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The prediction of stock and foreign exchange (Forex) had always been a hot and profitable area of study. Deep learning application had proven to yields better accuracy and return in the field of financial prediction and forecasting. In this…

Statistical Finance · Quantitative Finance 2021-03-18 Zexin Hu , Yiqi Zhao , Matloob Khushi

Traditional economic models often rely on fixed assumptions about market dynamics, limiting their ability to capture the complexities and stochastic nature of real-world scenarios. However, reality is more complex and includes noise, making…

As power systems are undergoing a significant transformation with more uncertainties, less inertia and closer to operation limits, there is increasing risk of large outages. Thus, there is an imperative need to enhance grid emergency…

Machine Learning · Computer Science 2022-02-08 Renke Huang , Yujiao Chen , Tianzhixi Yin , Qiuhua Huang , Jie Tan , Wenhao Yu , Xinya Li , Ang Li , Yan Du

Deep Reinforcement Learning (DRL) has shown a dramatic improvement in decision-making and automated control problems. Consequently, DRL represents a promising technique to efficiently solve many relevant optimization problems (e.g.,…

Networking and Internet Architecture · Computer Science 2022-10-10 Paul Almasan , José Suárez-Varela , Krzysztof Rusek , Pere Barlet-Ros , Albert Cabellos-Aparicio

With the development of deep representation learning, the domain of reinforcement learning (RL) has become a powerful learning framework now capable of learning complex policies in high dimensional environments. This review summarises deep…

Machine Learning · Computer Science 2021-01-26 B Ravi Kiran , Ibrahim Sobh , Victor Talpaert , Patrick Mannion , Ahmad A. Al Sallab , Senthil Yogamani , Patrick Pérez

The development of a reliable subgrid-scale (SGS) model for large-eddy simulation (LES) is of great importance for many scientific and engineering applications. Recently, deep learning approaches have been tested for this purpose using…

Fluid Dynamics · Physics 2022-11-09 Junhyuk Kim , Hyojin Kim , Jiyeon Kim , Changhoon Lee

Deep reinforcement learning (DRL) has been envisioned to have a competitive edge in quantitative finance. However, there is a steep development curve for quantitative traders to obtain an agent that automatically positions to win in the…

Trading and Market Microstructure · Quantitative Finance 2021-11-19 Xiao-Yang Liu , Hongyang Yang , Jiechao Gao , Christina Dan Wang

Next-gen networks require significant evolution of management to enable automation and adaptively adjust network configuration based on traffic dynamics. The advent of software-defined networking (SDN) and programmable switches enables…

Networking and Internet Architecture · Computer Science 2024-02-08 Akshita Abrol , Purnima Murali Mohan , Tram Truong-Huu

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

To the best of our knowledge, the application of deep learning in the field of quantitative risk management is still a relatively recent phenomenon. In this article, we utilize techniques inspired by reinforcement learning in order to…

Computational Finance · Quantitative Finance 2021-03-08 Nicolas Curin , Michael Kettler , Xi Kleisinger-Yu , Vlatka Komaric , Thomas Krabichler , Josef Teichmann , Hanna Wutte

Deep reinforcement learning (DRL) is an emerging methodology that is transforming the way many complicated transportation decision-making problems are tackled. Researchers have been increasingly turning to this powerful learning-based…

Machine Learning · Computer Science 2020-10-14 Nahid Parvez Farazi , Tanvir Ahamed , Limon Barua , Bo Zou

Deep reinforcement learning (DRL) agents are trained through trial-and-error interactions with the environment. This leads to a long training time for dense neural networks to achieve good performance. Hence, prohibitive computation and…

Machine Learning · Computer Science 2022-05-09 Ghada Sokar , Elena Mocanu , Decebal Constantin Mocanu , Mykola Pechenizkiy , Peter Stone

Network slicing is born as an emerging business to operators, by allowing them to sell the customized slices to various tenants at different prices. In order to provide better-performing and cost-efficient services, network slicing involves…

Networking and Internet Architecture · Computer Science 2018-11-22 Rongpeng Li , Zhifeng Zhao , Qi Sun , Chi-Lin I , Chenyang Yang , Xianfu Chen , Minjian Zhao , Honggang Zhang

This review addresses the problem of learning abstract representations of the measurement data in the context of Deep Reinforcement Learning (DRL). While the data are often ambiguous, high-dimensional, and complex to interpret, many…

Machine Learning · Computer Science 2024-05-31 Nicolò Botteghi , Mannes Poel , Christoph Brune

A general control policy framework based on deep reinforcement learning (DRL) is introduced for closed-loop decision making in subsurface flow settings. Traditional closed-loop modeling workflows in this context involve the repeated…

Computational Physics · Physics 2023-02-15 Yusuf Nasir , Louis J. Durlofsky

As deep reinforcement learning (DRL) has been recognized as an effective approach in quantitative finance, getting hands-on experiences is attractive to beginners. However, to train a practical DRL trading agent that decides where to trade,…

Trading and Market Microstructure · Quantitative Finance 2022-03-03 Xiao-Yang Liu , Hongyang Yang , Qian Chen , Runjia Zhang , Liuqing Yang , Bowen Xiao , Christina Dan Wang

In distributed optimization, the practical problem-solving performance is essentially sensitive to algorithm selection, parameter setting, problem type and data pattern. Thus, it is often laborious to acquire a highly efficient method for a…

Optimization and Control · Mathematics 2024-01-04 Daokuan Zhu , Tianqi Xu , Jie Lu

Much research has been done to analyze the stock market. After all, if one can determine a pattern in the chaotic frenzy of transactions, then they could make a hefty profit from capitalizing on these insights. As such, the goal of our…

Machine Learning · Computer Science 2025-05-27 Ziyi Zhou , Nicholas Stern , Julien Laasri

Deep reinforcement learning (DRL) is poised to revolutionise the field of artificial intelligence (AI) by endowing autonomous systems with high levels of understanding of the real world. Currently, deep learning (DL) is enabling DRL to…

Deep reinforcement learning (DRL) has revolutionized quantitative trading (Q-trading) by achieving decent performance without significant human expert knowledge. Despite its achievements, we observe that the current state-of-the-art DRL…

Computational Engineering, Finance, and Science · Computer Science 2025-02-07 Zhiming Li , Junzhe Jiang , Yushi Cao , Aixin Cui , Bozhi Wu , Bo Li , Yang Liu , Danny Dongning Sun
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