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Deep reinforcement learning has proven remarkably useful in training agents from unstructured data. However, the opacity of the produced agents makes it difficult to ensure that they adhere to various requirements posed by human engineers.…

Machine Learning · Computer Science 2022-02-10 Raz Yerushalmi , Guy Amir , Achiya Elyasaf , David Harel , Guy Katz , Assaf Marron

As a model-free algorithm, deep reinforcement learning (DRL) agent learns and makes decisions by interacting with the environment in an unsupervised way. In recent years, DRL algorithms have been widely applied by scholars for portfolio…

Portfolio Management · Quantitative Finance 2024-02-27 Ruoyu Sun , Angelos Stefanidis , Zhengyong Jiang , Jionglong Su

Recent research has confirmed the feasibility of backdoor attacks in deep reinforcement learning (RL) systems. However, the existing attacks require the ability to arbitrarily modify an agent's observation, constraining the application…

Cryptography and Security · Computer Science 2021-12-14 Lun Wang , Zaynah Javed , Xian Wu , Wenbo Guo , Xinyu Xing , Dawn Song

Due to the proliferation of renewable energy and its intrinsic intermittency and stochasticity, current power systems face severe operational challenges. Data-driven decision-making algorithms from reinforcement learning (RL) offer a…

Systems and Control · Electrical Eng. & Systems 2021-10-20 Alexander Pan , Yongkyun Lee , Huan Zhang , Yize Chen , Yuanyuan Shi

Deep learning is a powerful weapon to boost application performance in many fields, including face recognition, object detection, image classification, natural language understanding, and recommendation system. With the rapid increase in…

Software Engineering · Computer Science 2021-07-28 Hongchen Cao , Shuai Li , Yuming Zhou , Ming Fan , Xuejiao Zhao , Yutian Tang

Can an agent learn efficiently in a noisy and self adapting environment with sequential, non-stationary and non-homogeneous observations? Through trading bots, we illustrate how Deep Reinforcement Learning (DRL) can tackle this challenge.…

Machine Learning · Computer Science 2020-10-19 Eric Benhamou , David Saltiel , Sandrine Ungari , Abhishek Mukhopadhyay , Jamal Atif

The security of Deep Reinforcement Learning (Deep RL) algorithms deployed in real life applications are of a primary concern. In particular, the robustness of RL agents in cyber-physical systems against adversarial attacks are especially…

Machine Learning · Computer Science 2019-07-01 Xian Yeow Lee , Aaron Havens , Girish Chowdhary , Soumik Sarkar

Deep learning (DL) is becoming popular as a new tool for many applications in wireless communication systems. However, for many classification tasks (e.g., modulation classification) it has been shown that DL-based wireless systems are…

Information Theory · Computer Science 2021-01-29 B. R. Manoj , Meysam Sadeghi , Erik G. Larsson

We explore deep Reinforcement Learning(RL) algorithms for scalping trading and knew that there is no appropriate trading gym and agent examples. Thus we propose gym and agent like Open AI gym in finance. Not only that, we introduce new RL…

Artificial Intelligence · Computer Science 2019-04-02 Uk Jo , Taehyun Jo , Wanjun Kim , Iljoo Yoon , Dongseok Lee , Seungho Lee

Deep reinforcement learning has recently made significant progress in solving computer games and robotic control tasks. A known problem, though, is that policies overfit to the training environment and may not avoid rare, catastrophic…

Machine Learning · Computer Science 2019-04-02 Xinlei Pan , Daniel Seita , Yang Gao , John Canny

Deep reinforcement learning has shown promising results in learning control policies for complex sequential decision-making tasks. However, these neural network-based policies are known to be vulnerable to adversarial examples. This…

Computer Vision and Pattern Recognition · Computer Science 2017-10-04 Yen-Chen Lin , Ming-Yu Liu , Min Sun , Jia-Bin Huang

Reinforcement learning (RL) has been an important machine learning paradigm for solving long-horizon sequential decision-making problems under uncertainty. By integrating deep neural networks (DNNs) into the RL framework, deep reinforcement…

Machine Learning · Computer Science 2025-10-14 Qizhou Peng , Yang Zheng , Yu Wen , Yanna Wu , Yingying Du

Deep Reinforcement Learning (DRL) connects the classic Reinforcement Learning algorithms with Deep Neural Networks. A problem in DRL is that CNNs are black-boxes and it is hard to understand the decision-making process of agents. In order…

Machine Learning · Computer Science 2020-12-03 Matthias Rosynski , Frank Kirchner , Matias Valdenegro-Toro

Deep Reinforcement Learning (DRL) algorithms can scale to previously intractable problems. The automation of profit generation in the stock market is possible using DRL, by combining the financial assets price "prediction" step and the…

Trading and Market Microstructure · Quantitative Finance 2022-09-20 Taylan Kabbani , Ekrem Duman

Recently, deep reinforcement learning (DRL) has emerged as a promising approach for robotic control. However, the deployment of DRL in real-world robots is hindered by its sensitivity to environmental perturbations. While existing whitebox…

Machine Learning · Computer Science 2025-03-27 Zongyuan Zhang , Tianyang Duan , Zheng Lin , Dong Huang , Zihan Fang , Zekai Sun , Ling Xiong , Hongbin Liang , Heming Cui , Yong Cui

Control policies, trained using the Deep Reinforcement Learning, have been recently shown to be vulnerable to adversarial attacks introducing even very small perturbations to the policy input. The attacks proposed so far have been designed…

Machine Learning · Computer Science 2019-08-02 Alessio Russo , Alexandre Proutiere

Algorithmic trading or Financial robots have been conquering the stock markets with their ability to fathom complex statistical trading strategies. But with the recent development of deep learning technologies, these strategies are becoming…

Portfolio Management · Quantitative Finance 2024-05-06 Ashish Anil Pawar , Vishnureddy Prashant Muskawar , Ritesh Tiku

This study investigates behavior-targeted attacks on reinforcement learning and their countermeasures. Behavior-targeted attacks aim to manipulate the victim's behavior as desired by the adversary through adversarial interventions in state…

Machine Learning · Computer Science 2026-02-18 Shojiro Yamabe , Kazuto Fukuchi , Jun Sakuma

Generating asset-specific trading signals based on the financial conditions of the assets is one of the challenging problems in automated trading. Various asset trading rules are proposed experimentally based on different technical analysis…

Artificial Intelligence · Computer Science 2020-10-28 Mehran Taghian , Ahmad Asadi , Reza Safabakhsh

We address adversarial attacks on the actuators at the joints of legged robots trained by deep reinforcement learning. The vulnerability to the joint attacks can significantly impact the safety and robustness of legged robots. In this…

Robotics · Computer Science 2022-11-22 Takuto Otomo , Hiroshi Kera , Kazuhiko Kawamoto