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Related papers: Pseudo-Model-Free Hedging for Variable Annuities v…

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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…

Machine Learning · Computer Science 2022-08-31 Pierrick Pochelu , Serge G. Petiton , Bruno Conche

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…

Machine Learning · Computer Science 2022-11-03 Herkulaas Combrink , Vukosi Marivate , Benjamin Rosman

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…

Pricing of Securities · Quantitative Finance 2021-12-06 Roberto Daluiso , Emanuele Nastasi , Andrea Pallavicini , Stefano Polo

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…

Machine Learning · Computer Science 2025-03-31 S. Aaron McClendon , Vishaal Venkatesh , Juan Morinelli

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…

Machine Learning · Computer Science 2025-03-04 Andrzej Mizera , Jakub Zarzycki

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…

Robotics · Computer Science 2023-03-08 Miguel Quinones-Ramirez , Jorge Rios-Martinez , Victor Uc-Cetina

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…

Systems and Control · Electrical Eng. & Systems 2021-11-24 Si Zhang , Mingzhi Zhang , Rongxing Hu , David Lubkeman , Yunan Liu , Ning Lu

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…

Pricing of Securities · Quantitative Finance 2021-09-10 Saeed Marzban , Erick Delage , Jonathan Yumeng Li

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…

Fluid Dynamics · Physics 2026-05-21 Hussam Sababha , Mohammed Daqaq

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…

Multiagent Systems · Computer Science 2021-12-07 Daniel J. B. Harrold , Jun Cao , Zhong Fan

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…

Robotics · Computer Science 2021-02-23 Antoine Richard , Stephanie Aravecchia , Thomas Schillaci , Matthieu Geist , Cedric Pradalier

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…

Trading and Market Microstructure · Quantitative Finance 2019-09-10 Wonsup Shin , Seok-Jun Bu , Sung-Bae Cho

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…

Machine Learning · Computer Science 2021-10-20 Tae Jin Park , Kenichi Kumatani , Dimitrios Dimitriadis

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…

Machine Learning · Computer Science 2020-11-03 Muhammad Burhan Hafez , Cornelius Weber , Matthias Kerzel , Stefan Wermter

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…

Machine Learning · Computer Science 2025-10-09 Zhengpeng Xie , Yulong Zhang

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…

Robotics · Computer Science 2019-10-30 Matteo Turchetta , Andreas Krause , Sebastian Trimpe

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…

Artificial Intelligence · Computer Science 2019-06-05 Nathan Fulton , Andre Platzer

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…

Information Theory · Computer Science 2023-02-14 Tomer Raviv , Sangwoo Park , Osvaldo Simeone , Yonina C. Eldar , Nir Shlezinger

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…

Trading and Market Microstructure · Quantitative Finance 2025-11-20 Tomas Espana , Yadh Hafsi , Fabrizio Lillo , Edoardo Vittori

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…

Machine Learning · Computer Science 2024-08-12 Pietro Morerio , Ruggero Ragonesi , Vittorio Murino
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