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Related papers: CNN-DRL for Scalable Actions in Finance

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We build a profitable electronic trading agent with Reinforcement Learning that places buy and sell orders in the stock market. An environment model is built only with historical observational data, and the RL agent learns the trading…

Artificial Intelligence · Computer Science 2019-10-10 Haoran Wei , Yuanbo Wang , Lidia Mangu , Keith Decker

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…

Artificial Intelligence · Computer Science 2023-11-21 Yizhao Jin , Greg Slabaugh , Simon Lucas

Reinforcement learning (RL) involves sequential decision making in uncertain environments. The aim of the decision-making agent is to maximize the benefit of acting in its environment over an extended period of time. Finding an optimal…

Artificial Intelligence · Computer Science 2007-05-23 Istvan Szita , Balint Takacs , Andras Lorincz

Traditional economic models often rely on fixed assumptions about market dynamics, limiting their ability to capture the complexities and stochastic nature of real-world scenarios. However, reality is more complex and includes noise, making…

Solving control tasks in complex environments automatically through learning offers great potential. While contemporary techniques from deep reinforcement learning (DRL) provide effective solutions, their decision-making is not transparent.…

Machine Learning · Computer Science 2023-07-03 Martin Tappler , Edi Muškardin , Bernhard K. Aichernig , Bettina Könighofer

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

Much research has been done to analyze the stock market. After all, if one can determine a pattern in the chaotic frenzy of transactions, then they could make a hefty profit from capitalizing on these insights. As such, the goal of our…

Machine Learning · Computer Science 2025-05-27 Ziyi Zhou , Nicholas Stern , Julien Laasri

Dynamic portfolio optimization is the process of sequentially allocating wealth to a collection of assets in some consecutive trading periods, based on investors' return-risk profile. Automating this process with machine learning remains a…

Machine Learning · Computer Science 2019-01-28 Pengqian Yu , Joon Sern Lee , Ilya Kulyatin , Zekun Shi , Sakyasingha Dasgupta

This project addresses the challenge of automated stock trading, where traditional methods and direct reinforcement learning (RL) struggle with market noise, complexity, and generalization. Our proposed solution is an integrated deep…

Machine Learning · Computer Science 2025-05-08 John Christopher Tidwell , John Storm Tidwell

The rapid growth of data across fields of science and industry has increased the need to improve the performance of end-to-end data transfers while using the resources more efficiently. In this paper, we present a dynamic, multiparameter…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-03-27 Hasibul Jamil , Jacob Goldverg , Elvis Rodrigues , MD S Q Zulkar Nine , Tevfik Kosar

In order for robots to perform mission-critical tasks, it is essential that they are able to quickly adapt to changes in their environment as well as to injuries and or other bodily changes. Deep reinforcement learning has been shown to be…

Robotics · Computer Science 2017-10-19 Ayaka Kume , Eiichi Matsumoto , Kuniyuki Takahashi , Wilson Ko , Jethro Tan

Recent advances in reinforcement learning, such as Dynamic Sampling Policy Optimization (DAPO), show strong performance when paired with large language models (LLMs). Motivated by this success, we ask whether similar gains can be realized…

Computational Engineering, Finance, and Science · Computer Science 2025-05-27 Ruijian Zha , Bojun Liu

Resource allocation plays a critical role in minimizing cycle time and improving the efficiency of business processes. Recently, Deep Reinforcement Learning (DRL) has emerged as a powerful technique to optimize resource allocation policies…

Machine Learning · Computer Science 2025-09-03 Jeroen Middelhuis , Zaharah Bukhsh , Ivo Adan , Remco Dijkman

Following the pivotal success of learning strategies to win at tasks, solely by interacting with an environment without any supervision, agents have gained the ability to make sequential decisions in complex MDPs. Yet, reinforcement…

Machine Learning · Computer Science 2026-03-18 Ezgi Korkmaz

Novelty adaptation is the ability of an intelligent agent to adjust its behavior in response to changes in its environment. This is an important characteristic of intelligent agents, as it allows them to continue to function effectively in…

Artificial Intelligence · Computer Science 2023-12-19 Cheng Xue , Ekaterina Nikonova , Peng Zhang , Jochen Renz

Reinforcement learning (RL) algorithms have been around for decades and employed to solve various sequential decision-making problems. These algorithms however have faced great challenges when dealing with high-dimensional environments. The…

Machine Learning · Computer Science 2020-04-01 Thanh Thi Nguyen , Ngoc Duy Nguyen , Saeid Nahavandi

Effective patient monitoring is vital for timely interventions and improved healthcare outcomes. Traditional monitoring systems often struggle to handle complex, dynamic environments with fluctuating vital signs, leading to delays in…

Machine Learning · Computer Science 2024-10-30 Thanveer Shaik , Xiaohui Tao , Lin Li , Haoran Xie , Hong-Ning Dai , Feng Zhao , Jianming Yong

Efficiently adapting to new environments and changes in dynamics is critical for agents to successfully operate in the real world. Reinforcement learning (RL) based approaches typically rely on external reward feedback for adaptation.…

Machine Learning · Computer Science 2019-03-05 Yuxiang Yang , Ken Caluwaerts , Atil Iscen , Jie Tan , Chelsea Finn

Deep Reinforcement Learning (DRL) sometimes needs a large amount of data to converge in the training procedure and in some cases, each action of the agent may produce regret. This barrier naturally motivates different data sets or…

Machine Learning · Computer Science 2021-10-01 Yimin Shi

Replacing poorly performing existing controllers with smarter solutions will decrease the energy intensity of the building sector. Recently, controllers based on Deep Reinforcement Learning (DRL) have been shown to be more effective than…

Machine Learning · Computer Science 2022-03-11 Loris Di Natale , Bratislav Svetozarevic , Philipp Heer , Colin N. Jones