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With the development of artificial intelligence technology, quantitative trading systems represented by reinforcement learning have emerged in the stock trading market. The authors combined the deep Q network in reinforcement learning with…
Recently, deep learning methods have made great progress in traffic prediction, but their performance depends on a large amount of historical data. In reality, we may face the data scarcity issue. In this case, deep learning models fail to…
We present a deep long short-term memory (LSTM)-based neural network for predicting asset prices, together with a successful trading strategy for generating profits based on the model's predictions. Our work is motivated by the fact that…
In this work, we present Transitive Reinforcement Learning (TRL), a new value learning algorithm based on a divide-and-conquer paradigm. TRL is designed for offline goal-conditioned reinforcement learning (GCRL) problems, where the aim is…
The inherent capabilities of a language model (LM) and the reasoning strategies it employs jointly determine its performance in reasoning tasks. While test-time scaling is regarded as an effective approach to tackling complex reasoning…
In this paper, a learning-based optimal transportation algorithm for autonomous taxis and ridesharing vehicles is presented. The goal is to design a mechanism to solve the routing problem for multiple autonomous vehicles and multiple…
Stock trading has always been a challenging task due to the highly volatile nature of the stock market. Making sound trading decisions to generate profit is particularly difficult under such conditions. To address this, we propose four…
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…
This research paper aims to investigate the efficacy of decision trees in constructing intraday trading strategies using existing technical indicators for individual equities in the NIFTY50 index. Unlike conventional methods that rely on a…
Optimization based tracking methods have been widely successful by integrating a target model prediction module, providing effective global reasoning by minimizing an objective function. While this inductive bias integrates valuable domain…
Price Trend Prediction (PTP) based on Limit Order Book (LOB) data is a fundamental challenge in financial markets. Despite advances in deep learning, existing models fail to generalize across different market conditions and assets.…
Motion prediction and planning are vital tasks in autonomous driving, and recent efforts have shifted to machine learning-based approaches. The challenges include understanding diverse road topologies, reasoning traffic dynamics over a long…
Path planning is a fundamental problem in road networks, with the goal of finding a path that optimizes objectives such as shortest distance or minimal travel time. Existing methods typically use graph indexing to ensure the efficiency of…
This study addresses the actual behavior of the credit-card fraud detection environment where financial transactions containing sensitive data must not be amassed in an enormous amount to conduct learning. We introduce a new adaptive…
Constructing valid and informative conformal prediction regions for multi-dimensional outputs remains a fundamental challenge. While conformal prediction provides finite-sample, distribution-free coverage guarantees, its practical…
Bayesian Additive Regression Trees (BART) is a tree-based machine learning method that has been successfully applied to regression and classification problems. BART assumes regularisation priors on a set of trees that work as weak learners…
Test-time adaptation (TTA) is an effective approach to mitigate performance degradation of trained models when encountering input distribution shifts at test time. However, existing TTA methods often suffer significant performance drops…
Financial market analysis, especially the prediction of movements of stock prices, is a challenging problem. The nature of financial time-series data, being non-stationary and nonlinear, is the main cause of these challenges. Deep learning…
Motion prediction is crucial for autonomous driving systems to understand complex driving scenarios and make informed decisions. However, this task is challenging due to the diverse behaviors of traffic participants and complex…
This paper compares different Transformer model architectures for stock index prediction. While many studies have shown that Transformers perform well in stock price forecasting, few have explored how different structural designs impact…