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In this thesis, we develop a comprehensive account of the expressive power, modelling efficiency, and performance advantages of so-called trading agents (i.e., Deep Soft Recurrent Q-Network (DSRQN) and Mixture of Score Machines (MSM)),…

Portfolio Management · Quantitative Finance 2019-09-23 Angelos Filos

In multi-agent reinforcement learning systems, the actions of one agent can have a negative impact on the rewards of other agents. One way to combat this problem is to let agents trade their rewards amongst each other. Motivated by this,…

Artificial Intelligence · Computer Science 2022-07-25 Michael Kölle , Lennart Rietdorf , Kyrill Schmid

Dexterous object manipulation remains an open problem in robotics, despite the rapid progress in machine learning during the past decade. We argue that a hindrance is the high cost of experimentation on real systems, in terms of both time…

Recent advancements in large language models (LLMs) have enabled powerful agent-based applications in finance, particularly for sentiment analysis, financial report comprehension, and stock forecasting. However, existing systems often lack…

Artificial Intelligence · Computer Science 2025-08-26 Feng Tian , Flora D. Salim , Hao Xue

Despite advances in artificial intelligence-enhanced trading methods, developing a profitable automated trading system remains challenging in the rapidly evolving cryptocurrency market. This research focuses on developing a reinforcement…

Artificial Intelligence · Computer Science 2024-08-21 Rasoul Amirzadeh , Dhananjay Thiruvady , Asef Nazari , Mong Shan Ee

This paper explores neural network-based approaches for algorithmic trading in cryptocurrency markets. Our approach combines multi-timeframe trend analysis with high-frequency direction prediction networks, achieving positive risk-adjusted…

Computational Finance · Quantitative Finance 2025-08-05 Wěi Zhāng

Recent advances in artificial intelligence (AI) for quantitative trading have led to its general superhuman performance in significant trading performance. However, the potential risk of AI trading is a "black box" decision. Some AI…

Artificial Intelligence · Computer Science 2022-02-10 Yun-Cheng Tsai , Fu-Min Szu , Jun-Hao Chen , Samuel Yen-Chi Chen

When a robot autonomously performs a complex task, it frequently must balance competing objectives while maintaining safety. This becomes more difficult in uncertain environments with stochastic outcomes. Enhancing transparency in the…

Robotics · Computer Science 2024-06-19 Peter Amorese , Shohei Wakayama , Nisar Ahmed , Morteza Lahijanian

In recent years, the Robot Operating System (ROS) is developing rapidly and has been widely used in robotics research because of its flexible, open source, and extensive advantages. In scientific research, the corresponding hardware…

Robotics · Computer Science 2018-04-10 Liulong Ma , Yibo Gao , ChuanMing Zhu , Yanjie Liu

Machine learning (ML) algorithms are increasingly deployed to make critical decisions in socioeconomic applications such as finance, criminal justice, and autonomous driving. However, due to their data-driven and pattern-seeking nature, ML…

Software Engineering · Computer Science 2026-01-08 Verya Monjezi , Ashish Kumar , Ashutosh Trivedi , Gang Tan , Saeid Tizpaz-Niari

The field of artificial intelligence (AI) has experienced remarkable progress in recent years, driven by the widespread adoption of open-source machine learning models in both research and industry. Considering the resource-intensive nature…

Machine Learning · Computer Science 2023-08-21 Dominik Hintersdorf , Lukas Struppek , Kristian Kersting

Significant progress has been made in automated problem-solving using societies of agents powered by large language models (LLMs). In finance, efforts have largely focused on single-agent systems handling specific tasks or multi-agent…

Trading and Market Microstructure · Quantitative Finance 2025-06-04 Yijia Xiao , Edward Sun , Di Luo , Wei Wang

Letting robots emulate human behavior has always posed a challenge, particularly in scenarios involving multiple robots. In this paper, we presented a framework aimed at achieving multi-agent reinforcement learning for robot control in…

Robotics · Computer Science 2023-05-25 Kangkang Duan , Christine Wun Ki Suen , Zhengbo Zou

Large language models (LLMs) have demonstrated remarkable capabilities in natural language tasks, yet their performance in dynamic, real-world financial environments remains underexplored. Existing approaches are limited to historical…

Machine Learning · Computer Science 2025-09-03 Tianmi Ma , Jiawei Du , Wenxin Huang , Wenjie Wang , Liang Xie , Xian Zhong , Joey Tianyi Zhou

AI and data driven solutions have been applied to different fields and achieved outperforming and promising results. In this research work we apply k-Nearest Neighbours, eXtreme Gradient Boosting and Random Forest classifiers for detecting…

Trading and Market Microstructure · Quantitative Finance 2022-06-14 Mohsen Asgari , Hossein Khasteh

In volatile financial markets, balancing risk and return remains a significant challenge. Traditional approaches often focus solely on equity allocation, overlooking the strategic advantages of options trading for dynamic risk hedging. This…

Portfolio Management · Quantitative Finance 2025-09-17 Feliks Bańka , Jarosław A. Chudziak

Autonomous service robots require computational frameworks that allow them to generalize knowledge to new situations in a manner that models uncertainty while scaling to real-world problem sizes. The Robot Common Sense Embedding (RoboCSE)…

Robotics · Computer Science 2019-03-04 Angel Daruna , Weiyu Liu , Zsolt Kira , Sonia Chernova

We introduce a novel framework for developing fully-automated trading model algorithms. Unlike the traditional approach, which is grounded in analytical complexity favored by most quantitative analysts, we propose a paradigm shift that…

Trading and Market Microstructure · Quantitative Finance 2025-01-13 James B. Glattfelder , Thomas Houweling , Richard B. Olsen

We build a profitable electronic trading agent with Reinforcement Learning that places buy and sell orders in the stock market. An environment model is built only with historical observational data, and the RL agent learns the trading…

Artificial Intelligence · Computer Science 2019-10-10 Haoran Wei , Yuanbo Wang , Lidia Mangu , Keith Decker

In recent years, deep reinforcement learning (Deep RL) has been successfully implemented as a smart agent in many systems such as complex games, self-driving cars, and chat-bots. One of the interesting use cases of Deep RL is its…

Machine Learning · Computer Science 2023-09-27 Foozhan Ataiefard , Hadi Hemmati