel DRL framework, termed \emph{$f$-Divergence Reinforcement…
Financial trading has been widely analyzed for decades with market participants and academics always looking for advanced methods to improve trading performance. Deep reinforcement learning (DRL), a recently reinvigorated method with…
Deep reinforcement learning (DRL) is a well-suited approach to financial decision-making, where an agent makes decisions based on its trading strategy developed from market observations. Existing DRL intraday trading strategies mainly use…
Recent deep reinforcement learning (DRL) methods in finance show promising outcomes. However, there is limited research examining the behavior of these DRL algorithms. This paper aims to investigate their tendencies towards holding or…
Reinforcement learning (RL) is an innovative approach to financial decision making, offering specialized solutions to complex investment problems where traditional methods fail. This review analyzes 167 articles from 2017--2025, focusing on…