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This thesis presents the results of a comprehensive research project focused on applying Reinforcement Learning (RL) to the problem of market making in financial markets. Market makers (MMs) play a fundamental role in providing liquidity,…
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…
This paper explores the application of a reinforcement learning (RL) framework using the Q-Learning algorithm to enhance dynamic pricing strategies in the retail sector. Unlike traditional pricing methods, which often rely on static demand…
We study a speculative trading problem within the exploratory reinforcement learning (RL) framework of Wang et al. [2020]. The problem is formulated as a sequential optimal stopping problem over entry and exit times under general utility…
In recent years deep reinforcement learning (RL) systems have attained superhuman performance in a number of challenging task domains. However, a major limitation of such applications is their demand for massive amounts of training data. A…
Reinforcement Learning (RL) has achieved state-of-the-art results in domains such as robotics and games. We build on this previous work by applying RL algorithms to a selection of canonical online stochastic optimization problems with a…
Tabular data serves as the backbone of modern data analysis and scientific research. While Large Language Models (LLMs) fine-tuned via Supervised Fine-Tuning (SFT) have significantly improved natural language interaction with such…
Algorithmic trading, due to its inherent nature, is a difficult problem to tackle; there are too many variables involved in the real world which make it almost impossible to have reliable algorithms for automated stock trading. The lack of…
Reinforcement Learning (RL) has emerged as a transformative approach in the domains of automation and robotics, offering powerful solutions to complex problems that conventional methods struggle to address. In scenarios where the problem…
Balancing exploration and exploitation remains a key challenge in reinforcement learning (RL). State-of-the-art RL algorithms suffer from high sample complexity, particularly in the sparse reward case, where they can do no better than to…
Reinforcement learning can interact with the environment and is suitable for applications in decision control systems. Therefore, we used the reinforcement learning method to establish a foreign exchange transaction, avoiding the…
Reinforcement learning (RL) techniques have been developed to optimize industrial cooling systems, offering substantial energy savings compared to traditional heuristic policies. A major challenge in industrial control involves learning…
The development of reinforced learning methods has extended application to many areas including algorithmic trading. In this paper trading on the stock exchange is interpreted into a game with a Markov property consisting of states,…
The application of reinforcement learning (RL) to dynamic resource allocation in optical networks has been the focus of intense research activity in recent years, with almost 100 peer-reviewed papers. We present a review of progress in the…
Deep reinforcement learning (DRL) algorithms have recently gained wide attention in the wireless networks domain. They are considered promising approaches for solving dynamic radio resource management (RRM) problems in next-generation…
Reinforcement Learning (RL) has achieved tremendous success in many complex decision-making tasks. However, safety concerns are raised during deploying RL in real-world applications, leading to a growing demand for safe RL algorithms, such…
This study investigates the development of an optimal execution strategy through reinforcement learning, aiming to determine the most effective approach for traders to buy and sell inventory within a finite time horizon. Our proposed model…
Reinforcement learning (RL) has been successfully applied to a variety of robotics applications, where it outperforms classical methods. However, the safety aspect of RL and the transfer to the real world remain an open challenge. A…
Quantitative trading (QT), which refers to the usage of mathematical models and data-driven techniques in analyzing the financial market, has been a popular topic in both academia and financial industry since 1970s. In the last decade,…
Reinforcement Learning (RL) is a powerful method for controlling dynamic systems, but its learning mechanism can lead to unpredictable actions that undermine the safety of critical systems. Here, we propose RL with Adaptive Regularization…