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We study the dynamic portfolio selection of an investor who uses deep learning methods to forecast stock market excess returns. In a two-asset allocation problem, deep neural networks -- both feedforward and long short-term memory (LSTM)…

General Finance · Quantitative Finance 2026-02-16 Mykola Babiak , Jozef Barunik

To overcome the curses of dimensionality and modeling of Dynamic Programming (DP) methods to solve Markov Decision Process (MDP) problems, Reinforcement Learning (RL) methods are adopted in practice. Contrary to traditional RL algorithms…

Machine Learning · Computer Science 2021-08-24 Arghyadip Roy , Vivek Borkar , Abhay Karandikar , Prasanna Chaporkar

There has been a recent surge in interest in the application of artificial intelligence to automated trading. Reinforcement learning has been applied to single- and multi-instrument use cases, such as market making or portfolio management.…

Trading and Market Microstructure · Quantitative Finance 2020-04-16 Jonathan Sadighian

Reinforcement Learning (RL) allows learning non-trivial robot control laws purely from data. However, many successful applications of RL have relied on ad-hoc regularizations, such as hand-crafted curricula, to regularize the learning…

Machine Learning · Computer Science 2023-09-26 Pascal Klink , Florian Wolf , Kai Ploeger , Jan Peters , Joni Pajarinen

Scaling data and compute is critical to the success of modern ML. However, scaling demands predictability: we want methods to not only perform well with more compute or data, but also have their performance be predictable from small-scale…

Machine Learning · Computer Science 2025-07-28 Oleh Rybkin , Michal Nauman , Preston Fu , Charlie Snell , Pieter Abbeel , Sergey Levine , Aviral Kumar

Cryptocurrency markets are highly volatile and influenced by both price trends and market sentiment, making effective portfolio management challenging. This paper proposes a dynamic cryptocurrency portfolio strategy that integrates…

Computational Engineering, Finance, and Science · Computer Science 2026-03-05 Qizhao Chen

We propose a two-level, learning-based portfolio method (RL-BHRP) that spreads risk across sectors and stocks, and adjusts exposures as market conditions change. Using U.S. Equities from 2012 to mid-2025, we design the model using 2012 to…

Portfolio Management · Quantitative Finance 2025-08-19 Shaofeng Kang , Zeying Tian

Digital hardware is verified by comparing its behavior against a reference model on a range of randomly generated input signals. The random generation of the inputs hopes to achieve sufficient coverage of the different parts of the design.…

Hardware Architecture · Computer Science 2021-08-10 Aebel Joe Shibu , Sadhana S , Shilpa N , Pratyush Kumar

Closed-loop reservoir management (CLRM), in which history matching and production optimization are performed multiple times over the life of an asset, can provide significant improvement in the specified objective. These procedures are…

Machine Learning · Computer Science 2022-07-22 Yusuf Nasir , Louis J. Durlofsky

Offline reinforcement learning (RL) is vulnerable to real-world data corruption, with even robust algorithms failing under challenging observation and mixture corruptions. We posit this failure stems from data corruption creating sharp…

Machine Learning · Computer Science 2026-04-08 Le Xu , Jiayu Chen

Given its intuitive nature, many Cloud providers opt for threshold-based data replication to enable automatic resource scaling. However, setting thresholds effectively needs human intervention to calibrate thresholds for each metric and…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-10-17 Riad Mokadem , Fahem Arar , Djamel Eddine Zegour

Reinforcement learning from verifiable rewards (RLVR) has shown strong promise for LLM reasoning, but outcome-based RLVR remains inefficient on hard problems because correct final-answer rollouts are rare and sample-level credit assignment…

Machine Learning · Computer Science 2026-05-22 Xitai Jiang , Zihan Tang , Wenze Lin , Yang Yue , Shenzhi Wang , Gao Huang

Most reinforcement learning (RL) algorithms assume online access to the environment, in which one may readily interleave updates to the policy with experience collection using that policy. However, in many real-world applications such as…

Machine Learning · Computer Science 2020-06-24 Tatsuya Matsushima , Hiroki Furuta , Yutaka Matsuo , Ofir Nachum , Shixiang Gu

We study data corruption robustness for reinforcement learning with human feedback (RLHF) in an offline setting. Given an offline dataset of pairs of trajectories along with feedback about human preferences, an $\varepsilon$-fraction of the…

Machine Learning · Computer Science 2024-02-13 Debmalya Mandal , Andi Nika , Parameswaran Kamalaruban , Adish Singla , Goran Radanović

Offline reinforcement learning (RL) is suitable for safety-critical domains where online exploration is too costly or dangerous. In such safety-critical settings, decision-making should take into consideration the risk of catastrophic…

Machine Learning · Computer Science 2023-10-31 Marc Rigter , Bruno Lacerda , Nick Hawes

Risk-sensitive reinforcement learning (RL) is crucial for maintaining reliable performance in high-stakes applications. While traditional RL methods aim to learn a point estimate of the random cumulative cost, distributional RL (DRL) seeks…

Machine Learning · Computer Science 2025-02-03 Minheng Xiao , Xian Yu , Lei Ying

Aligning generative diffusion models with human preferences via reinforcement learning (RL) is critical yet challenging. Most existing algorithms are often vulnerable to reward hacking, such as quality degradation, over-stylization, or…

Offline reinforcement learning (RL) enables data-efficient and safe policy learning without online exploration, but its performance often degrades under distribution shift. The learned policy may visit out-of-distribution state-action pairs…

Artificial Intelligence · Computer Science 2026-03-17 Hongqiang Lin , Zhenghui Fu , Weihao Tang , Pengfei Wang , Yiding Sun , Qixian Huang , Dongxu Zhang

From cutting costs to improving customer experience, forecasting is the crux of retail supply chain management (SCM) and the key to better supply chain performance. Several retailers are using AI/ML models to gather datasets and provide…

Machine Learning · Computer Science 2021-04-30 Shaun D'Souza

Reward models (RMs) play a pivotal role in aligning large language models (LLMs) with human preferences. However, traditional RM training, which relies on response pairs tied to specific prompts, struggles to disentangle prompt-driven…