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This paper presents an approach for learning Model Predictive Control (MPC) schemes directly from data using Reinforcement Learning (RL) methods. The state-of-the-art learning methods use RL to improve the performance of parameterized MPC…

Systems and Control · Electrical Eng. & Systems 2023-01-05 Shambhuraj Sawant , Akhil S Anand , Dirk Reinhardt , Sebastien Gros

Process reward models (PRMs) allow for fine-grained credit assignment in reinforcement learning (RL), and seemingly contrast with outcome reward models (ORMs), which assign a single reward to an entire trajectory. However, we provide…

Machine Learning · Computer Science 2026-05-29 Michael Sullivan , Alexander Koller

Applications of Reinforcement Learning in the Finance Technology (Fintech) have acquired a lot of admiration lately. Undoubtedly Reinforcement Learning, through its vast competence and proficiency, has aided remarkable results in the field…

Computational Finance · Quantitative Finance 2023-05-15 Nadeem Malibari , Iyad Katib , Rashid Mehmood

This paper presents a deep learning framework based on Long Short-term Memory Network(LSTM) that predicts price movement of cryptocurrencies from trade-by-trade data. The main focus of this study is on predicting short-term price changes in…

Statistical Finance · Quantitative Finance 2020-10-16 Qi Zhao

Deep Reinforcement Learning approaches to Online Portfolio Selection have grown in popularity in recent years. The sensitive nature of training Reinforcement Learning agents implies a need for extensive efforts in market representation,…

Machine Learning · Computer Science 2024-01-17 Marc Velay , Bich-Liên Doan , Arpad Rimmel , Fabrice Popineau , Fabrice Daniel

Since the introduction of the GRPO algorithm, reinforcement learning (RL) has attracted increasing attention for LLM post-training, yet training efficiency remains a critical challenge. In mainstream RL frameworks, inference and training…

Machine Learning · Computer Science 2026-05-05 Jian Lu

Portfolio Management is the process of overseeing a group of investments, referred to as a portfolio, with the objective of achieving predetermined investment goals. Portfolio optimization is a key component that involves allocating the…

Portfolio Management · Quantitative Finance 2026-02-20 Srijan Sood , Kassiani Papasotiriou , Marius Vaiciulis , Tucker Balch

Reinforcement learning with verifiable rewards (RLVR) has proven effective in training large reasoning models (LRMs) by leveraging answer-verifiable signals to guide policy optimization, which, however, suffers from high annotation costs.…

Machine Learning · Computer Science 2025-12-16 Shenzhi Yang , Guangcheng Zhu , Xing Zheng , Yingfan MA , Zhongqi Chen , Bowen Song , Weiqiang Wang , Junbo Zhao , Gang Chen , Haobo Wang

While off-policy reinforcement learning (RL) algorithms are sample efficient due to gradient-based updates and data reuse in the replay buffer, they struggle with convergence to local optima due to limited exploration. On the other hand,…

Machine Learning · Computer Science 2023-05-05 Bowen Zheng , Ran Cheng

Payment channel networks (PCNs) are a layer-2 blockchain scalability solution, with its main entity, the payment channel, enabling transactions between pairs of nodes "off-chain," thus reducing the burden on the layer-1 network. Nodes with…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-10-10 Nikolaos Papadis , Leandros Tassiulas

Cryptocurrencies have become a popular and widely researched topic of interest in recent years for investors and scholars. In order to make informed investment decisions, it is essential to comprehend the factors that impact cryptocurrency…

Statistical Finance · Quantitative Finance 2023-08-21 Abdulrezzak Zekiye , Semih Utku , Fadi Amroush , Oznur Ozkasap

Reinforcement learning (RL) has shown great promise with algorithms learning in environments with large state and action spaces purely from scalar reward signals. A crucial challenge for current deep RL algorithms is that they require a…

Machine Learning · Computer Science 2023-11-23 Shivakanth Sujit , Pedro H. M. Braga , Jorg Bornschein , Samira Ebrahimi Kahou

We study off-dynamics Reinforcement Learning (RL), where the policy is trained on a source domain and deployed to a distinct target domain. We aim to solve this problem via online distributionally robust Markov decision processes (DRMDPs),…

Machine Learning · Computer Science 2024-02-26 Zhishuai Liu , Pan Xu

Recent advances in large reasoning models have leveraged reinforcement learning with verifiable rewards (RLVR) to improve reasoning capabilities. However, scaling these methods typically requires extensive rollout computation and large…

Machine Learning · Computer Science 2025-09-03 Xinyu Tang , Zhenduo Zhang , Yurou Liu , Wayne Xin Zhao , Zujie Wen , Zhiqiang Zhang , Jun Zhou

Solving portfolio management problems using deep reinforcement learning has been getting much attention in finance for a few years. We have proposed a new method using experts signals and historical price data to feed into our reinforcement…

Computational Finance · Quantitative Finance 2023-01-02 MohammadAmin Fazli , Mahdi Lashkari , Hamed Taherkhani , Jafar Habibi

Offline reinforcement learning has become one of the most practical RL settings. However, most existing works on offline RL focus on the standard setting with scalar reward feedback. It remains unknown how to universally transfer the…

Machine Learning · Computer Science 2024-10-25 Yinglun Xu , David Zhu , Rohan Gumaste , Gagandeep Singh

Fine-tuning Large Language Models (LLMs) typically relies on large quantities of high-quality annotated data, or questions with well-defined ground truth answers in the case of Reinforcement Learning with Verifiable Rewards (RLVR). While…

Artificial Intelligence · Computer Science 2026-04-21 Justin Bauer , Thomas Walshe , Derek Pham , Harit Vishwakarma , Armin Parchami , Frederic Sala , Paroma Varma

The integration of reinforcement learning (RL) into large language models (LLMs) has opened new opportunities for recommender systems by eliciting reasoning and improving user preference modeling. However, RL-based LLM recommendation faces…

Information Retrieval · Computer Science 2026-02-05 Lin Wang , Yang Zhang , Jingfan Chen , Xiaoyan Zhao , Fengbin Zhu , Qing Li , Tat-Seng Chua

Reinforcement learning (RL) has shown great success in estimating sequential treatment strategies which take into account patient heterogeneity. However, health-outcome information, which is used as the reward for reinforcement learning…

Machine Learning · Computer Science 2021-02-24 Aaron Sonabend-W , Nilanjana Laha , Ashwin N. Ananthakrishnan , Tianxi Cai , Rajarshi Mukherjee

The recent development of reinforcement learning (RL) has boosted the adoption of online RL for wireless radio resource management (RRM). However, online RL algorithms require direct interactions with the environment, which may be…

Information Theory · Computer Science 2023-11-21 Kun Yang , Cong Shen , Jing Yang , Shu-ping Yeh , Jerry Sydir