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Many reinforcement learning (RL) agents require a large amount of experience to solve tasks. We propose Contrastive BERT for RL (CoBERL), an agent that combines a new contrastive loss and a hybrid LSTM-transformer architecture to tackle the…

Machine Learning · Computer Science 2022-02-23 Andrea Banino , Adrià Puidomenech Badia , Jacob Walker , Tim Scholtes , Jovana Mitrovic , Charles Blundell

Reinforcement learning (RL) is not yet competitive for many cyber-physical systems, such as robotics, process automation, and power systems, as training on a system with physical components cannot be accelerated, and simulation models do…

Machine Learning · Computer Science 2024-11-01 Philipp Gassert , Matthias Althoff

Traditional memory writing operations proceed one bit at a time, where e.g. an individual magnetic domain is force-flipped by a localized external field. One way to increase material storage capacity would be to write several bits at a time…

Soft Condensed Matter · Physics 2022-05-10 Théo Jules , Laura Michel , Adèle Douin , Frédéric Lechenault

We develop a reinforcement learning based search assistant which can assist users through a set of actions and sequence of interactions to enable them realize their intent. Our approach caters to subjective search where the user is seeking…

Artificial Intelligence · Computer Science 2018-08-21 Milan Aggarwal , Aarushi Arora , Shagun Sodhani , Balaji Krishnamurthy

This paper presents a deep learning framework based on Long Short-term Memory Network(LSTM) that predicts price movement of cryptocurrencies from trade-by-trade data. The main focus of this study is on predicting short-term price changes in…

Statistical Finance · Quantitative Finance 2020-10-16 Qi Zhao

Reinforcement learning works best when the impact of the agent's actions on its environment can be perfectly simulated or fully appraised from available data. Some systems are however both hard to simulate and very sensitive to small…

Trading and Market Microstructure · Quantitative Finance 2025-01-30 Vincent Ragel , Damien Challet

We propose a novel Reinforcement Learning (RL) method for optimizing quantum circuits using graph-theoretic simplification rules of ZX-diagrams. The agent, trained using the Proximal Policy Optimization (PPO) algorithm, employs Graph Neural…

Quantum Physics · Physics 2025-06-04 Jordi Riu , Jan Nogué , Gerard Vilaplana , Artur Garcia-Saez , Marta P. Estarellas

We design a simple reinforcement learning (RL) agent that implements an optimistic version of $Q$-learning and establish through regret analysis that this agent can operate with some level of competence in any environment. While we leverage…

Machine Learning · Computer Science 2021-07-13 Shi Dong , Benjamin Van Roy , Zhengyuan Zhou

Increasing demand for algorithms that can learn quickly and efficiently has led to a surge of development within the field of artificial intelligence (AI). An important paradigm within AI is reinforcement learning (RL), where agents…

Market makers play an important role in providing liquidity to markets by continuously quoting prices at which they are willing to buy and sell, and managing inventory risk. In this paper, we build a multi-agent simulation of a dealer…

Trading and Market Microstructure · Quantitative Finance 2019-11-15 Sumitra Ganesh , Nelson Vadori , Mengda Xu , Hua Zheng , Prashant Reddy , Manuela Veloso

We present a neural network for predicting purchasing intent in an Ecommerce setting. Our main contribution is to address the significant investment in feature engineering that is usually associated with state-of-the-art methods such as…

Machine Learning · Computer Science 2018-07-24 Humphrey Sheil , Omer Rana , Ronan Reilly

Transfer learning in Reinforcement Learning (RL) has been widely studied to overcome training issues of Deep-RL, i.e., exploration cost, data availability and convergence time, by introducing a way to enhance training phase with external…

Machine Learning · Computer Science 2023-07-31 Alberto Castagna , Ivana Dusparic

We study whether a risk-sensitive objective from asset-pricing theory -- recursive utility -- improves reinforcement learning for portfolio allocation. The Bellman equation under recursive utility involves a certainty equivalent (CE) of…

General Finance · Quantitative Finance 2026-03-25 Minkey Chang

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

Transfer learning is an important new subfield of multiagent reinforcement learning that aims to help an agent learn about a problem by using knowledge that it has gained solving another problem, or by using knowledge that is communicated…

Artificial Intelligence · Computer Science 2020-02-10 Cameron Reid

The ongoing rise in cyberattacks and the lack of skilled professionals in the cybersecurity domain to combat these attacks show the need for automated tools capable of detecting an attack with good performance. Attackers disguise their…

Artificial Intelligence · Computer Science 2023-03-13 Arti Bandhana , Ondřej Lukáš , Sebastian Garcia , Tomáš Kroupa

Reinforcement learning agents for portfolio management are typically trained and deployed as static policies, with no mechanism for using price forecasts at inference time. We propose $\text{FPILOT}$ (**Fin**ancial **P**lugin…

Machine Learning · Computer Science 2026-05-14 Eun Go , Rohan Deb , Arindam Banerjee

Modern network defense can benefit from the use of autonomous systems, offloading tedious and time-consuming work to agents with standard and learning-enabled components. These agents, operating on critical network infrastructure, need to…

Artificial Intelligence · Computer Science 2024-11-07 Nicholas Potteiger , Ankita Samaddar , Hunter Bergstrom , Xenofon Koutsoukos

This study presents an innovative approach for predicting cryptocurrency time series, specifically focusing on Bitcoin, Ethereum, and Litecoin. The methodology integrates the use of technical indicators, a Performer neural network, and…

Computational Finance · Quantitative Finance 2024-03-07 Mohammad Ali Labbaf Khaniki , Mohammad Manthouri

Robust reinforcement learning agents using high-dimensional observations must be able to identify relevant state features amidst many exogeneous distractors. A representation that captures controllability identifies these state elements by…

Machine Learning · Computer Science 2024-06-25 Max Rudolph , Caleb Chuck , Kevin Black , Misha Lvovsky , Scott Niekum , Amy Zhang
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