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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

Financial trading has been widely analyzed for decades with market participants and academics always looking for advanced methods to improve trading performance. Deep reinforcement learning (DRL), a recently reinvigorated method with…

Trading and Market Microstructure · Quantitative Finance 2021-06-17 Ali Hirsa , Joerg Osterrieder , Branka Hadji-Misheva , Jan-Alexander Posth

Reinforcement Learning (RL) is an important machine learning paradigm for solving sequential decision-making problems. Recent years have witnessed remarkable progress in this field due to the rapid development of deep neural networks.…

Machine Learning · Computer Science 2026-04-08 Chaofan Pan , Xin Yang , Yanhua Li , Wei Wei , Tianrui Li , Bo An , Jiye Liang

Reinforcement Learning (RL) is a popular machine learning paradigm where intelligent agents interact with the environment to fulfill a long-term goal. Driven by the resurgence of deep learning, Deep RL (DRL) has witnessed great success over…

Machine Learning · Computer Science 2025-09-01 Yunpeng Qing , Shunyu Liu , Jie Song , Yang Zhou , Kaixuan Chen , Huiqiong Wang , Mingli Song

While Large Language Model (LLM) agents show promise in automated trading, they still face critical limitations. Prominent multi-agent frameworks often suffer from inefficiency, produce inconsistent signals, and lack the end-to-end…

Computational Engineering, Finance, and Science · Computer Science 2026-04-21 Zheye Deng , Weixiang Yan , Changlong Yu , Jiashu Wang

In today's forex market traders increasingly turn to algorithmic trading, leveraging computers to seek more profits. Deep learning techniques as cutting-edge advancements in machine learning, capable of identifying patterns in financial…

Computational Engineering, Finance, and Science · Computer Science 2024-08-31 Davoud Sarani , Parviz Rashidi-Khazaee

With the increasing power of computers and the rapid development of self-learning methodologies such as machine learning and artificial intelligence, the problem of constructing an automatic Financial Trading Systems (FTFs) becomes an…

Trading and Market Microstructure · Quantitative Finance 2019-08-29 Haoqian Li , Thomas Lau

Query optimization is a crucial component for the efficacy of Retrieval-Augmented Generation (RAG) systems. While reinforcement learning (RL)-based agentic and reasoning methods have recently emerged as a promising direction on query…

Artificial Intelligence · Computer Science 2026-01-30 Wei Wen , Sihang Deng , Tianjun Wei , Keyu Chen , Ruizhi Qiao , Xing Sun

Reinforcement Learning (RL), a subfield of Artificial Intelligence (AI), focuses on training agents to make decisions by interacting with their environment to maximize cumulative rewards. This paper provides an overview of RL, covering its…

Artificial Intelligence · Computer Science 2024-12-04 Majid Ghasemi , Dariush Ebrahimi

Reinforcement learning (RL) agents with pre-specified reward functions cannot provide guaranteed safety across variety of circumstances that an uncertain system might encounter. To guarantee performance while assuring satisfaction of safety…

Artificial Intelligence · Computer Science 2021-04-20 Aquib Mustafa , Majid Mazouchi , Subramanya Nageshrao , Hamidreza Modares

In this paper, we propose a Deep Reinforcement Learning (RL) framework for task arrangement, which is a critical problem for the success of crowdsourcing platforms. Previous works conduct the personalized recommendation of tasks to workers…

Machine Learning · Computer Science 2019-11-05 Caihua Shan , Nikos Mamoulis , Reynold Cheng , Guoliang Li , Xiang Li , Yuqiu Qian

Broad Explainable Artificial Intelligence moves away from interpreting individual decisions based on a single datum and aims to provide integrated explanations from multiple machine learning algorithms into a coherent explanation of an…

Artificial Intelligence · Computer Science 2021-08-23 Richard Dazeley , Peter Vamplew , Francisco Cruz

Reinforcement learning (RL) techniques have shown great success in many challenging quantitative trading tasks, such as portfolio management and algorithmic trading. Especially, intraday trading is one of the most profitable and risky tasks…

Trading and Market Microstructure · Quantitative Finance 2022-08-23 Shuo Sun , Wanqi Xue , Rundong Wang , Xu He , Junlei Zhu , Jian Li , Bo An

Artificial Intelligence (AI) and Machine Learning (ML) are transforming the domain of Quantitative Trading (QT) through the deployment of advanced algorithms capable of sifting through extensive financial datasets to pinpoint lucrative…

Trading and Market Microstructure · Quantitative Finance 2023-12-27 Maochun Xu , Zixun Lan , Zheng Tao , Jiawei Du , Zongao Ye

High-frequency trading (HFT) uses computer algorithms to make trading decisions in short time scales (e.g., second-level), which is widely used in the Cryptocurrency (Crypto) market (e.g., Bitcoin). Reinforcement learning (RL) in financial…

Trading and Market Microstructure · Quantitative Finance 2023-09-25 Molei Qin , Shuo Sun , Wentao Zhang , Haochong Xia , Xinrun Wang , Bo An

Deep Reinforcement Learning (or just "RL") is gaining popularity for industrial and research applications. However, it still suffers from some key limits slowing down its widespread adoption. Its performance is sensitive to initial…

Machine Learning · Computer Science 2022-08-31 Pierrick Pochelu , Serge G. Petiton , Bruno Conche

While Reinforcement Learning (RL) achieves tremendous success in sequential decision-making problems of many domains, it still faces key challenges of data inefficiency and the lack of interpretability. Interestingly, many researchers have…

Artificial Intelligence · Computer Science 2023-06-02 Yan Zeng , Ruichu Cai , Fuchun Sun , Libo Huang , Zhifeng Hao

Reinforcement learning (RL) has emerged as a powerful paradigm for solving decision-making problems in dynamic environments. In this research, we explore the application of Double DQN (DDQN) and Dueling Network Architectures, to financial…

Machine Learning · Computer Science 2025-04-17 Bruno Giorgio

Quantitative trading (QT), which refers to the usage of mathematical models and data-driven techniques in analyzing the financial market, has been a popular topic in both academia and financial industry since 1970s. In the last decade,…

Machine Learning · Computer Science 2021-09-29 Shuo Sun , Rundong Wang , Bo An

Deep reinforcement learning (DRL) has been envisioned to have a competitive edge in quantitative finance. However, there is a steep development curve for quantitative traders to obtain an agent that automatically positions to win in the…

Trading and Market Microstructure · Quantitative Finance 2021-11-19 Xiao-Yang Liu , Hongyang Yang , Jiechao Gao , Christina Dan Wang