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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…

Deep reinforcement learning (DRL) has shown success in diverse domains such as robotics, computer games, and recommendation systems. However, like any other software system, DRL-based software systems are susceptible to faults that pose…

Traditional economic models often rely on fixed assumptions about market dynamics, limiting their ability to capture the complexities and stochastic nature of real-world scenarios. However, reality is more complex and includes noise, making…

We introduce a deep reinforcement learning (DRL) approach for solving management problems including inventory management, dynamic pricing, and recommendation. This DRL approach has the potential to lead to a large management model based on…

Reinforcement learning (RL) is a subfield of machine learning that has been used in many fields, such as robotics, gaming, and autonomous systems. There has been growing interest in using RL for quantitative trading, where the goal is to…

The increasing demand for autonomous systems in complex and dynamic environments has driven significant research into intelligent path planning methodologies. For decades, graph-based search algorithms, linear programming techniques, and…

Reinforcement learning (RL) is an innovative approach to financial decision making, offering specialized solutions to complex investment problems where traditional methods fail. This review analyzes 167 articles from 2017--2025, focusing on…

Tabular data serves as the backbone of modern data analysis and scientific research. While Large Language Models (LLMs) fine-tuned via Supervised Fine-Tuning (SFT) have significantly improved natural language interaction with such…

We develop a portfolio allocation framework that leverages deep learning techniques to address challenges arising from high-dimensional, non-stationary, and low-signal-to-noise market information. Our approach includes a dynamic embedding…

As deep reinforcement learning (DRL) has been recognized as an effective approach in quantitative finance, getting hands-on experiences is attractive to beginners. However, to train a practical DRL trading agent that decides where to trade,…

A wide variety of deep reinforcement learning (DRL) models have recently been proposed to learn profitable investment strategies. The rules learned by these models outperform the previous strategies specially in high frequency trading…

Deep reinforcement learning (DRL) has revolutionized quantitative trading (Q-trading) by achieving decent performance without significant human expert knowledge. Despite its achievements, we observe that the current state-of-the-art DRL…

Traditionally, traders and quantitative analysts address alpha decay by manually crafting formulaic alphas, mathematical expressions that identify patterns or signals in financial data, through domain expertise and trial-and-error. This…

Recent advances in reasoning capabilities of large language models (LLMs) are largely driven by reinforcement learning (RL), yet the underlying parameter dynamics during RL training remain poorly understood. This work identifies two…

The recent breakthroughs of deep reinforcement learning (DRL) technique in Alpha Go and playing Atari have set a good example in handling large state and actions spaces of complicated control problems. The DRL technique is comprised of (i)…

Recent advances in Reinforcement Learning (RL) largely benefit from the inclusion of Deep Neural Networks, boosting the number of novel approaches proposed in the field of Deep Reinforcement Learning (DRL). These techniques demonstrate the…

We model short-duration (e.g. day) trading in financial markets as a sequential decision-making problem under uncertainty, with the added complication of continual concept-drift. We, therefore, employ meta reinforcement learning via the RL2…

Advanced algorithms based on Deep Reinforcement Learning (DRL) have been able to become a reliable tool for the Forex market traders and provide a suitable strategy for maximizing profit and reducing trading risk. These tools try to find…

Reinforcement learning (RL) techniques have shown great success in many challenging quantitative trading tasks, such as portfolio management and algorithmic trading. Especially, intraday trading is one of the most profitable and risky tasks…

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…