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Can an asset manager plan the optimal timing for her/his hedging strategies given market conditions? The standard approach based on Markowitz or other more or less sophisticated financial rules aims to find the best portfolio allocation…
Reinforcement Learning (RL) has achieved state-of-the-art results in domains such as robotics and games. We build on this previous work by applying RL algorithms to a selection of canonical online stochastic optimization problems with a…
Deep reinforcement learning (RL) is computationally demanding and requires processing of many data points. Synchronous methods enjoy training stability while having lower data throughput. In contrast, asynchronous methods achieve high…
Although safety stock optimisation has been studied for more than 60 years, most companies still use simplistic means to calculate necessary safety stock levels, partly due to the mismatch between existing analytical methods' emphases on…
Deep Reinforcement Learning (DRL) agents frequently face challenges in adapting to tasks outside their training distribution, including issues with over-fitting, catastrophic forgetting and sample inefficiency. Although the application of…
In finance, sequential decision problems are often faced, for which reinforcement learning (RL) emerges as a promising tool for optimisation without the need of analytical tractability. However, the objective of classical RL is the expected…
Traditional portfolio management methods can incorporate specific investor preferences but rely on accurate forecasts of asset returns and covariances. Reinforcement learning (RL) methods do not rely on these explicit forecasts and are…
Online matching problems arise in many complex systems, from cloud services and online marketplaces to organ exchange networks, where timely, principled decisions are critical for maintaining high system performance. Traditional heuristics…
Reinforcement learning (RL) is a goal-oriented learning solution that has proven to be successful for Neural Architecture Search (NAS) on the CIFAR and ImageNet datasets. However, a limitation of this approach is its high computational…
Reinforcement learning (RL) combines a control problem with statistical estimation: The system dynamics are not known to the agent, but can be learned through experience. A recent line of research casts `RL as inference' and suggests a…
Agent-based computational economics is a field with a rich academic history, yet one which has struggled to enter mainstream policy design toolboxes, plagued by the challenges associated with representing a complex and dynamic reality. The…
Reinforcement learning (RL) is a powerful machine learning technique that has been successfully applied to a wide variety of problems. However, it can be unpredictable and produce suboptimal results in complicated learning environments.…
Deep Reinforcement Learning (DRL) is a subfield of machine learning for training autonomous agents that take sequential actions across complex environments. Despite its significant performance in well-known environments, it remains…
Real-world autonomous decision-making systems, from robots to recommendation engines, must operate in environments that change over time. While deep reinforcement learning (RL) has shown an impressive ability to learn optimal policies in…
Reinforcement learning (RL) has shown promise in solving various combinatorial optimization problems. However, conventional RL faces challenges when dealing with complex, real-world constraints, especially when action space feasibility is…
Reinforcement learning (RL) is an effective technique for training decision-making agents through interactions with their environment. The advent of deep learning has been associated with highly notable successes with sequential decision…
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…
This thesis presents the results of a comprehensive research project focused on applying Reinforcement Learning (RL) to the problem of market making in financial markets. Market makers (MMs) play a fundamental role in providing liquidity,…
In deep Reinforcement Learning (RL), the learning rate critically influences both stability and performance, yet its optimal value shifts during training as the environment and policy evolve. Standard decay schedulers assume monotonic…
As deep reinforcement learning (DRL) has been recognized as an effective approach in quantitative finance, getting hands-on experiences is attractive to beginners. However, to train a practical DRL trading agent that decides where to trade,…