Related papers: DSPO: An End-to-End Framework for Direct Sorted Po…
Direct Preference Optimisation (DPO) has emerged as a powerful method for aligning Large Language Models (LLMs) with human preferences, offering a stable and efficient alternative to approaches that use Reinforcement learning via Human…
This work proposes DeepFolio, a new model for deep portfolio management based on data from limit order books (LOB). DeepFolio solves problems found in the state-of-the-art for LOB data to predict price movements. Our evaluation consists of…
Text-to-image diffusion models deliver high-quality images, yet aligning them with human preferences remains challenging. We revisit diffusion-based Direct Preference Optimization (DPO) for these models and identify a critical pathology:…
In this paper we tackle the problem of dynamic portfolio optimization, i.e., determining the optimal trading trajectory for an investment portfolio of assets over a period of time, taking into account transaction costs and other possible…
Model-free reinforcement learning algorithms have seen remarkable progress, but key challenges remain. Trust Region Policy Optimization (TRPO) is known for ensuring monotonic policy improvement through conservative updates within a trust…
Portfolio allocation is crucial for investment companies. However, getting the best strategy in a complex and dynamic stock market is challenging. In this paper, we propose a novel Adaptive Deep Deterministic Reinforcement Learning scheme…
We present a parsimonious neural network approach, which does not rely on dynamic programming techniques, to solve dynamic portfolio optimization problems subject to multiple investment constraints. The number of parameters of the…
Diffusion models have achieved promising results for Structure-Based Drug Design (SBDD). Nevertheless, high-quality protein subpocket and ligand data are relatively scarce, which hinders the models' generation capabilities. Recently, Direct…
This paper presents a deep reinforcement learning (DRL) framework for dynamic portfolio optimization under market uncertainty and risk. The proposed model integrates a Sharpe ratio-based reward function with direct risk control mechanisms,…
Recent advancements in large language model alignment leverage token-level supervisions to perform fine-grained preference optimization. However, existing token-level alignment methods either optimize on all available tokens, which can be…
In this work, we propose an approach to generalize denoising diffusion probabilistic models for stock market predictions and portfolio management. Present works have demonstrated the efficacy of modeling interstock relations for market…
We propose a data-driven Neural Network (NN) optimization framework to determine the optimal multi-period dynamic asset allocation strategy for outperforming a general stochastic target. We formulate the problem as an optimal stochastic…
Direct Preference Optimization (DPO) has become a popular method for fine-tuning large language models (LLMs) due to its stability and simplicity. However, it is also known to be sensitive to noise in the data and prone to overfitting.…
Diffusion models have achieved state-of-the-art performance across multiple domains, with recent advancements extending their applicability to discrete data. However, aligning discrete diffusion models with task-specific preferences remains…
Stock portfolio optimization is the process of continuous reallocation of funds to a selection of stocks. This is a particularly well-suited problem for reinforcement learning, as daily rewards are compounding and objective functions may…
Home delivery failures, traffic congestion, and relatively large handling times have a negative impact on the profitability of last-mile logistics. A potential solution is the delivery to parcel lockers or parcel shops, denoted by…
Stock selection attempts to rank a list of stocks for optimizing investment decision making, aiming at minimizing investment risks while maximizing profit returns. Recently, researchers have developed various (recurrent) neural…
Direct Preference Optimization (DPO) aligns text-to-image (T2I) generation models with human preferences using pairwise preference data. Although substantial resources are expended in collecting and labeling datasets, a critical aspect is…
Reinforcement Learning with Verifiable Rewards (RLVR) offers a promising framework for optimizing large language models in reasoning tasks. However, existing RLVR algorithms focus on different granularities, and each has complementary…
Direct Preference Optimization (DPO) is a simple and efficient framework that has attracted substantial attention. However, it often struggles to meet its primary objectives -- increasing the generation probability of chosen responses while…