English
Related papers

Related papers: Improve ROI with Causal Learning and Conformal Pre…

200 papers

Real-Time Bidding (RTB) is an important mechanism in modern online advertising systems. Advertisers employ bidding strategies in RTB to optimize their advertising effects subject to various financial requirements, especially the…

Machine Learning · Computer Science 2022-07-19 Haozhe Wang , Chao Du , Panyan Fang , Shuo Yuan , Xuming He , Liang Wang , Bo Zheng

Optimal Order Execution is a well-established problem in finance that pertains to the flawless execution of a trade (buy or sell) for a given volume within a specified time frame. This problem revolves around optimizing returns while…

Computational Finance · Quantitative Finance 2026-01-13 Khabbab Zakaria , Jayapaulraj Jerinsh , Andreas Maier , Patrick Krauss , Stefano Pasquali , Dhagash Mehta

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,…

Portfolio Management · Quantitative Finance 2025-11-17 Emmanuel Lwele , Sabuni Emmanuel , Sitali Gabriel Sitali

Deep Reinforcement Learning (DRL) has emerged as a promising approach for solving Combinatorial Optimization (CO) problems, such as the 3D Bin Packing Problem (3D-BPP), Traveling Salesman Problem (TSP), or Vehicle Routing Problem (VRP), but…

Machine Learning · Computer Science 2026-01-30 Han Fang , Paul Weng , Yutong Ban

Radiography Report Generation (RRG) has gained significant attention in medical image analysis as a promising tool for alleviating the growing workload of radiologists. However, despite numerous advancements, existing methods have yet to…

Computer Vision and Pattern Recognition · Computer Science 2025-09-29 Valentin Samokhin , Boris Shirokikh , Mikhail Goncharov , Dmitriy Umerenkov , Maksim Bobrin , Ivan Oseledets , Dmitry Dylov , Mikhail Belyaev

The volatility fitting is one of the core problems in the equity derivatives business. Through a set of deterministic rules, the degrees of freedom in the implied volatility surface encoding (parametrization, density, diffusion) are…

Computational Finance · Quantitative Finance 2024-10-16 Emmanuel Gnabeyeu , Omar Karkar , Imad Idboufous

Deep reinforcement learning (DRL) has emerged as a powerful framework for solving sequential decision-making problems, achieving remarkable success in a wide range of applications, including game AI, autonomous driving, biomedicine, and…

Machine Learning · Computer Science 2025-05-14 Yinghan Sun , Hongxi Wang , Hua Chen , Wei Zhang

This study compares Deep Reinforcement Learning (DRL) and Model Predictive Control (MPC) for Adaptive Cruise Control (ACC) design in car-following scenarios. A first-order system is used as the Control-Oriented Model (COM) to approximate…

Systems and Control · Electrical Eng. & Systems 2020-08-04 Yuan Lin , John McPhee , Nasser L. Azad

Problem definition: For original equipment manufacturers (OEMs), high-tech maintenance is a strategic component in after-sales services, involving close coordination between customers and service engineers. Each customer suggests several…

Machine Learning · Computer Science 2025-09-23 Xiao Mao , Albert H. Schrotenboer , Guohua Wu , Willem van Jaarsveld

Understanding object affordances is essential for enabling robots to perform purposeful and fine-grained interactions in diverse and unstructured environments. However, existing approaches either rely on retrieval, which is fragile due to…

Robotics · Computer Science 2026-04-01 Qiyuan Zhuang , He-Yang Xu , Yijun Wang , Xin-Yang Zhao , Yang-Yang Li , Xiu-Shen Wei

Due to complexity and dynamics of construction work, resource, and cash flows, poor management of them usually leads to time and cost overruns, bankruptcy, even project failure. Existing approaches in construction failed to achieve optimal…

Artificial Intelligence · Computer Science 2023-08-17 Can Jiang , Xin Li , Jia-Rui Lin , Ming Liu , Zhiliang Ma

Deep Reinforcement Learning (DRL) algorithms can scale to previously intractable problems. The automation of profit generation in the stock market is possible using DRL, by combining the financial assets price "prediction" step and the…

Trading and Market Microstructure · Quantitative Finance 2022-09-20 Taylan Kabbani , Ekrem Duman

Inventory Routing Problem (IRP) is a crucial challenge in supply chain management as it involves optimizing efficient route selection while considering the uncertainty of inventory demand planning. To solve IRPs, usually a two-stage…

Machine Learning · Computer Science 2024-01-02 MD Shafikul Islam , Azmine Toushik Wasi

Machine Learning (ML) can substantially improve the efficiency and effectiveness of organizations and is widely used for different purposes within Software Engineering. However, the selection and implementation of ML techniques rely almost…

Software Engineering · Computer Science 2021-09-30 Gouri Deshpande , Guenther Ruhe , Chad Saunders

The problem of how to take the right actions to make profits in sequential process continues to be difficult due to the quick dynamics and a significant amount of uncertainty in many application scenarios. In such complicated environments,…

Machine Learning · Computer Science 2023-10-03 Zhendong Shi , Xiaoli Wei , Ercan E. Kuruoglu

In recent years significant progress has been made in dealing with challenging problems using reinforcement learning.Despite its great success, reinforcement learning still faces challenge in continuous control tasks. Conventional methods…

Machine Learning · Computer Science 2020-02-04 Longxiang Shi , Shijian Li , Longbing Cao , Long Yang , Gang Zheng , Gang Pan

Real-Time Bidding (RTB) is an important paradigm in display advertising, where advertisers utilize extended information and algorithms served by Demand Side Platforms (DSPs) to improve advertising performance. A common problem for DSPs is…

Computer Science and Game Theory · Computer Science 2019-05-30 Xun Yang , Yasong Li , Hao Wang , Di Wu , Qing Tan , Jian Xu , Kun Gai

Plastic injection molding remains essential to modern manufacturing. However, optimizing process parameters to balance product quality and profitability under dynamic environmental and economic conditions remains a persistent challenge.…

Artificial Intelligence · Computer Science 2025-05-19 Joon-Young Kim , Jecheon Yu , Heekyu Kim , Seunghwa Ryu

We introduce a novel theoretical framework for Return On Investment (ROI) maximization in repeated decision-making. Our setting is motivated by the use case of companies that regularly receive proposals for technological innovations and…

Machine Learning · Computer Science 2021-12-24 Nicolò Cesa-Bianchi , Tommaso Cesari , Yishay Mansour , Vianney Perchet

This paper presents a model-free reinforcement learning (RL) algorithm to solve the risk-averse optimal control (RAOC) problem for discrete-time nonlinear systems. While successful RL algorithms have been presented to learn optimal control…

Systems and Control · Electrical Eng. & Systems 2021-03-29 Yuzhen Han , Majid Mazouchi , Subramanya Nageshrao , Hamidreza Modares
‹ Prev 1 2 3 10 Next ›