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Recent research has shown that although Reinforcement Learning (RL) can benefit from expert demonstration, it usually takes considerable efforts to obtain enough demonstration. The efforts prevent training decent RL agents with expert…

Machine Learning · Computer Science 2021-07-09 Si-An Chen , Voot Tangkaratt , Hsuan-Tien Lin , Masashi Sugiyama

Deep Reinforcement Learning (DRL) is gaining attention as a potential approach to design trajectories for autonomous unmanned aerial vehicles (UAV) used as flying access points in the context of cellular or Internet of Things (IoT)…

Information Theory · Computer Science 2022-02-07 Omid Esrafilian , Harald Bayerlein , David Gesbert

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…

Cryptography and Security · Computer Science 2026-03-03 Wanrong Yang , Alberto Acuto , Yihang Zhou , Dominik Wojtczak

Straddle Option is a financial trading tool that explores volatility premiums in high-volatility markets without predicting price direction. Although deep reinforcement learning has emerged as a powerful approach to trading automation in…

General Finance · Quantitative Finance 2025-09-11 Yiran Wan , Xinyu Ying , Shengzhen Xu

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…

Robotics · Computer Science 2024-09-17 Chen Tang , Ben Abbatematteo , Jiaheng Hu , Rohan Chandra , Roberto Martín-Martín , Peter Stone

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,…

Machine Learning · Computer Science 2021-09-29 Shuo Sun , Rundong Wang , Bo An

Deep reinforcement learning (DRL) has emerged as a pervasive and potent methodology for addressing artificial intelligence challenges. Due to its substantial potential for autonomous self-learning and self-improvement, DRL finds broad…

Artificial Intelligence · Computer Science 2023-10-10 Teng Liu , Yuyou Yang , Wenxuan Xiao , Xiaolin Tang , Mingzhu Yin

Deep Reinforcement Learning (DRL) sometimes needs a large amount of data to converge in the training procedure and in some cases, each action of the agent may produce regret. This barrier naturally motivates different data sets or…

Machine Learning · Computer Science 2021-10-01 Yimin Shi

In the ever-changing and intricate landscape of financial markets, portfolio optimisation remains a formidable challenge for investors and asset managers. Conventional methods often struggle to capture the complex dynamics of market…

Machine Learning · Statistics 2025-10-09 Himanshu Choudhary , Arishi Orra , Manoj Thakur

In this paper, we propose a Deep Reinforcement Learning (RL) framework for task arrangement, which is a critical problem for the success of crowdsourcing platforms. Previous works conduct the personalized recommendation of tasks to workers…

Machine Learning · Computer Science 2019-11-05 Caihua Shan , Nikos Mamoulis , Reynold Cheng , Guoliang Li , Xiang Li , Yuqiu Qian

Owe to the recent advancements in Artificial Intelligence especially deep learning, many data-driven decision support systems have been implemented to facilitate medical doctors in delivering personalized care. We focus on the deep…

Machine Learning · Computer Science 2019-07-24 Siqi Liu , Kee Yuan Ngiam , Mengling Feng

The model-driven power allocation (PA) algorithms in the wireless cellular networks with interfering multiple-access channel (IMAC) have been investigated for decades. Nowadays, the data-driven model-free machine learning-based approaches…

Information Theory · Computer Science 2018-12-10 Fan Meng , Peng Chen , Lenan Wu

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…

Machine Learning · Computer Science 2020-10-14 Nahid Parvez Farazi , Tanvir Ahamed , Limon Barua , Bo Zou

In warehouses, specialized agents need to navigate, avoid obstacles and maximize the use of space in the warehouse environment. Due to the unpredictability of these environments, reinforcement learning approaches can be applied to complete…

The inherent volatility and dynamic fluctuations within the financial stock market underscore the necessity for investors to employ a comprehensive and reliable approach that integrates risk management strategies, market trends, and the…

Trading and Market Microstructure · Quantitative Finance 2024-11-13 Alhassan S. Yasin , Prabdeep S. Gill

Reinforcement Learning (RL) or Deep Reinforcement Learning (DRL) is a powerful approach to solving Markov Decision Processes (MDPs) when the model of the environment is not known a priori. However, RL models are still faced with challenges…

Systems and Control · Electrical Eng. & Systems 2024-06-04 Kabirat Olayemi , Mien Van , Luke Maguire , Sean McLoone

We introduce a novel Deep Reinforcement Learning (DRL) algorithm called Deep Quality-Value (DQV) Learning. DQV uses temporal-difference learning to train a Value neural network and uses this network for training a second Quality-value…

Machine Learning · Statistics 2018-10-11 Matthia Sabatelli , Gilles Louppe , Pierre Geurts , Marco A. Wiering

Recently, multiagent deep reinforcement learning (DRL) has received increasingly wide attention. Existing multiagent DRL algorithms are inefficient when facing with the non-stationarity due to agents update their policies simultaneously in…

Multiagent Systems · Computer Science 2018-04-17 Yan Zheng , Jianye Hao , Zongzhang Zhang

Deep Reinforcement Learning (RL) is unquestionably a robust framework to train autonomous agents in a wide variety of disciplines. However, traditional deep and shallow model-free RL algorithms suffer from low sample efficiency and…

Machine Learning · Computer Science 2022-10-05 Per-Arne Andersen , Ole-Christoffer Granmo , Morten Goodwin

This article leverages deep reinforcement learning (DRL) to hedge American put options, utilizing the deep deterministic policy gradient (DDPG) method. The agents are first trained and tested with Geometric Brownian Motion (GBM) asset paths…

Risk Management · Quantitative Finance 2024-05-14 Reilly Pickard , Finn Wredenhagen , Julio DeJesus , Mario Schlener , Yuri Lawryshyn
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