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There has been a recent surge in interest in the application of artificial intelligence to automated trading. Reinforcement learning has been applied to single- and multi-instrument use cases, such as market making or portfolio management.…

Trading and Market Microstructure · Quantitative Finance 2020-04-16 Jonathan Sadighian

Reinforcement learning (RL) has emerged as a powerful paradigm for solving decision-making problems in dynamic environments. In this research, we explore the application of Double DQN (DDQN) and Dueling Network Architectures, to financial…

Machine Learning · Computer Science 2025-04-17 Bruno Giorgio

Deep reinforcement learning is a technique for solving problems in a variety of environments, ranging from Atari video games to stock trading. This method leverages deep neural network models to make decisions based on observations of a…

Machine Learning · Computer Science 2022-09-13 Anthony Dowling

In the Bitcoin system, transaction fees serve as an incentive for blockchain confirmations. In general, a transaction with a higher fee is likely to be included in the next block mined, whereas a transaction with a smaller fee or no fee may…

Cryptography and Security · Computer Science 2024-05-27 Limeng Zhang , Rui Zhou , Qing Liu , Chengfei Liu , M. Ali Babar

Dynamic dispatching is one of the core problems for operation optimization in traditional industries such as mining, as it is about how to smartly allocate the right resources to the right place at the right time. Conventionally, the…

Machine Learning · Computer Science 2020-08-26 Chi Zhang , Philip Odonkor , Shuai Zheng , Hamed Khorasgani , Susumu Serita , Chetan Gupta

Payment channel networks like Bitcoin's Lightning network are an auspicious approach for realizing high transaction throughput and almost-instant confirmations in blockchain networks. However, the ability to successfully make payments in…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-11-27 Oguzhan Ersoy , Stefanie Roos , Zekeriya Erkin

In order to collaborate efficiently with unknown partners in cooperative control settings, adaptation of the partners based on online experience is required. The rather general and widely applicable control setting, where each cooperation…

Multiagent Systems · Computer Science 2019-10-30 Florian Köpf , Samuel Tesfazgi , Michael Flad , Sören Hohmann

With the breakthrough of AlphaGo, deep reinforcement learning becomes a recognized technique for solving sequential decision-making problems. Despite its reputation, data inefficiency caused by its trial and error learning mechanism makes…

Machine Learning · Computer Science 2024-04-01 Qiyue Yin , Tongtong Yu , Shengqi Shen , Jun Yang , Meijing Zhao , Kaiqi Huang , Bin Liang , Liang Wang

A deep reinforcement learning approach is applied, for the first time, to solve the routing, modulation, spectrum and core allocation (RMSCA) problem in dynamic multicore fiber elastic optical networks (MCF-EONs). To do so, a new…

Training deep reinforcement learning agents on environments with multiple levels / scenes / conditions from the same task, has become essential for many applications aiming to achieve generalization and domain transfer from simulation to…

Machine Learning · Computer Science 2020-05-26 Jaskirat Singh , Liang Zheng

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

Payment channel networks (PCNs) are a layer-2 blockchain scalability solution, with its main entity, the payment channel, enabling transactions between pairs of nodes "off-chain," thus reducing the burden on the layer-1 network. Nodes with…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-10-10 Nikolaos Papadis , Leandros Tassiulas

Payment channel is a protocol which allows cryptocurrency users to route multiple transactions through network without committing them to the main blockchain network (mainnet). This ability makes them the most prominent solution to…

Computer Science and Game Theory · Computer Science 2021-07-08 MohammadAmin Fazli , Seyed Moeen Nehzati , MohammadAmin Salarkia

We adopt Deep Reinforcement Learning algorithms to design trading strategies for continuous futures contracts. Both discrete and continuous action spaces are considered and volatility scaling is incorporated to create reward functions which…

Computational Finance · Quantitative Finance 2019-11-25 Zihao Zhang , Stefan Zohren , Stephen Roberts

Large-scale online ride-sharing platforms have substantially transformed our lives by reallocating transportation resources to alleviate traffic congestion and promote transportation efficiency. An efficient fleet management strategy not…

Multiagent Systems · Computer Science 2019-12-03 Kaixiang Lin , Renyu Zhao , Zhe Xu , Jiayu Zhou

We consider a dynamic multichannel access problem, where multiple correlated channels follow an unknown joint Markov model. A user at each time slot selects a channel to transmit data and receives a reward based on the success or failure of…

Networking and Internet Architecture · Computer Science 2018-02-21 Shangxing Wang , Hanpeng Liu , Pedro Henrique Gomes , Bhaskar Krishnamachari

The large variety of digital payment choices available to consumers today has been a key driver of e-commerce transactions in the past decade. Unfortunately, this has also given rise to cybercriminals and fraudsters who are constantly…

Machine Learning · Computer Science 2021-12-09 Siddharth Vimal , Kanishka Kayathwal , Hardik Wadhwa , Gaurav Dhama

It is well known that it is difficult to have a reliable and robust framework to link multi-agent deep reinforcement learning algorithms with practical multi-robot applications. To fill this gap, we propose and build an open-source…

Robotics · Computer Science 2022-09-29 Junfeng Chen , Fuqin Deng , Yuan Gao , Junjie Hu , Xiyue Guo , Guanqi Liang , Tin Lun Lam

Federated learning allows mobile devices, i.e., workers, to use their local data to collaboratively train a global model required by the model owner. Federated learning thus addresses the privacy issues of traditional machine learning.…

Networking and Internet Architecture · Computer Science 2019-10-22 Huy T. Nguyen , Nguyen Cong Luong , Jun Zhao , Chau Yuen , Dusit Niyato

Decentralized exchanges (DEXs) are crucial to decentralized finance (DeFi) as they enable trading without intermediaries. However, they face challenges like impermanent loss (IL), where liquidity providers (LPs) see their assets' value…

Computer Science and Game Theory · Computer Science 2026-03-04 Irina Lebedeva , Dmitrii Umnov , Yury Yanovich , Ignat Melnikov , George Ovchinnikov
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