English
Related papers

Related papers: Deep Hedging with Market Impact

200 papers

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…

Controlling instabilities in complex dynamical systems is challenging in scientific and engineering applications. Deep reinforcement learning (DRL) has seen promising results for applications in different scientific applications. The…

Machine Learning · Computer Science 2025-04-09 Luning Sun , Xin-Yang Liu , Siyan Zhao , Aditya Grover , Jian-Xun Wang , Jayaraman J. Thiagarajan

The use of robotics in controlled environments has flourished over the last several decades and training robots to perform tasks using control strategies developed from dynamical models of their hardware have proven very effective. However,…

Robotics · Computer Science 2019-07-16 Zach Dwiel , Madhavun Candadai , Mariano Phielipp

The integration of distributed energy resources (DER) has escalated the challenge of voltage magnitude regulation in distribution networks. Traditional model-based approaches, which rely on complex sequential mathematical formulations,…

Systems and Control · Electrical Eng. & Systems 2024-11-05 Shengren Hou , Peter Palensky , Pedro P. Vergara

Artificial intelligence is transforming financial investment decision-making frameworks, with deep reinforcement learning demonstrating substantial potential in robo-advisory applications. This paper addresses the limitations of traditional…

Portfolio Management · Quantitative Finance 2025-02-24 Gang Huang , Xiaohua Zhou , Qingyang Song

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…

Machine Learning · Computer Science 2025-10-09 Henrique Donâncio , Antoine Barrier , Leah F. South , Florence Forbes

This study presents a deep reinforcement learning approach for global hedging of long-term financial derivatives. A similar setup as in Coleman et al. (2007) is considered with the risk management of lookback options embedded in guarantees…

Risk Management · Quantitative Finance 2020-07-31 Alexandre Carbonneau

We present a robust Deep Hedging framework for the pricing and hedging of option portfolios that significantly improves training efficiency and model robustness. In particular, we propose a neural model for training model embeddings which…

Computational Finance · Quantitative Finance 2025-04-24 Fabienne Schmid , Daniel Oeltz

Lane change decision-making for autonomous vehicles is a complex but high-reward behavior. In this paper, we propose a hybrid input based deep reinforcement learning (DRL) algorithm, which realizes abstract lane change decisions and lane…

Robotics · Computer Science 2025-09-03 Ziteng Gao , Jiaqi Qu , Chaoyu Chen

Network slicing is born as an emerging business to operators, by allowing them to sell the customized slices to various tenants at different prices. In order to provide better-performing and cost-efficient services, network slicing involves…

Networking and Internet Architecture · Computer Science 2018-11-22 Rongpeng Li , Zhifeng Zhao , Qi Sun , Chi-Lin I , Chenyang Yang , Xianfu Chen , Minjian Zhao , Honggang Zhang

Deep Reinforcement Learning (DRL) has become an appealing solution to algorithmic trading such as high frequency trading of stocks and cyptocurrencies. However, DRL have been shown to be susceptible to adversarial attacks. It follows that…

Machine Learning · Computer Science 2020-10-24 Yaser Faghan , Nancirose Piazza , Vahid Behzadan , Ali Fathi

In scheduling problems common in the industry and various real-world scenarios, responding in real-time to disruptive events is essential. Recent methods propose the use of deep reinforcement learning (DRL) to learn policies capable of…

Artificial Intelligence · Computer Science 2024-01-31 Imanol Echeverria , Maialen Murua , Roberto Santana

Reinforcement learning (RL) has shown significant promise for sequential portfolio optimization tasks, such as stock trading, where the objective is to maximize cumulative returns while minimizing risks using historical data. However,…

Machine Learning · Computer Science 2025-05-20 Haochen Yuan , Minting Pan , Yunbo Wang , Siyu Gao , Philip S. Yu , Xiaokang Yang

Portfolio management issues have been extensively studied in the field of artificial intelligence in recent years, but existing deep learning-based quantitative trading methods have some areas where they could be improved. First of all, the…

Computational Finance · Quantitative Finance 2024-02-27 Qishuo Cheng , Le Yang , Jiajian Zheng , Miao Tian , Duan Xin

Inefficient traffic signal control methods may cause numerous problems, such as traffic congestion and waste of energy. Reinforcement learning (RL) is a trending data-driven approach for adaptive traffic signal control in complex urban…

Signal Processing · Electrical Eng. & Systems 2021-07-14 Zhenning Li , Chengzhong Xu , Guohui Zhang

In the last decades, visual target tracking has been one of the primary research interests of the Robotics research community. The recent advances in Deep Learning technologies have made the exploitation of visual tracking approaches…

Robotics · Computer Science 2020-09-29 Alessandro Devo , Alberto Dionigi , Gabriele Costante

Agricultural products are often subject to seasonal fluctuations in production and demand. Predicting and managing inventory levels in response to these variations can be challenging, leading to either excess inventory or stockouts.…

Artificial Intelligence · Computer Science 2025-07-23 Amandeep Kaur , Gyan Prakash

In this work, we study how to efficiently apply reinforcement learning (RL) for solving large-scale stochastic optimization problems by leveraging intervention models. The key of the proposed methodology is to better explore the solution…

Machine Learning · Computer Science 2026-01-13 Defeng Liu , Ying Liu , Carson Eisenach

The realm of High-Frequency Trading (HFT) is characterized by rapid decision-making processes that capitalize on fleeting market inefficiencies. As the financial markets become increasingly competitive, there is a pressing need for…

Trading and Market Microstructure · Quantitative Finance 2023-11-21 Soumyadip Sarkar

Traditional bulk load flexibility options, such as load shifting and load curtailment, for managing uncertainty in power markets limit the diversity of options and ignore the preferences of the individual loads, thus reducing efficiency and…

Systems and Control · Electrical Eng. & Systems 2021-12-20 Majid Majidi , Deepan Muthirayan , Masood Parvania , Pramod P. Khargonekar