English
Related papers

Related papers: MacroHFT: Memory Augmented Context-aware Reinforce…

200 papers

Hierarchical reinforcement learning (HRL) holds great potential for sample-efficient learning on challenging long-horizon tasks. In particular, letting a higher level assign subgoals to a lower level has been shown to enable fast learning…

Machine Learning · Computer Science 2021-12-07 Nico Gürtler , Dieter Büchler , Georg Martius

Test-time scaling methods have seen a rapid increase in popularity for its computational efficiency and parameter-independent training to improve reasoning performance on Large Language Models. One such method is called budget forcing, a…

Artificial Intelligence · Computer Science 2025-10-27 Ravindra Aribowo Tarunokusumo , Rafael Fernandes Cunha

We introduce the first end-to-end Deep Reinforcement Learning (DRL) based framework for active high frequency trading in the stock market. We train DRL agents to trade one unit of Intel Corporation stock by employing the Proximal Policy…

Machine Learning · Computer Science 2023-08-22 Antonio Briola , Jeremy Turiel , Riccardo Marcaccioli , Alvaro Cauderan , Tomaso Aste

Predictive autoscaling (autoscaling with workload forecasting) is an important mechanism that supports autonomous adjustment of computing resources in accordance with fluctuating workload demands in the Cloud. In recent works, Reinforcement…

Portfolio management is a fundamental problem in finance. It involves periodic reallocations of assets to maximize the expected returns within an appropriate level of risk exposure. Deep reinforcement learning (RL) has been considered a…

Computational Finance · Quantitative Finance 2022-10-05 Hui Niu , Siyuan Li , Jian Li

Hierarchical Reinforcement Learning (HRL) is a promising approach to solving long-horizon problems with sparse and delayed rewards. Many existing HRL algorithms either use pre-trained low-level skills that are unadaptable, or require…

Machine Learning · Computer Science 2019-10-11 Siyuan Li , Rui Wang , Minxue Tang , Chongjie Zhang

We study reinforcement learning (RL) problems in which agents observe the reward or transition realizations at their current state before deciding which action to take. Such observations are available in many applications, including…

Machine Learning · Computer Science 2024-10-22 Nadav Merlis

Hierarchical reinforcement learning (HRL) helps address large-scale and sparse reward issues in reinforcement learning. In HRL, the policy model has an inner representation structured in levels. With this structure, the reinforcement…

Artificial Intelligence · Computer Science 2020-02-07 Wen-Ji Zhou , Yang Yu

In this paper, reinforcement learning is applied to the problem of optimizing market making. A multi-agent reinforcement learning framework is used to optimally place limit orders that lead to successful trades. The framework consists of…

Trading and Market Microstructure · Quantitative Finance 2018-12-27 Yagna Patel

The integration of Reinforcement Learning (RL) with heuristic methods is an emerging trend for solving optimization problems, which leverages RL's ability to learn from the data generated during the search process. One promising approach is…

Machine Learning · Computer Science 2024-09-19 Arthur Müller , Lukas Vollenkemper

Image-based reinforcement learning (RL) faces significant challenges in generalization when the visual environment undergoes substantial changes between training and deployment. Under such circumstances, learned policies may not perform…

Robotics · Computer Science 2024-07-25 Weiyao Wang , Xinyuan Fang , Gregory D. Hager

Transformer models (TMs) have exhibited remarkable in-context reinforcement learning (ICRL) capabilities, allowing them to generalize to and improve in previously unseen environments without re-training or fine-tuning. This is typically…

Machine Learning · Computer Science 2025-05-22 Weiqin Chen , Xinjie Zhang , Dharmashankar Subramanian , Santiago Paternain

Reinforcement finetuning (RFT) has shown great potential for enhancing the mathematical reasoning capabilities of large language models (LLMs), but it is often sample- and compute-inefficient, requiring extensive training. In this work, we…

Machine Learning · Computer Science 2026-02-03 Taiwei Shi , Yiyang Wu , Linxin Song , Tianyi Zhou , Jieyu Zhao

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

This study presents a Reinforcement Learning (RL)-based portfolio management model tailored for high-risk environments, addressing the limitations of traditional RL models and exploiting market opportunities through two-sided transactions…

Portfolio Management · Quantitative Finance 2024-08-13 Ali Habibnia , Mahdi Soltanzadeh

Optimized trade execution is to sell (or buy) a given amount of assets in a given time with the lowest possible trading cost. Recently, reinforcement learning (RL) has been applied to optimized trade execution to learn smarter policies from…

Trading and Market Microstructure · Quantitative Finance 2023-07-24 Chuheng Zhang , Yitong Duan , Xiaoyu Chen , Jianyu Chen , Jian Li , Li Zhao

Multi-agent hierarchical reinforcement learning (MAHRL) has been studied as an effective means to solve intelligent decision problems in complex and large-scale environments. However, most current MAHRL algorithms follow the traditional way…

Artificial Intelligence · Computer Science 2024-11-05 Chanjuan Liu , Jinmiao Cong , Bingcai Chen , Yaochu Jin , Enqiang Zhu

Reinforcement learning from human feedback (RLHF) has demonstrated effectiveness in aligning large language models (LLMs) with human preferences. However, token-level RLHF suffers from the credit assignment problem over long sequences,…

Computation and Language · Computer Science 2025-02-18 Yekun Chai , Haoran Sun , Huang Fang , Shuohuan Wang , Yu Sun , Hua Wu

Futures are contracts obligating the exchange of an asset at a predetermined date and price, notable for their high leverage and liquidity and, therefore, thrive in the Crypto market. RL has been widely applied in various quantitative…

Machine Learning · Computer Science 2026-01-01 Molei Qin , Xinyu Cai , Yewen Li , Haochong Xia , Chuqiao Zong , Shuo Sun , Xinrun Wang , Bo An

Algorithmic trading requires short-term tactical decisions consistent with long-term financial objectives. Reinforcement Learning (RL) has been applied to such problems, but adoption is limited by myopic behaviour and opaque policies. Large…

Machine Learning · Computer Science 2025-10-28 Adam Darmanin , Vince Vella