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Traditional bulk load flexibility options, such as load shifting and load curtailment, for managing uncertainty in power markets limit the diversity of options and ignore the preferences of the individual loads, thus reducing efficiency and…

Systems and Control · Electrical Eng. & Systems 2021-12-20 Majid Majidi , Deepan Muthirayan , Masood Parvania , Pramod P. Khargonekar

Generative AI, particularly large language models (LLMs), is beginning to transform the financial industry by automating tasks and helping to make sense of complex financial information. One especially promising use case is the automatic…

Statistical Finance · Quantitative Finance 2025-11-11 Zonghan Wu , Congyuan Zou , Junlin Wang , Chenhan Wang , Hangjing Yang , Yilei Shao

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

This study aims to examine the challenges and applications of machine learning for financial research. Machine learning algorithms have been developed for certain data environments which substantially differ from the one we encounter in…

Statistical Finance · Quantitative Finance 2021-03-29 Kristof Lommers , Ouns El Harzli , Jack Kim

With the rising extension of renewable energies, the intraday electricity markets have recorded a growing popularity amongst traders as well as electric utilities to cope with the induced volatility of the energy supply. Through their short…

Machine Learning · Computer Science 2024-09-18 Malte Lehna , Björn Hoppmann , René Heinrich , Christoph Scholz

Deep Research (DR) Agents powered by advanced Large Language Models (LLMs) have fundamentally shifted the paradigm for completing complex research tasks. Yet, a comprehensive and live evaluation of their forecasting performance on…

The development of machine learning models requires a large amount of training data. Data marketplaces are essential for trading high-quality, private-domain data not publicly available online. However, due to growing data privacy concerns,…

Cryptography and Security · Computer Science 2024-05-10 Qi Li , Zhuotao Liu , Qi Li , Ke Xu

Reinforcement learning (RL) with large language models shows promise in complex reasoning. However, its progress is hindered by the lack of large-scale training data that is sufficiently challenging, contamination-free and verifiable. To…

Intelligent agents should have the ability to leverage knowledge from previously learned tasks in order to learn new ones quickly and efficiently. Meta-learning approaches have emerged as a popular solution to achieve this. However,…

Machine Learning · Computer Science 2023-02-17 Zhao Mandi , Pieter Abbeel , Stephen James

Transfer of recent advances in deep reinforcement learning to real-world applications is hindered by high data demands and thus low efficiency and scalability. Through independent improvements of components such as replay buffers or more…

Machine Learning · Computer Science 2022-11-28 André Eberhard , Houssam Metni , Georg Fahland , Alexander Stroh , Pascal Friederich

Deep Reinforcement Learning (DRL) algorithms can scale to previously intractable problems. The automation of profit generation in the stock market is possible using DRL, by combining the financial assets price "prediction" step and the…

Trading and Market Microstructure · Quantitative Finance 2022-09-20 Taylan Kabbani , Ekrem Duman

The exponential growth of data-intensive applications has placed unprecedented demands on modern storage systems, necessitating dynamic and efficient optimization strategies. Traditional heuristics employed for storage performance…

Operating Systems · Computer Science 2025-08-25 Chiyu Cheng , Chang Zhou , Yang Zhao

In the swiftly expanding domain of Natural Language Processing (NLP), the potential of GPT-based models for the financial sector is increasingly evident. However, the integration of these models with financial datasets presents challenges,…

Computation and Language · Computer Science 2023-11-14 Neng Wang , Hongyang Yang , Christina Dan Wang

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

Reinforcement learning approaches have long appealed to the data management community due to their ability to learn to control dynamic behavior from raw system performance. Recent successes in combining deep neural networks with…

Machine Learning · Computer Science 2018-08-27 Michael Schaarschmidt , Alexander Kuhnle , Ben Ellis , Kai Fricke , Felix Gessert , Eiko Yoneki

The development of Large Language Models (LLMs) often confronts challenges stemming from the heavy reliance on human annotators in the reinforcement learning with human feedback (RLHF) framework, or the frequent and costly external queries…

Computation and Language · Computer Science 2025-03-04 Shangding Gu , Alois Knoll , Ming Jin

Recent advances in machine learning are consistently enabled by increasing amounts of computation. Reinforcement learning (RL) and population-based methods in particular pose unique challenges for efficiency and flexibility to the…

Machine Learning · Computer Science 2020-03-26 Jiale Zhi , Rui Wang , Jeff Clune , Kenneth O. Stanley

Owe to the recent advancements in Artificial Intelligence especially deep learning, many data-driven decision support systems have been implemented to facilitate medical doctors in delivering personalized care. We focus on the deep…

Machine Learning · Computer Science 2019-07-24 Siqi Liu , Kee Yuan Ngiam , Mengling Feng

We develop a portfolio allocation framework that leverages deep learning techniques to address challenges arising from high-dimensional, non-stationary, and low-signal-to-noise market information. Our approach includes a dynamic embedding…

Portfolio Management · Quantitative Finance 2025-01-31 Jinghai He , Cheng Hua , Chunyang Zhou , Zeyu Zheng

Reinforcement learning (RL) has gained popularity in the realm of recommender systems due to its ability to optimize long-term rewards and guide users in discovering relevant content. However, the successful implementation of RL in…

Information Retrieval · Computer Science 2024-08-21 Nathan Corecco , Giorgio Piatti , Luca A. Lanzendörfer , Flint Xiaofeng Fan , Roger Wattenhofer