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Pick-up and Delivery Route Prediction (PDRP), which aims to estimate the future service route of a worker given his current task pool, has received rising attention in recent years. Deep neural networks based on supervised learning have…

Machine Learning · Computer Science 2023-08-01 Xiaowei Mao , Haomin Wen , Hengrui Zhang , Huaiyu Wan , Lixia Wu , Jianbin Zheng , Haoyuan Hu , Youfang Lin

Designing profitable and reliable trading strategies is challenging in the highly volatile cryptocurrency market. Existing works applied deep reinforcement learning methods and optimistically reported increased profits in backtesting, which…

Statistical Finance · Quantitative Finance 2023-02-01 Berend Jelmer Dirk Gort , Xiao-Yang Liu , Xinghang Sun , Jiechao Gao , Shuaiyu Chen , Christina Dan Wang

Deep Reinforcement Learning (DRL) enables robots to learn complex behaviors through interaction with the environment. However, due to the unrestricted nature of the learning algorithms, the resulting solutions are often brittle and appear…

Robotics · Computer Science 2025-03-04 Oliver Hausdörfer , Alexander von Rohr , Éric Lefort , Angela Schoellig

Reinforcement learning (RL) is an innovative approach to financial decision making, offering specialized solutions to complex investment problems where traditional methods fail. This review analyzes 167 articles from 2017--2025, focusing on…

Computational Finance · Quantitative Finance 2025-12-12 Mohammad Rezoanul Hoque , Md Meftahul Ferdaus , M. Kabir Hassan

Reinforcement Learning (RL) has emerged as a powerful paradigm for sequential decision-making and has attracted growing interest across various domains, particularly following the advent of Deep Reinforcement Learning (DRL) in 2015.…

Software Engineering · Computer Science 2025-07-18 Dong Wang , Hanmo You , Lingwei Zhu , Kaiwei Lin , Zheng Chen , Chen Yang , Junji Yu , Zan Wang , Junjie Chen

We present a large scale benchmark of modern deep learning architectures for a financial time series prediction and position sizing task, with a primary focus on Sharpe ratio optimization. Evaluating linear models, recurrent networks,…

Trading and Market Microstructure · Quantitative Finance 2026-03-03 Adir Saly-Kaufmann , Kieran Wood , Jan Peter-Calliess , Stefan Zohren

Advanced model-based controllers are well established in process industries. However, such controllers require regular maintenance to maintain acceptable performance. It is a common practice to monitor controller performance continuously…

Systems and Control · Electrical Eng. & Systems 2020-04-14 Steven Spielberg , Aditya Tulsyan , Nathan P. Lawrence , Philip D Loewen , R. Bhushan Gopaluni

This research study explores the applicability of Deep Reinforcement Learning (DRL) for thermal control based on Computational Fluid Dynamics. To accomplish that, the forced convection on a hot plate prone to a pulsating cooling jet with…

Numerical Analysis · Mathematics 2024-02-19 Sajad Salavatidezfouli , Giovanni Stabile , Gianluigi Rozza

Unfair stock trading strategies have been shown to be one of the most negative perceptions that customers can have concerning trading and may result in long-term losses for a company. Investment banks usually place trading orders for…

Trading and Market Microstructure · Quantitative Finance 2020-01-06 Wenhang Bao

Deep reinforcement learning (DRL) has achieved groundbreaking successes in a wide variety of robotic applications. A natural consequence is the adoption of this paradigm for safety-critical tasks, where human safety and expensive hardware…

Robotics · Computer Science 2022-06-22 Davide Corsi , Raz Yerushalmi , Guy Amir , Alessandro Farinelli , David Harel , Guy Katz

This paper shows how reinforcement learning can be used to derive optimal hedging strategies for derivatives when there are transaction costs. The paper illustrates the approach by showing the difference between using delta hedging and…

Computational Finance · Quantitative Finance 2021-03-31 Jay Cao , Jacky Chen , John Hull , Zissis Poulos

Several applications in the scientific simulation of physical systems can be formulated as control/optimization problems. The computational models for such systems generally contain hyperparameters, which control solution fidelity and…

Computational Physics · Physics 2020-12-09 Suraj Pawar , Romit Maulik

This paper investigates the application of Deep Reinforcement Learning (DRL) for Environment, Social, and Governance (ESG) financial portfolio management, with a specific focus on the potential benefits of ESG score-based market regulation.…

Portfolio Management · Quantitative Finance 2023-07-20 Eduardo C. Garrido-Merchán , Sol Mora-Figueroa-Cruz-Guzmán , María Coronado-Vaca

Recently, deep reinforcement learning (DRL)-based approach has shown promisein solving complex decision and control problems in power engineering domain.In this paper, we present an in-depth analysis of DRL-based voltage control fromaspects…

Artificial Intelligence · Computer Science 2020-12-25 Xiren Zhou , Siqi Wang , Ruisheng Diao , Desong Bian , Jiahui Duan , Di Shi

Deep Reinforcement Learning (DRL) is a powerful framework for solving complex sequential decision-making problems, particularly in robotic control. However, its practical deployment is often hindered by the substantial amount of experience…

With the wide application of deep reinforcement learning (DRL) techniques in complex fields such as autonomous driving, intelligent manufacturing, and smart healthcare, how to improve its security and robustness in dynamic and changeable…

Cryptography and Security · Computer Science 2025-10-24 Wu Yichao , Wang Yirui , Ding Panpan , Wang Hailong , Zhu Bingqian , Liu Chun

We adopt deep learning models to directly optimise the portfolio Sharpe ratio. The framework we present circumvents the requirements for forecasting expected returns and allows us to directly optimise portfolio weights by updating model…

Portfolio Management · Quantitative Finance 2021-01-26 Zihao Zhang , Stefan Zohren , Stephen Roberts

Researchers have demonstrated that Deep Reinforcement Learning (DRL) is a powerful tool for finding policies that perform well on complex robotic systems. However, these policies are often unpredictable and can induce highly variable…

Robotics · Computer Science 2022-03-08 Sean Gillen , Asutay Ozmen , Katie Byl

Tradable credit schemes (TCS) are an increasingly studied alternative to congestion pricing, given their revenue neutrality and ability to address issues of equity through the initial credit allocation. Modeling TCS to aid future design and…

Machine Learning · Computer Science 2025-04-14 Xiaoyi Wu , Ravi Seshadri , Filipe Rodrigues , Carlos Lima Azevedo

In this survey, we systematically summarize the current literature on studies that apply reinforcement learning (RL) to the motion planning and control of autonomous vehicles. Many existing contributions can be attributed to the pipeline…

Robotics · Computer Science 2021-06-02 Fei Ye , Shen Zhang , Pin Wang , Ching-Yao Chan
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