Related papers: Pseudo-Model-Free Hedging for Variable Annuities v…
Deep Reinforcement Learning (or just "RL") is gaining popularity for industrial and research applications. However, it still suffers from some key limits slowing down its widespread adoption. Its performance is sensitive to initial…
Advances in reinforcement learning research have demonstrated the ways in which different agent-based models can learn how to optimally perform a task within a given environment. Reinforcement leaning solves unsupervised problems where…
In this work we deal with the funding costs rising from hedging the risky securities underlying a target volatility strategy (TVS), a portfolio of risky assets and a risk-free one dynamically rebalanced in order to keep the realized…
In modern ML Ops environments, model deployment is a critical process that traditionally relies on static heuristics such as validation error comparisons and A/B testing. However, these methods require human intervention to adapt to…
Cellular reprogramming can be used for both the prevention and cure of different diseases. However, the efficiency of discovering reprogramming strategies with classical wet-lab experiments is hindered by lengthy time commitments and high…
Autonomous navigation is challenging for mobile robots, especially in an unknown environment. Commonly, the robot requires multiple sensors to map the environment, locate itself, and make a plan to reach the target. However, reinforcement…
This paper develops a reinforcement learning (RL)approach to solve a cooperative, multi-agent Volt-Var Control (VVC) problem for high solar penetration distribution systems. The ingenuity of our RL method lies in a novel two-stage…
Recently equal risk pricing, a framework for fair derivative pricing, was extended to consider dynamic risk measures. However, all current implementations either employ a static risk measure that violates time consistency, or are based on…
This study presents the first experimental implementation of deep reinforcement learning (DRL) for the active real-time suppression of flow-induced vibrations in simultaneously vibrating tandem cylinders using rotary actuation, considering…
In this paper, multi-agent reinforcement learning is used to control a hybrid energy storage system working collaboratively to reduce the energy costs of a microgrid through maximising the value of renewable energy and trading. The agents…
In this paper we apply Deep Reinforcement Learning (Deep RL) and Domain Randomization to solve a navigation task in a natural environment relying solely on a 2D laser scanner. We train a model-based RL agent in simulation to follow lake and…
The autonomous trading agent is one of the most actively studied areas of artificial intelligence to solve the capital market portfolio management problem. The two primary goals of the portfolio management problem are maximizing profit and…
Federated Learning is a fast growing area of ML where the training datasets are extremely distributed, all while dynamically changing over time. Models need to be trained on clients' devices without any guarantees for either homogeneity or…
Combining model-based and model-free learning systems has been shown to improve the sample efficiency of learning to perform complex robotic tasks. However, dual-system approaches fail to consider the reliability of the learned model when…
Recently, empowered with the powerful capabilities of neural networks, reinforcement learning (RL) has successfully tackled numerous challenging tasks. However, while these models demonstrate enhanced decision-making abilities, they are…
In reinforcement learning (RL), an autonomous agent learns to perform complex tasks by maximizing an exogenous reward signal while interacting with its environment. In real-world applications, test conditions may differ substantially from…
The desire to use reinforcement learning in safety-critical settings has inspired a recent interest in formal methods for learning algorithms. Existing formal methods for learning and optimization primarily consider the problem of…
Recent years have witnessed growing interest in the application of deep neural networks (DNNs) for receiver design, which can potentially be applied in complex environments without relying on knowledge of the channel model. However, the…
We investigate the use of Reinforcement Learning for the optimal execution of meta-orders, where the objective is to execute incrementally large orders while minimizing implementation shortfall and market impact over an extended period of…
Deep Neural Networks are well known for efficiently fitting training data, yet experiencing poor generalization capabilities whenever some kind of bias dominates over the actual task labels, resulting in models learning "shortcuts". In…