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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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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,…
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…
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…