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In recent years, challenging control problems became solvable with deep reinforcement learning (RL). To be able to use RL for large-scale real-world applications, a certain degree of reliability in their performance is necessary. Reported…

Machine Learning · Computer Science 2020-11-11 Nirnai Rao , Elie Aljalbout , Axel Sauer , Sami Haddadin

This paper establishes a new and comprehensive theoretical analysis for the application of reinforcement learning (RL) in high-frequency market making. We bridge the modern RL theory and the continuous-time statistical models in…

Trading and Market Microstructure · Quantitative Finance 2024-08-13 Yuheng Zheng , Zihan Ding

The integration of deep learning to reinforcement learning (RL) has enabled RL to perform efficiently in high-dimensional environments. Deep RL methods have been applied to solve many complex real-world problems in recent years. However,…

Machine Learning · Computer Science 2021-02-24 Ngoc Duy Nguyen , Thanh Thi Nguyen , Hai Nguyen , Doug Creighton , Saeid Nahavandi

Recent studies have shown that reinforcement learning (RL) is an effective approach for improving the performance of neural machine translation (NMT) system. However, due to its instability, successfully RL training is challenging,…

Machine Learning · Computer Science 2018-08-28 Lijun Wu , Fei Tian , Tao Qin , Jianhuang Lai , Tie-Yan Liu

Reinforcement learning is one of the core components in designing an artificial intelligent system emphasizing real-time response. Reinforcement learning influences the system to take actions within an arbitrary environment either having…

Artificial Intelligence · Computer Science 2020-02-03 Amit Kumar Mondal

Reinforcement learning (RL) has increasingly become a pivotal technique in the post-training of large language models (LLMs). The effective exploration of the output space is essential for the success of RL. We observe that for complex…

Machine Learning · Computer Science 2025-07-08 Shihan Dou , Muling Wu , Jingwen Xu , Rui Zheng , Tao Gui , Qi Zhang , Xuanjing Huang

Portfolio management is the art and science in fiance that concerns continuous reallocation of funds and assets across financial instruments to meet the desired returns to risk profile. Deep reinforcement learning (RL) has gained increasing…

Portfolio Management · Quantitative Finance 2023-10-30 Yinheng Li , Junhao Wang , Yijie Cao

To be successful in real-world tasks, Reinforcement Learning (RL) needs to exploit the compositional, relational, and hierarchical structure of the world, and learn to transfer it to the task at hand. Recent advances in representation…

Deep Reinforcement Learning (RL) has been explored and verified to be effective in solving decision-making tasks in various domains, such as robotics, transportation, recommender systems, etc. It learns from the interaction with…

Machine Learning · Computer Science 2025-03-11 Longchao Da , Justin Turnau , Thirulogasankar Pranav Kutralingam , Alvaro Velasquez , Paulo Shakarian , Hua Wei

Reinforcement Learning and, recently, Deep Reinforcement Learning are popular methods for solving sequential decision-making problems modeled as Markov Decision Processes. RL modeling of a problem and selecting algorithms and…

Machine Learning · Computer Science 2026-03-10 Reza Refaei Afshar , Joaquin Vanschoren , Uzay Kaymak , Rui Zhang , Yaoxin Wu , Wen Song , Yingqian Zhang

Reinforcement learning (RL) enables agents to learn optimal behaviors through interaction with their environment and has been increasingly deployed in safety-critical applications, including autonomous driving. Despite its promise, RL is…

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…

Trading and Market Microstructure · Quantitative Finance 2024-06-13 Sven Goluža , Tomislav Kovačević , Tessa Bauman , Zvonko Kostanjčar

This paper explores the application of a reinforcement learning (RL) framework using the Q-Learning algorithm to enhance dynamic pricing strategies in the retail sector. Unlike traditional pricing methods, which often rely on static demand…

Machine Learning · Computer Science 2024-11-28 Mohit Apte , Ketan Kale , Pranav Datar , Pratiksha Deshmukh

Reinforcement Learning (RL) has achieved tremendous success in many complex decision-making tasks. However, safety concerns are raised during deploying RL in real-world applications, leading to a growing demand for safe RL algorithms, such…

Artificial Intelligence · Computer Science 2024-05-28 Shangding Gu , Long Yang , Yali Du , Guang Chen , Florian Walter , Jun Wang , Alois Knoll

Reinforcement learning (RL) has emerged as a promising approach to improve large language model (LLM) reasoning, yet most open efforts focus narrowly on math and code, limiting our understanding of its broader applicability to general…

Classical portfolio optimization often requires forecasting asset returns and their corresponding variances in spite of the low signal-to-noise ratio provided in the financial markets. Modern deep reinforcement learning (DRL) offers a…

Portfolio Management · Quantitative Finance 2023-05-19 Alessio Brini , Daniele Tantari

Reinforcement Learning (RL) has achieved tremendous development in recent years, but still faces significant obstacles in addressing complex real-life problems due to the issues of poor system generalization, low sample efficiency as well…

Artificial Intelligence · Computer Science 2025-02-25 Chao Yu , Shicheng Ye , Hankz Hankui Zhuo

Reinforcement learning (RL) is a powerful machine learning technique that enables an intelligent agent to learn an optimal policy that maximizes the cumulative rewards in sequential decision making. Most of methods in the existing…

Machine Learning · Statistics 2023-01-06 Chengchun Shi , Zhengling Qi , Jianing Wang , Fan Zhou

Reinforcement learning (RL) has demonstrated significant promise in enhancing the reasoning capabilities of Text2SQL LLMs, especially with advanced algorithms such as GRPO and DAPO. However, the performance of these methods is highly…

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
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