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Deep learning has provided new ways of manipulating, processing and analyzing data. It sometimes may achieve results comparable to, or surpassing human expert performance, and has become a source of inspiration in the era of artificial…
Evolutionary algorithms, such as Differential Evolution, excel in solving real-parameter optimization challenges. However, the effectiveness of a single algorithm varies across different problem instances, necessitating considerable efforts…
Portfolio management via reinforcement learning is at the forefront of fintech research, which explores how to optimally reallocate a fund into different financial assets over the long term by trial-and-error. Existing methods are…
Classical methods to control heating systems are often marred by suboptimal performance, inability to adapt to dynamic conditions and unreasonable assumptions e.g. existence of building models. This paper presents a novel deep reinforcement…
Many sequential decision-making problems that are currently automated, such as those in manufacturing or recommender systems, operate in an environment where there is either little uncertainty, or zero risk of catastrophe. As companies and…
Customer services are critical to all companies, as they may directly connect to the brand reputation. Due to a great number of customers, e-commerce companies often employ multiple communication channels to answer customers' questions, for…
Although deep reinforcement learning methods can learn effective policies for challenging problems such as Atari games and robotics tasks, algorithms are complex, and training times are often long. This study investigates how Evolution…
Recent developments in sequential experimental design look to construct a policy that can efficiently navigate the design space, in a way that maximises the expected information gain. Whilst there is work on achieving tractable policies for…
The rapid growth of global data volumes has created a demand for scalable distributed systems that can maintain a high quality of service. Data replication is a widely used technique that provides fault tolerance, improved performance and…
Bimodal, stochastic environments present a challenge to typical Reinforcement Learning problems. This problem is one that is surprisingly common in real world applications, being particularly applicable to pricing problems. In this paper we…
Optimal Order Execution is a well-established problem in finance that pertains to the flawless execution of a trade (buy or sell) for a given volume within a specified time frame. This problem revolves around optimizing returns while…
In modern industrial systems, diagnosing faults in time and using the best methods becomes more and more crucial. It is possible to fail a system or to waste resources if faults are not detected or are detected late. Machine learning and…
With the continuous expansion of the scale of cloud computing applications, artificial intelligence technologies such as Deep Learning and Reinforcement Learning have gradually become the key tools to solve the automated task scheduling of…
We study the dynamic portfolio selection of an investor who uses deep learning methods to forecast stock market excess returns. In a two-asset allocation problem, deep neural networks -- both feedforward and long short-term memory (LSTM)…
The transformation towards renewable energy and feedstock supply in the chemical industry requires new conceptual process design approaches. Recently, breakthroughs in artificial intelligence offer opportunities to accelerate this…
Deep Reinforcement Learning (DRL) provides a general-purpose methodology for training inventory policies that can leverage big data and compute. However, off-the-shelf implementations of DRL have seen mixed success, often plagued by high…
We consider the problem of scheduling in constrained queueing networks with a view to minimizing packet delay. Modern communication systems are becoming increasingly complex, and are required to handle multiple types of traffic with widely…
We study the problem of determining how much finished goods inventory to source from different capacitated facilities in order to maximize profits resulting from sales of such inventory. We consider a problem wherein there is uncertainty in…
In urban environments, supply resources have to be constantly matched to the "right" locations (where customer demand is present) so as to improve quality of life. For instance, ambulances have to be matched to base stations regularly so as…
Reinforcement learning is a learning paradigm for solving sequential decision-making problems. Recent years have witnessed remarkable progress in reinforcement learning upon the fast development of deep neural networks. Along with the…