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An automatic program that generates constant profit from the financial market is lucrative for every market practitioner. Recent advance in deep reinforcement learning provides a framework toward end-to-end training of such trading agent.…

Trading and Market Microstructure · Quantitative Finance 2018-07-10 Chien Yi Huang

We develop a deep learning algorithm for constructing globally accurate approximations to functional rational expectations equilibria of dynamic stochastic economies in the sequence space. We use deep neural networks to parameterize key…

General Economics · Economics 2026-03-17 Marlon Azinovic-Yang , Jan Žemlička

Optimal trade execution is an important problem faced by essentially all traders. Much research into optimal execution uses stringent model assumptions and applies continuous time stochastic control to solve them. Here, we instead take a…

Trading and Market Microstructure · Quantitative Finance 2020-06-09 Brian Ning , Franco Ho Ting Lin , Sebastian Jaimungal

An effective way to achieve intelligence is to simulate various intelligent behaviors in the human brain. In recent years, bio-inspired learning methods have emerged, and they are different from the classical mathematical programming…

Artificial Intelligence · Computer Science 2019-04-01 Jieneng Chen , Jingye Chen , Ruiming Zhang , Xiaobin Hu

We apply Deep Q-network (DQN) with the consideration of safety during the task for deciding whether to conduct the maneuver. Furthermore, we design two similar Deep Q learning frameworks with quadratic approximator for deciding how to…

Robotics · Computer Science 2019-07-31 Tianyu Shi , Pin Wang , Xuxin Cheng , Ching-Yao Chan , Ding Huang

The significance of network structures in promoting group cooperation within social dilemmas has been widely recognized. Prior studies attribute this facilitation to the assortment of strategies driven by spatial interactions. Although…

Multiagent Systems · Computer Science 2024-08-20 Tianyu Ren , Xiao-Jun Zeng

In recent years, deep reinforcement learning has emerged as a technique to solve closed-loop flow control problems. Employing simulation-based environments in reinforcement learning enables a priori end-to-end optimization of the control…

Fluid Dynamics · Physics 2024-04-11 Andre Weiner , Janis Geise

Reinforcement learning continuously optimizes decision-making based on real-time feedback reward signals through continuous interaction with the environment, demonstrating strong adaptive and self-learning capabilities. In recent years, it…

Robotics · Computer Science 2024-08-15 Zixiang Wang , Hao Yan , Yining Wang , Zhengjia Xu , Zhuoyue Wang , Zhizhong Wu

The real world is unpredictable. Therefore, to solve long-horizon decision-making problems with autonomous robots, we must construct agents that are capable of adapting to changes in the environment during deployment. Model-based planning…

Robotics · Computer Science 2024-10-01 Alicia Li , Nishanth Kumar , Tomás Lozano-Pérez , Leslie Kaelbling

Transfer learning significantly accelerates the reinforcement learning process by exploiting relevant knowledge from previous experiences. The problem of optimally selecting source policies during the learning process is of great importance…

Artificial Intelligence · Computer Science 2017-09-26 Siyuan Li , Chongjie Zhang

Artificial neural networks are promising for general function approximation but challenging to train on non-independent or non-identically distributed data due to catastrophic forgetting. The experience replay buffer, a standard component…

Machine Learning · Computer Science 2023-04-12 Qingfeng Lan , Yangchen Pan , Jun Luo , A. Rupam Mahmood

Trajectory adjustment decisions throughout the drilling process, called geosteering, affect subsequent choices and information gathering, thus resulting in a coupled sequential decision problem. Previous works on applying decision…

Machine Learning · Computer Science 2025-01-23 Ressi Bonti Muhammad , Sergey Alyaev , Reidar Brumer Bratvold

This work optimizes the highway decision making strategy of autonomous vehicles by using deep reinforcement learning (DRL). First, the highway driving environment is built, wherein the ego vehicle, surrounding vehicles, and road lanes are…

Artificial Intelligence · Computer Science 2020-07-17 Teng Liu , Xingyu Mu , Xiaolin Tang , Bing Huang , Hong Wang , Dongpu Cao

In this paper reinforcement learning with binary vector actions was investigated. We suggest an effective architecture of the neural networks for approximating an action-value function with binary vector actions. The proposed architecture…

Neural and Evolutionary Computing · Computer Science 2015-12-07 Naoto Yoshida

Despite rapid progress, current deep learning methods face a number of critical challenges. These include high energy consumption, catastrophic forgetting, dependance on global losses, and an inability to reason symbolically. By combining…

Machine Learning · Computer Science 2021-07-23 Wilkie Olin-Ammentorp , Maxim Bazhenov

The vast network of bridges in the United States raises a high requirement for maintenance and rehabilitation. The massive cost of manual visual inspection to assess bridge conditions is a burden to some extent. Advanced robots have been…

Computer Vision and Pattern Recognition · Computer Science 2022-10-31 Chenyu Zhang , Muhammad Monjurul Karim , Ruwen Qin

In this work we propose a planning and acting architecture endowed with a module which learns to select subgoals with Deep Q-Learning. This allows us to decrease the load of a planner when faced with scenarios with real-time restrictions.…

Artificial Intelligence · Computer Science 2024-06-24 Carlos Núñez-Molina , Juan Fernández-Olivares , Raúl Pérez

Currently decision making is one of the biggest challenges in autonomous driving. This paper introduces a method for safely navigating an autonomous vehicle in highway scenarios by combining deep Q-Networks and insight from control theory.…

Robotics · Computer Science 2023-03-23 Max Peter Ronecker , Yuan Zhu

This paper aims to propose a novel deep learning-integrated framework for deriving reliable simulation input models through incorporating multi-source information. The framework sources and extracts multisource data generated from…

Machine Learning · Computer Science 2020-04-07 Yitong Li , Wenying Ji

Reinforcement learning can interact with the environment and is suitable for applications in decision control systems. Therefore, we used the reinforcement learning method to establish a foreign exchange transaction, avoiding the…

Machine Learning · Computer Science 2020-06-05 Yun-Cheng Tsai , Chun-Chieh Wang