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In this project, we investigate the accuracy of forecasting intraday and daily trading volume of the exchange-traded fund SPY. The ability to forecast volume over varying time intervals with high accuracy is a critical element to many…

Applications · Statistics 2024-06-26 Ananya Krishnan , Martin Pollack , Alma Cooper

This paper proposes a novel Reinforcement Learning (RL) approach for sim-to-real policy transfer of Vertical Take-Off and Landing Unmanned Aerial Vehicle (VTOL-UAV). The proposed approach is designed for VTOL-UAV landing on offshore docking…

Robotics · Computer Science 2024-08-01 Ali M. Ali , Aryaman Gupta , Hashim A. Hashim

Model-Free Reinforcement Learning has achieved meaningful results in stable environments but, to this day, it remains problematic in regime changing environments like financial markets. In contrast, model-based RL is able to capture some…

Machine Learning · Computer Science 2021-04-23 Eric Benhamou , David Saltiel , Serge Tabachnik , Sui Kai Wong , François Chareyron

A dialogue policy module is an essential part of task-completion dialogue systems. Recently, increasing interest has focused on reinforcement learning (RL)-based dialogue policy. Its favorable performance and wise action decisions rely on…

Computation and Language · Computer Science 2024-04-16 Chang Tian , Wenpeng Yin , Marie-Francine Moens

Reinforcement learning (RL) is already widely applied to applications such as robotics, but it is only sparsely used in sensor management. In this paper, we apply the popular Proximal Policy Optimization (PPO) approach to a multi-agent UAV…

Robotics · Computer Science 2022-10-21 André Brandenburger , Folker Hoffmann , Alexander Charlish

While recent self-training approaches have reduced reliance on human-labeled data for aligning LLMs, they still face critical limitations: (i) sensitivity to synthetic data quality, leading to instability and bias amplification in iterative…

Computation and Language · Computer Science 2026-05-12 Wu Li , Yigeng Zhou , Zesheng Shi , Yequan Wang , Min Zhang , Jing Li

Collaborative autonomous multi-agent systems covering a specified area have many potential applications, such as UAV search and rescue, forest fire fighting, and real-time high-resolution monitoring. Traditional approaches for such coverage…

Robotics · Computer Science 2023-10-17 Xinyu Zhao , Razvan C. Fetecau , Mo Chen

This paper presents a deep reinforcement learning (DRL) framework for dynamic portfolio optimization under market uncertainty and risk. The proposed model integrates a Sharpe ratio-based reward function with direct risk control mechanisms,…

Portfolio Management · Quantitative Finance 2025-11-17 Emmanuel Lwele , Sabuni Emmanuel , Sitali Gabriel Sitali

In this thesis, we develop a comprehensive account of the expressive power, modelling efficiency, and performance advantages of so-called trading agents (i.e., Deep Soft Recurrent Q-Network (DSRQN) and Mixture of Score Machines (MSM)),…

Portfolio Management · Quantitative Finance 2019-09-23 Angelos Filos

We propose a hybrid quantum-classical reinforcement learning framework for sector rotation in the Taiwan stock market. Our system employs Proximal Policy Optimization (PPO) as the backbone algorithm and integrates both classical…

Quantum Physics · Physics 2025-10-21 Chi-Sheng Chen , Xinyu Zhang , Ya-Chuan Chen

Reinforcement learning is explored as a candidate machine learning technique to enhance existing analytical solutions for optimal trade execution with elements from the market microstructure. Given a volume-to-trade, fixed time horizon and…

Trading and Market Microstructure · Quantitative Finance 2016-02-19 Dieter Hendricks , Diane Wilcox

Proximal Policy Optimization (PPO) is among the most widely used deep reinforcement learning algorithms, yet its theoretical foundations remain incomplete. Most importantly, convergence and understanding of fundamental PPO advantages remain…

Machine Learning · Computer Science 2026-02-04 Leif Doering , Daniel Schmidt , Moritz Melcher , Sebastian Kassing , Benedikt Wille , Tilman Aach , Simon Weissmann

Humanoid whole-body locomotion control is a critical approach for humanoid robots to leverage their inherent advantages. Learning-based control methods derived from retargeted human motion data provide an effective means of addressing this…

Robotics · Computer Science 2025-10-08 Zewen He , Chenyuan Chen , Dilshod Azizov , Yoshihiko Nakamura

Predicting intraday trading volume plays an important role in trading alpha research. Existing methods such as rolling means(RM) and a two-states based Kalman Filtering method have been presented in this topic. We extend two states into…

Statistical Finance · Quantitative Finance 2021-07-19 Shaojun Ma , Pengcheng Li

This report presents our reinforcement learning-based approach for the swing-up and stabilisation tasks of the acrobot and pendubot, tailored specifcially to the updated guidelines of the 3rd AI Olympics at ICRA 2025. Building upon our…

Robotics · Computer Science 2025-05-13 Jean Seong Bjorn Choe , Bumkyu Choi , Jong-kook Kim

In this paper we explore the usage of deep reinforcement learning algorithms to automatically generate consistently profitable, robust, uncorrelated trading signals in any general financial market. In order to do this, we present a novel…

Computational Finance · Quantitative Finance 2019-12-17 Souradeep Chakraborty

We propose a reinforcement learning (RL) framework that leverages multimodal data including historical stock prices, sentiment analysis, and topic embeddings from news articles, to optimize trading strategies for SP100 stocks. Building upon…

Portfolio Management · Quantitative Finance 2024-12-24 Sumit Nawathe , Ravi Panguluri , James Zhang , Sashwat Venkatesh

Vision-language pre-training (VLP) models, trained on large-scale image-text pairs, have become widely used across a variety of downstream vision-and-language (V+L) tasks. This widespread adoption raises concerns about their vulnerability…

Computer Vision and Pattern Recognition · Computer Science 2024-10-17 Fan Yang , Yihao Huang , Kailong Wang , Ling Shi , Geguang Pu , Yang Liu , Haoyu Wang

This paper presents a novel reinforcement learning framework for trajectory tracking of unmanned aerial vehicles in cluttered environments using a dual-agent architecture. Traditional optimization methods for trajectory tracking face…

Robotics · Computer Science 2024-11-01 Shaswat Garg , Houman Masnavi , Baris Fidan , Farrokh Janabi-Sharifi

The financial market is known to be highly sensitive to news. Therefore, effectively incorporating news data into quantitative trading remains an important challenge. Existing approaches typically rely on manually designed rules and/or…

Computational Finance · Quantitative Finance 2025-10-23 Qing-Yu Lan , Zhan-He Wang , Jun-Qian Jiang , Yu-Tong Wang , Yun-Song Piao