English
Related papers

Related papers: Reinforcement Learning for Financial Index Trackin…

200 papers

Reinforcement learning (RL) has emerged as a transformative approach for financial trading, enabling dynamic strategy optimization in complex markets. This study explores the integration of sentiment analysis, derived from large language…

Computational Finance · Quantitative Finance 2024-11-19 Ananya Unnikrishnan

Developing professional, structured reasoning on par with human financial analysts and traders remains a central challenge in AI for finance, where markets demand interpretability and trust. Traditional time-series models lack…

Trading and Market Microstructure · Quantitative Finance 2025-09-16 Yijia Xiao , Edward Sun , Tong Chen , Fang Wu , Di Luo , Wei Wang

Attention-based sequential recommendation methods have shown promise in accurately capturing users' evolving interests from their past interactions. Recent research has also explored the integration of reinforcement learning (RL) into these…

Machine Learning · Computer Science 2024-04-19 Melissa Mozifian , Tristan Sylvain , Dave Evans , Lili Meng

In recent years, quantitative investment methods combined with artificial intelligence have attracted more and more attention from investors and researchers. Existing related methods based on the supervised learning are not very suitable…

Machine Learning · Computer Science 2021-05-11 Sihang Chen , Weiqi Luo , Chao Yu

Reinforcement learning can interact with the environment and is suitable for applications in decision control systems. Therefore, we used the reinforcement learning method to establish a foreign exchange transaction, avoiding the…

Machine Learning · Computer Science 2020-06-05 Yun-Cheng Tsai , Chun-Chieh Wang

This paper bridges reinforcement learning (RL) and risk-sensitive stochastic control by introducing a tractable exploration mechanism for policy search in risk-sensitive portfolio management, with known and unknown model parameters, that…

Portfolio Management · Quantitative Finance 2026-03-03 Sebastien Lleo , Wolfgang Runggaldier

Traditional reinforcement learning (RL) aims to maximize the expected total reward, while the risk of uncertain outcomes needs to be controlled to ensure reliable performance in a risk-averse setting. In this paper, we consider the problem…

Machine Learning · Computer Science 2023-01-18 Xian Yu , Siqian Shen

This paper describes a purely data-driven solution to a class of sequential decision-making problems with a large number of concurrent online decisions, with applications to computing systems and operations research. We assume that while…

Artificial Intelligence · Computer Science 2019-10-02 Hardik Meisheri , Vinita Baniwal , Nazneen N Sultana , Balaraman Ravindran , Harshad Khadilkar

Linear temporal logic (LTL) is a powerful language for task specification in reinforcement learning, as it allows describing objectives beyond the expressivity of conventional discounted return formulations. Nonetheless, recent works have…

Machine Learning · Computer Science 2025-06-11 Marco Bagatella , Andreas Krause , Georg Martius

The capability to autonomously track a non-cooperative target is a key technological requirement for micro aerial vehicles. In this paper, we propose an output feedback control scheme based on deep reinforcement learning for controlling a…

Robotics · Computer Science 2024-02-08 Alberto Dionigi , Mirko Leomanni , Alessandro Saviolo , Giuseppe Loianno , Gabriele Costante

In this work, we address the problem of determining reliable policies in reinforcement learning (RL), with a focus on optimization under uncertainty and the need for performance guarantees. While classical RL algorithms aim at maximizing…

Machine Learning · Computer Science 2025-10-22 Nadir Farhi

Stock trading strategy plays a crucial role in investment companies. However, it is challenging to obtain optimal strategy in the complex and dynamic stock market. We explore the potential of deep reinforcement learning to optimize stock…

Machine Learning · Computer Science 2022-08-02 Xiao-Yang Liu , Zhuoran Xiong , Shan Zhong , Hongyang Yang , Anwar Walid

In this paper we introduce a fully end-to-end approach for visual tracking in videos that learns to predict the bounding box locations of a target object at every frame. An important insight is that the tracking problem can be considered as…

Computer Vision and Pattern Recognition · Computer Science 2017-04-12 Da Zhang , Hamid Maei , Xin Wang , Yuan-Fang Wang

Safely navigating through an urban environment without violating any traffic rules is a crucial performance target for reliable autonomous driving. In this paper, we present a Reinforcement Learning (RL) based methodology to DEtect and FIX…

Robotics · Computer Science 2025-07-21 Resul Dagdanov , Feyza Eksen , Halil Durmus , Ferhat Yurdakul , Nazim Kemal Ure

In recent years, deep Reinforcement Learning (RL) has been successful in various combinatorial search domains, such as two-player games and scientific discovery. However, directly applying deep RL in planning domains is still challenging.…

Artificial Intelligence · Computer Science 2022-09-21 Dieqiao Feng , Carla P. Gomes , Bart Selman

Cryptocurrency is a cryptography-based digital asset with extremely volatile prices. Around USD 70 billion worth of cryptocurrency is traded daily on exchanges. Trading cryptocurrency is difficult due to the inherent volatility of the…

Computational Finance · Quantitative Finance 2024-12-12 Hongshen Yang , Avinash Malik

Alpha factor mining aims to discover investment signals from the historical financial market data, which can be used to predict asset returns and gain excess profits. Powerful deep learning methods for alpha factor mining lack…

Computational Finance · Quantitative Finance 2025-06-18 Junjie Zhao , Chengxi Zhang , Min Qin , Peng Yang

Reinforcement learning significantly enhances LLM capabilities but suffers from a critical issue: length inflation, where models adopt verbosity or inefficient reasoning to maximize rewards. Prior approaches struggle to address this…

Machine Learning · Computer Science 2026-03-12 Zichao Li , Jie Lou , Fangchen Dong , Zhiyuan Fan , Mengjie Ren , Hongyu Lin , Xianpei Han , Debing Zhang , Le Sun , Yaojie Lu , Xing Yu

We propose a control framework that integrates model-based bipedal locomotion with residual reinforcement learning (RL) to achieve robust and adaptive walking in the presence of real-world uncertainties. Our approach leverages a model-based…

Robotics · Computer Science 2026-01-23 Yashuai Yan , Tobias Egle , Christian Ott , Dongheui Lee

We investigate an entropy-regularized reinforcement learning (RL) approach to optimal stopping problems motivated by real option models. Classical stopping rules are strict and non-randomized, limiting natural exploration in RL settings. To…

Optimization and Control · Mathematics 2026-02-18 Jodi Dianetti , Giorgio Ferrari , Renyuan Xu
‹ Prev 1 8 9 10 Next ›