English
Related papers

Related papers: CNN-DRL for Scalable Actions in Finance

200 papers

Dynamic hedging is the practice of periodically transacting financial instruments to offset the risk caused by an investment or a liability. Dynamic hedging optimization can be framed as a sequential decision problem; thus, Reinforcement…

Computational Finance · Quantitative Finance 2024-02-26 Andrei Neagu , Frédéric Godin , Clarence Simard , Leila Kosseim

Portfolio optimization is essential for balancing risk and return in financial decision-making. Deep Reinforcement Learning (DRL) has stood out as a cutting-edge tool for portfolio optimization that learns dynamic asset allocation using…

Machine Learning · Computer Science 2025-09-16 Himanshu Choudhary , Arishi Orra , Manoj Thakur

Much of the success of single agent deep reinforcement learning (DRL) in recent years can be attributed to the use of experience replay memories (ERM), which allow Deep Q-Networks (DQNs) to be trained efficiently through sampling stored…

Multiagent Systems · Computer Science 2018-02-28 Gregory Palmer , Karl Tuyls , Daan Bloembergen , Rahul Savani

Large language models (LLMs) have demonstrated remarkable capabilities across a range of text-generation tasks. However, LLMs still struggle with problems requiring multi-step decision-making and environmental feedback, such as online…

Artificial Intelligence · Computer Science 2025-02-18 Zhenfang Chen , Delin Chen , Rui Sun , Wenjun Liu , Chuang Gan

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

Deep reinforcement learning (DRL) has been proven its efficiency in capturing users' dynamic interests in recent literature. However, training a DRL agent is challenging, because of the sparse environment in recommender systems (RS), DRL…

Information Retrieval · Computer Science 2022-09-20 Xiaocong Chen , Siyu Wang , Lina Yao , Lianyong Qi , Yong Li

Extensive research has been devoted to the field of multi-agent navigation. Recently, there has been remarkable progress attributed to the emergence of learning-based techniques with substantially elevated intelligence and realism.…

Robotics · Computer Science 2023-12-05 Xuan Zhang , Xifeng Gao , Kui Wu , Zherong Pan

Recent advances in Reinforcement Learning (RL) largely benefit from the inclusion of Deep Neural Networks, boosting the number of novel approaches proposed in the field of Deep Reinforcement Learning (DRL). These techniques demonstrate the…

Machine Learning · Computer Science 2025-07-30 Giovanni Dispoto , Paolo Bonetti , Marcello Restelli

By planning through a learned dynamics model, model-based reinforcement learning (MBRL) offers the prospect of good performance with little environment interaction. However, it is common in practice for the learned model to be inaccurate,…

Machine Learning · Computer Science 2021-03-31 Behzad Haghgoo , Allan Zhou , Archit Sharma , Chelsea Finn

Cryptocurrency trading is a challenging task requiring the integration of heterogeneous data from multiple modalities. Traditional deep learning and reinforcement learning approaches typically demand large training datasets and encode…

Trading and Market Microstructure · Quantitative Finance 2025-09-22 Siyi Wu , Junqiao Wang , Zhaoyang Guan , Leyi Zhao , Xinyuan Song , Xinyu Ying , Dexu Yu , Jinhao Wang , Hanlin Zhang , Michele Pak , Yangfan He , Yi Xin , Jianhui Wang , Tianyu Shi

Dependency-aware job scheduling in the cluster is NP-hard. Recent work shows that Deep Reinforcement Learning (DRL) is capable of solving it. It is difficult for the administrator to understand the DRL-based policy even though it achieves…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-09-21 Shaojun Zhang , Chen Wang , Albert Zomaya

To perform well, Deep Reinforcement Learning (DRL) methods require significant memory resources and computational time. Also, sometimes these systems need additional environment information to achieve a good reward. However, it is more…

Artificial Intelligence · Computer Science 2023-01-31 Md. Rafat Rahman Tushar , Shahnewaz Siddique

The adaptability of the convolutional neural network (CNN) technique for aerodynamic meta-modeling tasks is probed in this work. The primary objective is to develop suitable CNN architecture for variable flow conditions and object geometry,…

Machine Learning · Statistics 2018-01-18 Yao Zhang , Woong-Je Sung , Dimitri Mavris

This paper presents a Predictive Maneuver Planning with Deep Reinforcement Learning (PMP-DRL) model for maneuver planning. Traditional rule-based maneuver planning approaches often have to improve their abilities to handle the variabilities…

Reinforcement learning (RL) is one of the active fields in machine learning, demonstrating remarkable potential in tackling real-world challenges. Despite its promising prospects, this methodology has encountered with issues and challenges,…

Machine Learning · Computer Science 2024-11-21 Alireza Rashidi Laleh , Majid Nili Ahmadabadi

Learning from interaction is the primary way that biological agents acquire knowledge about their environment and themselves. Modern deep reinforcement learning (DRL) explores a computational approach to learning from interaction and has…

Neural and Evolutionary Computing · Computer Science 2024-11-26 Duzhen Zhang , Tielin Zhang , Shuncheng Jia , Qingyu Wang , Bo Xu

Reinforcement learning (RL) agents typically optimize their policies by performing expensive backward passes to update their network parameters. However, some agents can solve new tasks without updating any parameters by simply conditioning…

Machine Learning · Computer Science 2025-02-13 Amir Moeini , Jiuqi Wang , Jacob Beck , Ethan Blaser , Shimon Whiteson , Rohan Chandra , Shangtong Zhang

Reinforcement Learning (RL) agents have great successes in solving tasks with large observation and action spaces from limited feedback. Still, training the agents is data-intensive and there are no guarantees that the learned behavior is…

Artificial Intelligence · Computer Science 2021-10-20 Helge Spieker

Large Language Models (LLMs) are rapidly transitioning from static Natural Language Processing (NLP) tasks including sentiment analysis and event extraction to acting as dynamic decision-making agents in complex financial environments.…

Machine Learning · Computer Science 2026-03-25 Liyuan Chen , Shilong Li , Jiangpeng Yan , Shuoling Liu , Qiang Yang , Xiu Li

Mobile network that millions of people use every day is one of the most complex systems in the world. Optimization of mobile network to meet exploding customer demand and reduce capital/operation expenditures poses great challenges. Despite…

Artificial Intelligence · Computer Science 2018-12-07 Yongxi Tan , Jin Yang , Xin Chen , Qitao Song , Yunjun Chen , Zhangxiang Ye , Zhenqiang Su