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Training a deep neural network to maximize a target objective has become the standard recipe for successful machine learning over the last decade. These networks can be optimized with supervised learning, if the target objective is…

Machine Learning · Computer Science 2025-05-12 Bernhard Jaeger , Andreas Geiger

Millions of battery-powered sensors deployed for monitoring purposes in a multitude of scenarios, e.g., agriculture, smart cities, industry, etc., require energy-efficient solutions to prolong their lifetime. When these sensors observe a…

Machine Learning · Computer Science 2021-09-30 Jernej Hribar , Andrei Marinescu , Alessandro Chiumento , Luiz A. DaSilva

Optimal stopping is the problem of deciding the right time at which to take a particular action in a stochastic system, in order to maximize an expected reward. It has many applications in areas such as finance, healthcare, and statistics.…

Artificial Intelligence · Computer Science 2021-05-20 Abderrahim Fathan , Erick Delage

Alphas are pivotal in providing signals for quantitative trading. The industry highly values the discovery of formulaic alphas for their interpretability and ease of analysis, compared with the expressive yet overfitting-prone black-box…

Computational Finance · Quantitative Finance 2024-06-27 Feng Xu , Yan Yin , Xinyu Zhang , Tianyuan Liu , Shengyi Jiang , Zongzhang Zhang

Many challenging real-world problems require the deployment of ensembles multiple complementary learning models to reach acceptable performance levels. While effective, applying the entire ensemble to every sample is costly and often…

Cryptography and Security · Computer Science 2022-09-20 Orel Lavie , Asaf Shabtai , Gilad Katz

Reinforcement learning (RL) allows an agent interacting sequentially with an environment to maximize its long-term expected return. In the distributional RL (DistrRL) paradigm, the agent goes beyond the limit of the expected value, to…

Machine Learning · Computer Science 2023-05-01 Mastane Achab , Reda Alami , Yasser Abdelaziz Dahou Djilali , Kirill Fedyanin , Eric Moulines

Network slicing is born as an emerging business to operators, by allowing them to sell the customized slices to various tenants at different prices. In order to provide better-performing and cost-efficient services, network slicing involves…

Networking and Internet Architecture · Computer Science 2018-11-22 Rongpeng Li , Zhifeng Zhao , Qi Sun , Chi-Lin I , Chenyang Yang , Xianfu Chen , Minjian Zhao , Honggang Zhang

By planning through a learned dynamics model, model-based reinforcement learning (MBRL) offers the prospect of good performance with little environment interaction. However, it is common in practice for the learned model to be inaccurate,…

Machine Learning · Computer Science 2021-03-31 Behzad Haghgoo , Allan Zhou , Archit Sharma , Chelsea Finn

Finding optimal bidding strategies for generation units in electricity markets would result in higher profit. However, it is a challenging problem due to the system uncertainty which is due to the unknown other generation units' strategies.…

Artificial Intelligence · Computer Science 2022-08-15 Pegah Rokhforoz , Olga Fink

Reinforcement learning is a machine learning approach concerned with solving dynamic optimization problems in an almost model-free way by maximizing a reward function in state and action spaces. This property makes it an exciting area of…

Portfolio Management · Quantitative Finance 2020-10-12 Miquel Noguer i Alonso , Sonam Srivastava

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

With the increasing power of computers and the rapid development of self-learning methodologies such as machine learning and artificial intelligence, the problem of constructing an automatic Financial Trading Systems (FTFs) becomes an…

Trading and Market Microstructure · Quantitative Finance 2019-08-29 Haoqian Li , Thomas Lau

Reinforcement learning can interact with the environment and is suitable for applications in decision control systems. Therefore, we used the reinforcement learning method to establish a foreign exchange transaction, avoiding the…

Machine Learning · Computer Science 2020-06-05 Yun-Cheng Tsai , Chun-Chieh Wang

Reinforcement learning (RL) techniques have shown great success in many challenging quantitative trading tasks, such as portfolio management and algorithmic trading. Especially, intraday trading is one of the most profitable and risky tasks…

Trading and Market Microstructure · Quantitative Finance 2022-08-23 Shuo Sun , Wanqi Xue , Rundong Wang , Xu He , Junlei Zhu , Jian Li , Bo An

Standard deep reinforcement learning (DRL) aims to maximize expected reward, considering collected experiences equally in formulating a policy. This differs from human decision-making, where gains and losses are valued differently and…

Machine Learning · Computer Science 2023-11-17 Jared Markowitz , Ryan W. Gardner , Ashley Llorens , Raman Arora , I-Jeng Wang

Solar sensor-based monitoring systems have become a crucial agricultural innovation, advancing farm management and animal welfare through integrating sensor technology, Internet-of-Things, and edge and cloud computing. However, the…

Machine Learning · Computer Science 2025-05-07 Dian Chen , Zelin Wan , Dong Sam Ha , Jin-Hee Cho

We develop Upside-Down Reinforcement Learning (UDRL), a method for learning to act using only supervised learning techniques. Unlike traditional algorithms, UDRL does not use reward prediction or search for an optimal policy. Instead, it…

Machine Learning · Computer Science 2021-09-07 Rupesh Kumar Srivastava , Pranav Shyam , Filipe Mutz , Wojciech Jaśkowski , Jürgen Schmidhuber

Stock trading strategies play a critical role in investment. However, it is challenging to design a profitable strategy in a complex and dynamic stock market. In this paper, we propose an ensemble strategy that employs deep reinforcement…

Trading and Market Microstructure · Quantitative Finance 2025-11-18 Hongyang Yang , Xiao-Yang Liu , Shan Zhong , Anwar Walid

Deep reinforcement learning (DRL) is a promising outer-loop intelligence paradigm which can deploy problem solving strategies for complex tasks. Consequently, DRL has been utilized for several scientific applications, specifically in cases…

Machine Learning · Computer Science 2023-04-05 Sahil Bhola , Suraj Pawar , Prasanna Balaprakash , Romit Maulik

Effective patient monitoring is vital for timely interventions and improved healthcare outcomes. Traditional monitoring systems often struggle to handle complex, dynamic environments with fluctuating vital signs, leading to delays in…

Machine Learning · Computer Science 2024-10-30 Thanveer Shaik , Xiaohui Tao , Lin Li , Haoran Xie , Hong-Ning Dai , Feng Zhao , Jianming Yong