Related papers: Stock Trading Optimization through Model-based Rei…
Techniques based on Reinforcement Learning (RL) are increasingly being used to design control policies for robotic systems. RL fundamentally relies on state-based reward functions to encode desired behavior of the robot and bad reward…
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…
This paper explores the mean-variance portfolio selection problem in a multi-period financial market characterized by regime-switching dynamics and uncontrollable liabilities. To address the uncertainty in the decision-making process within…
Model-based offline reinforcement learning (RL) aims to find highly rewarding policy, by leveraging a previously collected static dataset and a dynamics model. While the dynamics model learned through reuse of the static dataset, its…
We explore deep Reinforcement Learning(RL) algorithms for scalping trading and knew that there is no appropriate trading gym and agent examples. Thus we propose gym and agent like Open AI gym in finance. Not only that, we introduce new RL…
This paper presents a deep reinforcement learning (DRL) framework for dynamic portfolio optimization under market uncertainty and risk. The proposed model integrates a Sharpe ratio-based reward function with direct risk control mechanisms,…
In the backdrop of an increasingly pressing need for effective urban and highway transportation systems, this work explores the synergy between model-based and learning-based strategies to enhance traffic flow management by use of an…
Reinforcement learning (RL) is frequently used to increase performance in text generation tasks, including machine translation (MT), notably through the use of Minimum Risk Training (MRT) and Generative Adversarial Networks (GAN). However,…
Deep reinforcement learning (RL) is a powerful approach to complex decision making. However, one issue that limits its practical application is its brittleness, sometimes failing to train in the presence of small changes in the environment.…
We apply reinforcement learning (RL) to robotics tasks. One of the drawbacks of traditional RL algorithms has been their poor sample efficiency. One approach to improve the sample efficiency is model-based RL. In our model-based RL…
Fairness in classification tasks has traditionally focused on bias removal from neural representations, but recent trends favor algorithmic methods that embed fairness into the training process. These methods steer models towards fair…
This paper proposes a novel reinforcement learning (RL) framework for credit underwriting that tackles ungeneralizable contextual challenges. We adapt RL principles for credit scoring, incorporating action space renewal and multi-choice…
Model-based reinforcement learning (RL) is considered to be a promising approach to reduce the sample complexity that hinders model-free RL. However, the theoretical understanding of such methods has been rather limited. This paper…
Model-free reinforcement learning (RL) is inherently a reactive method, operating under the assumption that it starts with no prior knowledge of the system and entirely depends on trial-and-error for learning. This approach faces several…
Meta reinforcement learning (Meta-RL) is an approach wherein the experience gained from solving a variety of tasks is distilled into a meta-policy. The meta-policy, when adapted over only a small (or just a single) number of steps, is able…
Electric motors are crucial in many applications, but traditional control methods struggle with nonlinearities, parameter uncertainties, and external disturbances. Reinforcement Learning (RL) offers a promising solution as a data-driven…
Deep reinforcement learning (DRL) is a well-suited approach to financial decision-making, where an agent makes decisions based on its trading strategy developed from market observations. Existing DRL intraday trading strategies mainly use…
The sequential nature of decision-making in financial asset trading aligns naturally with the reinforcement learning (RL) framework, making RL a common approach in this domain. However, the low signal-to-noise ratio in financial markets…
Reinforcement learning (RL) commonly relies on scalar rewards with limited ability to express temporal, conditional, or safety-critical goals, and can lead to reward hacking. Temporal logic expressible via the more general class of…
Multi-task reinforcement learning (MTRL) aims to endow a single agent with the ability to perform well on multiple tasks. Recent works have focused on developing novel sophisticated architectures to improve performance, often resulting in…