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Deep reinforcement learning (DRL) is a very active research area. However, several technical and scientific issues require to be addressed, amongst which we can mention data inefficiency, exploration-exploitation trade-off, and multi-task…

Machine Learning · Computer Science 2020-11-24 Mohammad Reza Samsami , Hossein Alimadad

The use of machine learning for statistical modeling (and thus, generative modeling) has grown in popularity with the proliferation of time series models, text-to-image models, and especially large language models. Fundamentally, the goal…

Statistical Finance · Quantitative Finance 2024-08-06 Achintya Gopal

Deep reinforcement learning (RL) has emerged as a promising approach for autonomously acquiring complex behaviors from low level sensor observations. Although a large portion of deep RL research has focused on applications in video games…

Robotics · Computer Science 2021-02-08 Julian Ibarz , Jie Tan , Chelsea Finn , Mrinal Kalakrishnan , Peter Pastor , Sergey Levine

In recent years, a specific machine learning method called deep learning has gained huge attraction, as it has obtained astonishing results in broad applications such as pattern recognition, speech recognition, computer vision, and natural…

Machine Learning · Computer Science 2018-06-26 Seyed Sajad Mousavi , Michael Schukat , Enda Howley

Deep reinforcement learning has gathered much attention recently. Impressive results were achieved in activities as diverse as autonomous driving, game playing, molecular recombination, and robotics. In all these fields, computer programs…

Artificial Intelligence · Computer Science 2023-04-25 Aske Plaat

Deep reinforcement learning (DRL) breaks through the bottlenecks of traditional reinforcement learning (RL) with the help of the perception capability of deep learning and has been widely applied in real-world problems.While model-free RL,…

Machine Learning · Computer Science 2022-11-28 Tingting Zhao , Ying Wang , Wei Sun , Yarui Chen , Gang Niub , Masashi Sugiyama

Deep reinforcement learning has proven remarkably useful in training agents from unstructured data. However, the opacity of the produced agents makes it difficult to ensure that they adhere to various requirements posed by human engineers.…

Machine Learning · Computer Science 2022-02-10 Raz Yerushalmi , Guy Amir , Achiya Elyasaf , David Harel , Guy Katz , Assaf Marron

Portfolio optimization is one of the essential fields of focus in finance. There has been an increasing demand for novel computational methods in this area to compute portfolios with better returns and lower risks in recent years. We…

Portfolio Management · Quantitative Finance 2021-12-01 MohammadAmin Fazli , Parsa Alian , Ali Owfi , Erfan Loghmani

Deep reinforcement learning methods have achieved state-of-the-art results in a variety of challenging, high-dimensional domains ranging from video games to locomotion. The key to success has been the use of deep neural networks used to…

Machine Learning · Computer Science 2020-11-17 Hiteshi Sharma , Rahul Jain

Deep reinforcement learning augments the reinforcement learning framework and utilizes the powerful representation of deep neural networks. Recent works have demonstrated the remarkable successes of deep reinforcement learning in various…

Computer Vision and Pattern Recognition · Computer Science 2021-08-27 Ngan Le , Vidhiwar Singh Rathour , Kashu Yamazaki , Khoa Luu , Marios Savvides

The focus of this work is to enumerate the various approaches and algorithms that center around application of reinforcement learning in robotic ma- ]]nipulation tasks. Earlier methods utilized specialized policy representations and human…

Robotics · Computer Science 2017-02-01 Smruti Amarjyoti

Generating asset-specific trading signals based on the financial conditions of the assets is one of the challenging problems in automated trading. Various asset trading rules are proposed experimentally based on different technical analysis…

Artificial Intelligence · Computer Science 2020-10-28 Mehran Taghian , Ahmad Asadi , Reza Safabakhsh

This review addresses the problem of learning abstract representations of the measurement data in the context of Deep Reinforcement Learning (DRL). While the data are often ambiguous, high-dimensional, and complex to interpret, many…

Machine Learning · Computer Science 2024-05-31 Nicolò Botteghi , Mannes Poel , Christoph Brune

Deep reinforcement learning is an increasingly popular technique for synthesising policies to control an agent's interaction with its environment. There is also growing interest in formally verifying that such policies are correct and…

Artificial Intelligence · Computer Science 2022-06-02 Edoardo Bacci , David Parker

Machine learning is essentially the sciences of playing with data. An adaptive data selection strategy, enabling to dynamically choose different data at various training stages, can reach a more effective model in a more efficient way. In…

Machine Learning · Computer Science 2017-03-01 Yang Fan , Fei Tian , Tao Qin , Jiang Bian , Tie-Yan Liu

This work focuses on the dynamic hedging of financial derivatives, where a reinforcement learning algorithm is designed to minimize the variance of the delta hedging process. In contrast to previous research in this area, we apply…

Optimization and Control · Mathematics 2023-06-21 Cong Zheng , Jiafa He , Can Yang

The problem of portfolio management represents an important and challenging class of dynamic decision making problems, where rebalancing decisions need to be made over time with the consideration of many factors such as investors…

Portfolio Management · Quantitative Finance 2021-09-29 Saeed Marzban , Erick Delage , Jonathan Yumeng Li , Jeremie Desgagne-Bouchard , Carl Dussault

This paper sets forth a framework for deep reinforcement learning as applied to market making (DRLMM) for cryptocurrencies. Two advanced policy gradient-based algorithms were selected as agents to interact with an environment that…

Trading and Market Microstructure · Quantitative Finance 2019-11-21 Jonathan Sadighian

With the continuous development of machine learning technology, major e-commerce platforms have launched recommendation systems based on it to serve a large number of customers with different needs more efficiently. Compared with…

Machine Learning · Computer Science 2020-12-14 Yang Yu , Zhenhao Gu , Rong Tao , Jingtian Ge , Kenglun Chang

We discuss deep reinforcement learning in an overview style. We draw a big picture, filled with details. We discuss six core elements, six important mechanisms, and twelve applications, focusing on contemporary work, and in historical…

Machine Learning · Computer Science 2018-10-16 Yuxi Li