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Finding optimal bidding strategies for generation units in electricity markets would result in higher profit. However, it is a challenging problem due to the system uncertainty which is due to the unknown other generation units' strategies.…

Artificial Intelligence · Computer Science 2022-08-15 Pegah Rokhforoz , Olga Fink

Deep Reinforcement Learning (DRL) has shown remarkable success in solving complex tasks across various research fields. However, transferring DRL agents to the real world is still challenging due to the significant discrepancies between…

Machine Learning · Computer Science 2024-10-22 Dianzhao Li , Ostap Okhrin

This paper presents a comprehensive study on stock price prediction, leveragingadvanced machine learning (ML) and deep learning (DL) techniques to improve financial forecasting accuracy. The research evaluates the performance of various…

Statistical Finance · Quantitative Finance 2025-02-25 Daksh Dave , Gauransh Sawhney , Vikhyat Chauhan

Deep research systems, agentic AI that solve complex, multi-step tasks by coordinating reasoning, search across the open web and user files, and tool use, are moving toward hierarchical deployments with a Planner, Coordinator, and…

Artificial Intelligence · Computer Science 2025-11-06 Wenjun Li , Zhi Chen , Jingru Lin , Hannan Cao , Wei Han , Sheng Liang , Zhi Zhang , Kuicai Dong , Dexun Li , Chen Zhang , Yong Liu

Reinforcement learning (RL) is a goal-oriented learning solution that has proven to be successful for Neural Architecture Search (NAS) on the CIFAR and ImageNet datasets. However, a limitation of this approach is its high computational…

Neural and Evolutionary Computing · Computer Science 2019-12-04 J. Gomez Robles , J. Vanschoren

Next-generation wireless systems, already widely deployed, are expected to become even more prevalent in the future, representing challenges in both environmental and economic terms. This paper focuses on improving the energy efficiency of…

Networking and Internet Architecture · Computer Science 2024-10-21 Matteo Bordin , Andrea Lacava , Michele Polese , Sai Satish , Manoj AnanthaSwamy Nittoor , Rajarajan Sivaraj , Francesca Cuomo , Tommaso Melodia

In recent years, many practitioners in quantitative finance have attempted to use Deep Reinforcement Learning (DRL) to build better quantitative trading (QT) strategies. Nevertheless, many existing studies fail to address several serious…

Portfolio Management · Quantitative Finance 2022-06-14 Zitao Song , Xuyang Jin , Chenliang Li

Reinforcement learning (RL) enables agents to take decision based on a reward function. However, in the process of learning, the choice of values for learning algorithm parameters can significantly impact the overall learning process. In…

Neural and Evolutionary Computing · Computer Science 2019-05-13 Adarsh Sehgal , Hung Manh La , Sushil J. Louis , Hai Nguyen

We present a robust Deep Hedging framework for the pricing and hedging of option portfolios that significantly improves training efficiency and model robustness. In particular, we propose a neural model for training model embeddings which…

Computational Finance · Quantitative Finance 2025-04-24 Fabienne Schmid , Daniel Oeltz

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…

Artificial Intelligence · Computer Science 2025-02-04 Majid Ghasemi , Amir Hossein Moosavi , Dariush Ebrahimi

Anomaly detection is a critical challenge across various research domains, aiming to identify instances that deviate from normal data distributions. This paper explores the application of Generative Adversarial Networks (GANs) in fraud…

Machine Learning · Computer Science 2024-02-16 Mengran Zhu , Yulu Gong , Yafei Xiang , Hanyi Yu , Shuning Huo

The realm of High-Frequency Trading (HFT) is characterized by rapid decision-making processes that capitalize on fleeting market inefficiencies. As the financial markets become increasingly competitive, there is a pressing need for…

Trading and Market Microstructure · Quantitative Finance 2023-11-21 Soumyadip Sarkar

Deep reinforcement learning has led to numerous notable results in robotics. However, deep neural networks (DNNs) are unintuitive, which makes it difficult to understand their predictions and strongly limits their potential for real-world…

Robotics · Computer Science 2022-03-02 Vilde B. Gjærum , Ella-Lovise H. Rørvik , Anastasios M. Lekkas

We propose HyperAgent, a reinforcement learning (RL) algorithm based on the hypermodel framework for exploration in RL. HyperAgent allows for the efficient incremental approximation of posteriors associated with an optimal action-value…

Machine Learning · Computer Science 2024-06-17 Yingru Li , Jiawei Xu , Lei Han , Zhi-Quan Luo

Understanding the behavior of deep reinforcement learning (DRL) agents -particularly as task and agent sophistication increase- requires more than simple comparison of reward curves, yet standard methods for behavioral analysis remain…

Artificial Intelligence · Computer Science 2025-12-02 Riley Simmons-Edler , Ryan P. Badman , Felix Baastad Berg , Raymond Chua , John J. Vastola , Joshua Lunger , William Qian , Kanaka Rajan

With the fast development of quantitative portfolio optimization in financial engineering, lots of AI-based algorithmic trading strategies have demonstrated promising results, among which reinforcement learning begins to manifest…

Mathematical Finance · Quantitative Finance 2023-03-10 Huifang Huang , Ting Gao , Pengbo Li , Jin Guo , Peng Zhang , Nan Du

Deep Learning is evolving fast and integrates into various domains. Finance is a challenging field for deep learning, especially in the case of interpretable artificial intelligence (AI). Although classical approaches perform very well with…

Machine Learning · Computer Science 2026-02-03 Kasymkhan Khubiev , Mikhail Semenov , Irina Podlipnova , Dinara Khubieva

Artificial intelligence (AI) and Machine Learning (ML) are considered as key enablers for realizing the full potential of fifth-generation (5G) and beyond mobile networks, particularly in the context of resource management and…

Networking and Internet Architecture · Computer Science 2023-07-06 Farhad Rezazadeh , Lanfranco Zanzi , Francesco Devoti , Sergio Barrachina-Munoz , Engin Zeydan , Xavier Costa-Pérez , Josep Mangues-Bafalluy

This paper presents machine learning techniques and deep reinforcement learningbased algorithms for the efficient resolution of nonlinear partial differential equations and dynamic optimization problems arising in investment decisions and…

Optimization and Control · Mathematics 2021-04-19 Maximilien Germain , Huyên Pham , Xavier Warin

Algorithmic trading or Financial robots have been conquering the stock markets with their ability to fathom complex statistical trading strategies. But with the recent development of deep learning technologies, these strategies are becoming…

Portfolio Management · Quantitative Finance 2024-05-06 Ashish Anil Pawar , Vishnureddy Prashant Muskawar , Ritesh Tiku
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