Related papers: Deep Reinforcement Learning with Function Properti…
Deep reinforcement learning (DRL) is an emerging methodology that is transforming the way many complicated transportation decision-making problems are tackled. Researchers have been increasingly turning to this powerful learning-based…
Deep reinforcement learning (DRL) brings the power of deep neural networks to bear on the generic task of trial-and-error learning, and its effectiveness has been convincingly demonstrated on tasks such as Atari video games and the game of…
Deep Reinforcement Learning (DRL) has become an appealing solution to algorithmic trading such as high frequency trading of stocks and cyptocurrencies. However, DRL have been shown to be susceptible to adversarial attacks. It follows that…
Deep Reinforcement Learning (DRL) has achieved great success in solving complicated decision-making problems. Despite the successes, DRL is frequently criticized for many reasons, e.g., data inefficient, inflexible and intractable reward…
Deep reinforcement learning is the combination of reinforcement learning (RL) and deep learning. This field of research has been able to solve a wide range of complex decision-making tasks that were previously out of reach for a machine.…
While researchers in the asset management industry have mostly focused on techniques based on financial and risk planning techniques like Markowitz efficient frontier, minimum variance, maximum diversification or equal risk parity, in…
Portfolio management is a fundamental problem in finance. It involves periodic reallocations of assets to maximize the expected returns within an appropriate level of risk exposure. Deep reinforcement learning (RL) has been considered a…
Reinforcement learning (RL), particularly its combination with deep neural networks referred to as deep RL (DRL), has shown tremendous promise across a wide range of applications, suggesting its potential for enabling the development of…
Deep reinforcement learning (DRL) has been envisioned to have a competitive edge in quantitative finance. However, there is a steep development curve for quantitative traders to obtain an agent that automatically positions to win in the…
Deep Reinforcement Learning (DRL) algorithms can scale to previously intractable problems. The automation of profit generation in the stock market is possible using DRL, by combining the financial assets price "prediction" step and the…
The past few years have seen rapid progress in combining reinforcement learning (RL) with deep learning. Various breakthroughs ranging from games to robotics have spurred the interest in designing sophisticated RL algorithms and systems.…
Mean field games (MFGs) have emerged as a powerful framework for modeling interactions in large-scale multi-agent systems. Despite recent advancements in reinforcement learning (RL) for MFGs, existing methods are typically limited to finite…
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…
Researchers have demonstrated that Deep Reinforcement Learning (DRL) is a powerful tool for finding policies that perform well on complex robotic systems. However, these policies are often unpredictable and can induce highly variable…
Deep reinforcement learning (DRL) has been applied to a variety of problems during the past decade, and has provided effective control strategies in high-dimensional and non-linear situations that are challenging to traditional methods.…
Deep reinforcement learning (DRL) has achieved significant breakthroughs in various tasks. However, most DRL algorithms suffer a problem of generalizing the learned policy which makes the learning performance largely affected even by minor…
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".…
Reinforcement Learning (RL) enables an intelligent agent to optimise its performance in a task by continuously taking action from an observed state and receiving a feedback from the environment in form of rewards. RL typically uses tables…
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…
Cyber-attacks are becoming increasingly sophisticated and frequent, highlighting the importance of network intrusion detection systems. This paper explores the potential and challenges of using deep reinforcement learning (DRL) in network…