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In this paper, reinforcement learning is applied to the problem of optimizing market making. A multi-agent reinforcement learning framework is used to optimally place limit orders that lead to successful trades. The framework consists of…

Trading and Market Microstructure · Quantitative Finance 2018-12-27 Yagna Patel

Execution algorithms are vital to modern trading, they enable market participants to execute large orders while minimising market impact and transaction costs. As these algorithms grow more sophisticated, optimising them becomes…

Computational Finance · Quantitative Finance 2025-10-28 Ollie Olby , Andreea Bacalum , Rory Baggott , Namid Stillman

Reinforcement learning (RL) can be used to create a decision-making agent for autonomous driving. However, previous approaches provide only black-box solutions, which do not offer information on how confident the agent is about its…

Robotics · Computer Science 2023-04-18 Carl-Johan Hoel , Krister Wolff , Leo Laine

Recent studies have shown that deep reinforcement learning agents are vulnerable to small adversarial perturbations on the agent's inputs, which raises concerns about deploying such agents in the real world. To address this issue, we…

Machine Learning · Computer Science 2021-11-12 Tuomas Oikarinen , Wang Zhang , Alexandre Megretski , Luca Daniel , Tsui-Wei Weng

The central tenet of reinforcement learning (RL) is that agents seek to maximize the sum of cumulative rewards. In contrast, active inference, an emerging framework within cognitive and computational neuroscience, proposes that agents act…

Machine Learning · Computer Science 2020-03-02 Alexander Tschantz , Beren Millidge , Anil K. Seth , Christopher L. Buckley

This study explores the use of Recurrent Neural Networks (RNN) for real-time cryptocurrency price prediction and optimized trading strategies. Given the high volatility of the cryptocurrency market, traditional forecasting models often fall…

Statistical Finance · Quantitative Finance 2024-11-12 Shamima Nasrin Tumpa , Kehelwala Dewage Gayan Maduranga

As a key component to intuitive cognition and reasoning solutions in human intelligence, causal knowledge provides great potential for reinforcement learning (RL) agents' interpretability towards decision-making by helping reduce the…

Machine Learning · Computer Science 2025-04-25 Ruichu Cai , Siyang Huang , Jie Qiao , Wei Chen , Yan Zeng , Keli Zhang , Fuchun Sun , Yang Yu , Zhifeng Hao

Classical portfolio optimization often requires forecasting asset returns and their corresponding variances in spite of the low signal-to-noise ratio provided in the financial markets. Modern deep reinforcement learning (DRL) offers a…

Portfolio Management · Quantitative Finance 2023-05-19 Alessio Brini , Daniele Tantari

Reinforcement Learning (RL) has experienced significant advancement over the past decade, prompting a growing interest in applications within finance. This survey critically evaluates 167 publications, exploring diverse RL applications and…

Artificial Intelligence · Computer Science 2025-05-07 Nikolaos Pippas , Elliot A. Ludvig , Cagatay Turkay

Many challenges arising in Quantum Technology can be successfully addressed using a set of machine learning algorithms collectively known as reinforcement learning (RL), based on adaptive decision-making through interaction with the quantum…

Quantum Physics · Physics 2026-01-28 Marin Bukov , Florian Marquardt

The deployment of intelligent reinforcement learning (RL) agents on resource-constrained edge devices remains a fundamental challenge due to the substantial memory, computational, and energy requirements of modern deep learning systems.…

Deep Reinforcement Learning (RL) is remarkably effective in addressing sequential resource allocation problems in domains such as healthcare, public policy, and resource management. However, deep RL policies often lack transparency and…

Machine Learning · Computer Science 2025-02-18 Mauricio Tec , Guojun Xiong , Haichuan Wang , Francesca Dominici , Milind Tambe

Cryptocurrencies have gained popularity across various sectors, especially in finance and investment. Despite their growing popularity, cryptocurrencies can be a high-risk investment due to their price volatility. The inherent volatility in…

Machine Learning · Computer Science 2025-08-21 Rasoul Amirzadeh , Dhananjay Thiruvady , Asef Nazari , Mong Shan Ee

We present 'Random-Crypto', a procedurally generated cryptographic Capture The Flag (CTF) dataset designed to unlock the potential of Reinforcement Learning (RL) for LLM-based agents in security-sensitive domains. Cryptographic reasoning…

Cryptography and Security · Computer Science 2025-08-19 Lajos Muzsai , David Imolai , András Lukács

Finding optimal bidding strategies for generation units in electricity markets would result in higher profit. However, it is a challenging problem due to the system uncertainty which is due to the unknown other generation units' strategies.…

Artificial Intelligence · Computer Science 2022-08-15 Pegah Rokhforoz , Olga Fink

Reinforcement learning (RL) has proven to be particularly effective in solving complex decision-making problems for a wide range of applications. Safe reinforcement learning refers to a class of constrained problems where the constraint…

Systems and Control · Electrical Eng. & Systems 2026-05-13 Dhruv Singh Kushwaha , Zoleikha Abdollahi Biron

Traditional multi-agent reinforcement learning (MARL) algorithms, such as independent Q-learning, struggle when presented with partially observable scenarios, and where agents are required to develop delicate action sequences. This is often…

Machine Learning · Computer Science 2022-11-21 F. Bredell , H. A. Engelbrecht , J. C. Schoeman

Predictive autoscaling (autoscaling with workload forecasting) is an important mechanism that supports autonomous adjustment of computing resources in accordance with fluctuating workload demands in the Cloud. In recent works, Reinforcement…

Reinforcement learning (RL) has demonstrated strong potential in training large language models (LLMs) capable of complex reasoning for real-world problem solving. More recently, RL has been leveraged to create sophisticated LLM-based…

Computation and Language · Computer Science 2025-05-22 Bowen Jin , Jinsung Yoon , Priyanka Kargupta , Sercan O. Arik , Jiawei Han

Many traditional algorithms for solving combinatorial optimization problems involve using hand-crafted heuristics that sequentially construct a solution. Such heuristics are designed by domain experts and may often be suboptimal due to the…

Machine Learning · Computer Science 2020-12-25 Nina Mazyavkina , Sergey Sviridov , Sergei Ivanov , Evgeny Burnaev