Related papers: Optimizing Deep Reinforcement Learning for America…
Overtaking on two-lane roads is a great challenge for autonomous vehicles, as oncoming traffic appearing on the opposite lane may require the vehicle to change its decision and abort the overtaking. Deep reinforcement learning (DRL) has…
For a multi-cell, multi-user, cellular network downlink sum-rate maximization through power allocation is a nonconvex and NP-hard optimization problem. In this paper, we present an effective approach to solving this problem through single-…
In a recent study, Reinforcement Learning (RL) used in combination with many-objective search, has been shown to outperform alternative techniques (random search and many-objective search) for online testing of Deep Neural Network-enabled…
The design of Wireless Networked Control System (WNCS) requires addressing critical interactions between control and communication systems with minimal complexity and communication overhead while providing ultra-high reliability. This paper…
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…
We develop deep learning models to learn the hedge ratio for S&P500 index options directly from options data. We compare different combinations of features and show that a feedforward neural network model with time to maturity,…
This research gauges the ability of deep reinforcement learning (DRL) techniques to assist the optimization and control of fluid mechanical systems. It combines a novel, "degenerate" version of the proximal policy optimization (PPO)…
Deep Reinforcement Learning (Deep RL) has been explored for a number of applications in finance and stock trading. In this paper, we present a practical implementation of Deep RL for trading natural gas futures contracts. The Sharpe Ratio…
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…
Deep Reinforcement Learning (Deep RL) has been receiving increasingly more attention thanks to its encouraging performance on a variety of control tasks. Yet, conventional regularization techniques in training neural networks (e.g., $L_2$…
Model-based Reinforcement Learning (MBRL) is a promising framework for learning control in a data-efficient manner. MBRL algorithms can be fairly complex due to the separate dynamics modeling and the subsequent planning algorithm, and as a…
Deep reinforcement learning (DRL) on Markov decision processes (MDPs) with continuous action spaces is often approached by directly training parametric policies along the direction of estimated policy gradients (PGs). Previous research…
This work compares two approaches to provide metacognitive interventions and their impact on preparing students for future learning across Intelligent Tutoring Systems (ITSs). In two consecutive semesters, we conducted two classroom…
We employ deep reinforcement learning (RL) to train an agent to successfully translate a high-frequency trading signal into a trading strategy that places individual limit orders. Based on the ABIDES limit order book simulator, we build a…
Deep reinforcement learning (DRL) has achieved significant breakthroughs in various tasks. However, most DRL algorithms suffer a problem of generalizing the learned policy which makes the learning performance largely affected even by minor…
This paper investigates the optimization of temporal windows in Financial Deep Reinforcement Learning (DRL) models using 2D Convolutional Neural Networks (CNNs). We introduce a novel approach to treating the temporal field as a…
To improve the system performance towards the Shannon limit, advanced radio resource management mechanisms play a fundamental role. In particular, scheduling should receive much attention, because it allocates radio resources among…
Control theory provides engineers with a multitude of tools to design controllers that manipulate the closed-loop behavior and stability of dynamical systems. These methods rely heavily on insights about the mathematical model governing the…
Machine learning techniques are playing more and more important roles in finance market investment. However, finance quantitative modeling with conventional supervised learning approaches has a number of limitations. The development of deep…
Deep Reinforcement Learning (DRL), a subset of machine learning focused on sequential decision-making, has emerged as a powerful approach for tackling financial trading problems. In finance, DRL is commonly used either to generate discrete…