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Bayesian reinforcement learning (BRL) is a method that merges principles from Bayesian statistics and reinforcement learning to make optimal decisions in uncertain environments. As a model-based RL method, it has two key components: (1)…

Machine Learning · Statistics 2025-06-03 Shreya Sinha Roy , Richard G. Everitt , Christian P. Robert , Ritabrata Dutta

Portfolio management via reinforcement learning is at the forefront of fintech research, which explores how to optimally reallocate a fund into different financial assets over the long term by trial-and-error. Existing methods are…

Artificial Intelligence · Computer Science 2021-02-09 Rundong Wang , Hongxin Wei , Bo An , Zhouyan Feng , Jun Yao

Reinforcement learning (RL) is a framework to optimize a control policy using rewards that are revealed by the system as a response to a control action. In its standard form, RL involves a single agent that uses its policy to accomplish a…

Systems and Control · Electrical Eng. & Systems 2021-11-24 Juan Cervino , Juan Andres Bazerque , Miguel Calvo-Fullana , Alejandro Ribeiro

Standard regression techniques, while powerful, are often constrained by predefined, differentiable loss functions such as mean squared error. These functions may not fully capture the desired behavior of a system, especially when dealing…

Machine Learning · Computer Science 2025-08-04 Yongchao Huang

Can machine learning help us make better decisions about a changing planet? In this paper, we illustrate and discuss the potential of a promising corner of machine learning known as _reinforcement learning_ (RL) to help tackle the most…

Machine Learning · Computer Science 2021-06-16 Marcus Lapeyrolerie , Melissa S. Chapman , Kari E. A. Norman , Carl Boettiger

As safety violations can lead to severe consequences in real-world robotic applications, the increasing deployment of Reinforcement Learning (RL) in robotic domains has propelled the study of safe exploration for reinforcement learning…

Artificial Intelligence · Computer Science 2022-09-21 Hanping Zhang , Yuhong Guo

Reinforcement learning (RL) is frequently used to increase performance in text generation tasks, including machine translation (MT), notably through the use of Minimum Risk Training (MRT) and Generative Adversarial Networks (GAN). However,…

Computation and Language · Computer Science 2020-01-16 Leshem Choshen , Lior Fox , Zohar Aizenbud , Omri Abend

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

Recent studies have shown that reinforcement learning (RL) is an effective approach for improving the performance of neural machine translation (NMT) system. However, due to its instability, successfully RL training is challenging,…

Machine Learning · Computer Science 2018-08-28 Lijun Wu , Fei Tian , Tao Qin , Jianhuang Lai , Tie-Yan Liu

From out-competing grandmasters in chess to informing high-stakes healthcare decisions, emerging methods from artificial intelligence are increasingly capable of making complex and strategic decisions in diverse, high-dimensional, and…

Computers and Society · Computer Science 2024-03-05 Melissa Chapman , Lily Xu , Marcus Lapeyrolerie , Carl Boettiger

Reinforcement Learning (RL)-based control system has received considerable attention in recent decades. However, in many real-world problems, such as Batch Process Control, the environment is uncertain, which requires expensive interaction…

Machine Learning · Computer Science 2022-11-03 Peng Zhang , Yawen Huang , Bingzhang Hu , Shizheng Wang , Haoran Duan , Noura Al Moubayed , Yefeng Zheng , Yang Long

The popularity of deep reinforcement learning (DRL) methods in economics have been exponentially increased. DRL through a wide range of capabilities from reinforcement learning (RL) and deep learning (DL) for handling sophisticated dynamic…

Statistical Finance · Quantitative Finance 2020-04-06 Amir Mosavi , Pedram Ghamisi , Yaser Faghan , Puhong Duan

In this work, we first describe a framework for the application of Reinforcement Learning (RL) control to a radar system that operates in a congested spectral setting. We then compare the utility of several RL algorithms through a…

Machine Learning · Computer Science 2020-06-24 Charles E. Thornton , R. Michael Buehrer , Anthony F. Martone , Kelly D. Sherbondy

Training a deep neural network to maximize a target objective has become the standard recipe for successful machine learning over the last decade. These networks can be optimized with supervised learning, if the target objective is…

Machine Learning · Computer Science 2025-05-12 Bernhard Jaeger , Andreas Geiger

In the world of advice and financial planning, there is seldom one right answer. While traditional algorithms have been successful in solving linear problems, its success often depends on choosing the right features from a dataset, which…

Statistical Finance · Quantitative Finance 2021-10-26 Shareefuddin Mohammed , Rusty Bealer , Jason Cohen

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

In recent years deep reinforcement learning (RL) systems have attained superhuman performance in a number of challenging task domains. However, a major limitation of such applications is their demand for massive amounts of training data. A…

Over the recent years, Reinforcement Learning combined with Deep Learning techniques has successfully proven to solve complex problems in various domains, including robotics, self-driving cars, and finance. In this paper, we are introducing…

Machine Learning · Computer Science 2023-09-19 Petr Bobák , Ladislav Čmolík , Martin Čadík

The process of meta-learning algorithms from data, instead of relying on manual design, is growing in popularity as a paradigm for improving the performance of machine learning systems. Meta-learning shows particular promise for…

Machine Learning · Computer Science 2025-09-11 Alexander David Goldie , Zilin Wang , Jaron Cohen , Jakob Nicolaus Foerster , Shimon Whiteson

The sequential nature of decision-making in financial asset trading aligns naturally with the reinforcement learning (RL) framework, making RL a common approach in this domain. However, the low signal-to-noise ratio in financial markets…

Machine Learning · Computer Science 2024-11-14 Sven Goluža , Tomislav Kovačević , Stjepan Begušić , Zvonko Kostanjčar