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With the rapid development of artificial intelligence, data-driven methods effectively overcome limitations in traditional portfolio optimization. Conventional models primarily employ long-only mechanisms, excluding highly correlated assets…

Computational Finance · Quantitative Finance 2025-03-18 Gang Huang , Xiaohua Zhou , Qingyang Song

The growing performance demands and higher deployment densities of next-generation wireless systems emphasize the importance of adopting strategies to manage the energy efficiency of mobile networks. In this demo, we showcase a framework…

Networking and Internet Architecture · Computer Science 2026-01-07 Matteo Bordin , Andrea Lacava , Michele Polese , Francesca Cuomo , Tommaso Melodia

We introduce the first end-to-end Deep Reinforcement Learning (DRL) based framework for active high frequency trading in the stock market. We train DRL agents to trade one unit of Intel Corporation stock by employing the Proximal Policy…

Machine Learning · Computer Science 2023-08-22 Antonio Briola , Jeremy Turiel , Riccardo Marcaccioli , Alvaro Cauderan , Tomaso Aste

Reinforcement Learning (RL) applied to financial problems has been the subject of a lively area of research. The use of RL for optimal trading strategies that exploit latent information in the market is, to the best of our knowledge, not…

Trading and Market Microstructure · Quantitative Finance 2025-11-04 Andrea Macrì , Sebastian Jaimungal , Fabrizio Lillo

Route planning is essential to mobile robot navigation problems. In recent years, deep reinforcement learning (DRL) has been applied to learning optimal planning policies in stochastic environments without prior knowledge. However, existing…

Robotics · Computer Science 2023-04-21 Xi Lin , Paul Szenher , John D. Martin , Brendan Englot

Mobile edge computing (MEC) allows appliances to offload workloads to neighboring MEC servers that have the potential for computation-intensive tasks with limited computational capabilities. This paper studied how deep reinforcement…

Information Theory · Computer Science 2025-06-04 Nguyen Chi Long , Trinh Van Chien , Ta Hai Tung , Van Son Nguyen , Trong-Minh Hoang , Nguyen Ngoc Hai Dang

Densely deployed base stations are responsible for the majority of the energy consumed in Radio access network (RAN). While these deployments are crucial to deliver the required data rate in busy hours of the day, the network can save…

Systems and Control · Electrical Eng. & Systems 2026-04-02 Xuanyu Liang , Ahmed Al-Tahmeesschi , Swarna Chetty , Cicek Cavdar , Berk Canberk , Hamed Ahmadi

Resource allocation plays a critical role in minimizing cycle time and improving the efficiency of business processes. Recently, Deep Reinforcement Learning (DRL) has emerged as a powerful technique to optimize resource allocation policies…

Machine Learning · Computer Science 2025-09-03 Jeroen Middelhuis , Zaharah Bukhsh , Ivo Adan , Remco Dijkman

We present a unifying framework for designing and analysing distributional reinforcement learning (DRL) algorithms in terms of recursively estimating statistics of the return distribution. Our key insight is that DRL algorithms can be…

Machine Learning · Statistics 2019-02-22 Mark Rowland , Robert Dadashi , Saurabh Kumar , Rémi Munos , Marc G. Bellemare , Will Dabney

For self-scheduling cascaded hydropower (S-CHP) facilities, medium-term planning is a critical step that coordinates water availability over the medium-term horizon, providing water usage guidance for their short-term operations in…

Systems and Control · Electrical Eng. & Systems 2025-01-10 Xianbang Chen , Yikui Liu , Neng Fan , Lei Wu

With the rapid deployment of the Internet of Things (IoT), fifth-generation (5G) and beyond 5G networks are required to support massive access of a huge number of devices over limited radio spectrum radio. In wireless networks, different…

Signal Processing · Electrical Eng. & Systems 2020-12-18 Helin Yang , Zehui Xiong , Jun Zhao , Dusit Niyato , Chau Yuen , Ruilong Deng

Flexible demand response (DR) resources can be leveraged to accommodate the stochasticity of some distributed energy resources. This paper develops an online learning approach that continuously estimates price sensitivities of residential…

Systems and Control · Computer Science 2020-04-28 Robert Mieth , Yury Dvorkin

Portfolio optimization is essential for balancing risk and return in financial decision-making. Deep Reinforcement Learning (DRL) has stood out as a cutting-edge tool for portfolio optimization that learns dynamic asset allocation using…

Machine Learning · Computer Science 2025-09-16 Himanshu Choudhary , Arishi Orra , Manoj Thakur

In this paper, a deep reinforcement learning (DRL) method is proposed to address the problem of UAV navigation in an unknown environment. However, DRL algorithms are limited by the data efficiency problem as they typically require a huge…

Robotics · Computer Science 2020-08-07 Lei He , Nabil Aouf , James F. Whidborne , Bifeng Song

In this paper, the downlink packet scheduling problem for cellular networks is modeled, which jointly optimizes throughput, fairness and packet drop rate. Two genie-aided heuristic search methods are employed to explore the solution space.…

Information Theory · Computer Science 2019-11-14 Chen Xu , Jian Wang , Tianhang Yu , Chuili Kong , Yourui Huangfu , Rong Li , Yiqun Ge , Jun Wang

Agricultural products are often subject to seasonal fluctuations in production and demand. Predicting and managing inventory levels in response to these variations can be challenging, leading to either excess inventory or stockouts.…

Artificial Intelligence · Computer Science 2025-07-23 Amandeep Kaur , Gyan Prakash

Green buildings (GBs) with renewable energy and building energy management systems (BEMS) enable efficient energy use and support sustainable development. Electric vehicles (EVs), as flexible storage resources, enhance system flexibility…

Systems and Control · Electrical Eng. & Systems 2025-06-24 Chi Liu , Zhezhuang Xu , Jiawei Zhou , Yazhou Yuan , Kai Ma , Meng Yuan

Progressing towards a new era of Artificial Intelligence (AI) - enabled wireless networks, concerns regarding the environmental impact of AI have been raised both in industry and academia. Federated Learning (FL) has emerged as a key…

Wireless sensor networks consist of randomly distributed sensor nodes for monitoring targets or areas of interest. Maintaining the network for continuous surveillance is a challenge due to the limited battery capacity in each sensor.…

Machine Learning · Computer Science 2023-10-03 Ngoc Bui , Phi Le Nguyen , Viet Anh Nguyen , Phan Thuan Do

Mobile energy storage systems (MESSs) provide mobility and flexibility to enhance distribution system resilience. The paper proposes a Markov decision process (MDP) formulation for an integrated service restoration strategy that coordinates…

Optimization and Control · Mathematics 2020-03-30 Shuhan Yao , Jiuxiang Gu , Peng Wang , Tianyang Zhao , Huajun Zhang , Xiaochuan Liu
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