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Envisioned application areas for reinforcement learning (RL) include autonomous driving, precision agriculture, and finance, which all require RL agents to make decisions in the real world. A significant challenge hindering the adoption of…

Machine Learning · Computer Science 2025-01-20 Dominik Baumann , Erfaun Noorani , James Price , Ole Peters , Colm Connaughton , Thomas B. Schön

In recent years, reinforcement learning (RL) has acquired a prominent position in health-related sequential decision-making problems, gaining traction as a valuable tool for delivering adaptive interventions (AIs). However, in part due to a…

Machine Learning · Statistics 2024-07-16 Nina Deliu , Joseph Jay Williams , Bibhas Chakraborty

The development of reinforced learning methods has extended application to many areas including algorithmic trading. In this paper trading on the stock exchange is interpreted into a game with a Markov property consisting of states,…

Trading and Market Microstructure · Quantitative Finance 2020-02-28 Evgeny Ponomarev , Ivan Oseledets , Andrzej Cichocki

Many challenges arising in Quantum Technology can be successfully addressed using a set of machine learning algorithms collectively known as reinforcement learning (RL), based on adaptive decision-making through interaction with the quantum…

Quantum Physics · Physics 2026-01-28 Marin Bukov , Florian Marquardt

While our understanding of fairness in machine learning has significantly progressed, our understanding of fairness in reinforcement learning (RL) remains nascent. Most of the attention has been on fairness in one-shot classification tasks;…

Machine Learning · Computer Science 2024-05-14 Anka Reuel , Devin Ma

Stock trading is one of the popular ways for financial management. However, the market and the environment of economy is unstable and usually not predictable. Furthermore, engaging in stock trading requires time and effort to analyze,…

Machine Learning · Computer Science 2025-05-20 Yunfei Luo , Zhangqi Duan

Market making (MM) has attracted significant attention in financial trading owing to its essential function in ensuring market liquidity. With strong capabilities in sequential decision-making, Reinforcement Learning (RL) technology has…

Machine Learning · Computer Science 2023-08-21 Hui Niu , Siyuan Li , Jiahao Zheng , Zhouchi Lin , Jian Li , Jian Guo , Bo An

Inverse reinforcement learning (IRL) is the problem of inferring the reward function of an agent, given its policy or observed behavior. Analogous to RL, IRL is perceived both as a problem and as a class of methods. By categorically…

Machine Learning · Computer Science 2020-11-19 Saurabh Arora , Prashant Doshi

Recent research has turned to Reinforcement Learning (RL) to solve challenging decision problems, as an alternative to hand-tuned heuristics. RL can learn good policies without the need for modeling the environment's dynamics. Despite this…

Machine Learning · Computer Science 2023-01-30 Pouya Hamadanian , Malte Schwarzkopf , Siddartha Sen , Mohammad Alizadeh

Financial markets investors are involved in many games -- they must interact with other agents to achieve their goals. Among them are those directly connected with their activity on markets but one cannot neglect other aspects that…

Trading and Market Microstructure · Quantitative Finance 2008-12-02 Edward W. Piotrowski , Jan Sladkowski , Anna Szczypinska

As intelligent trading agents based on reinforcement learning (RL) gain prevalence, it becomes more important to ensure that RL agents obey laws, regulations, and human behavioral expectations. There is substantial literature concerning the…

Machine Learning · Computer Science 2023-06-12 David Byrd

Reinforcement learning (RL) algorithms have been around for decades and employed to solve various sequential decision-making problems. These algorithms however have faced great challenges when dealing with high-dimensional environments. The…

Machine Learning · Computer Science 2020-04-01 Thanh Thi Nguyen , Ngoc Duy Nguyen , Saeid Nahavandi

Learning to rank (LTR) plays a crucial role in various Information Retrieval (IR) tasks. Although supervised LTR methods based on fine-grained relevance labels (e.g., document-level annotations) have achieved significant success, their…

Information Retrieval · Computer Science 2025-08-21 Yiteng Tu , Zhichao Xu , Tao Yang , Weihang Su , Yujia Zhou , Yiqun Liu , Fen Lin , Qin Liu , Qingyao Ai

Artificial Intelligence (AI) and Machine Learning (ML) are transforming the domain of Quantitative Trading (QT) through the deployment of advanced algorithms capable of sifting through extensive financial datasets to pinpoint lucrative…

Trading and Market Microstructure · Quantitative Finance 2023-12-27 Maochun Xu , Zixun Lan , Zheng Tao , Jiawei Du , Zongao Ye

Existing agents for solving tasks such as ML engineering rely on prompting powerful language models. As a result, these agents do not improve with more experience. In this paper, we show that agents backed by weaker models that improve via…

Machine Learning · Computer Science 2025-09-04 Sherry Yang , Joy He-Yueya , Percy Liang

The popularity of deep reinforcement learning (DRL) methods in economics have been exponentially increased. DRL through a wide range of capabilities from reinforcement learning (RL) and deep learning (DL) for handling sophisticated dynamic…

Statistical Finance · Quantitative Finance 2020-04-06 Amir Mosavi , Pedram Ghamisi , Yaser Faghan , Puhong Duan

For a long time predicting, studying and analyzing financial indices has been of major interest for the financial community. Recently, there has been a growing interest in the Deep-Learning community to make use of reinforcement learning…

Statistical Finance · Quantitative Finance 2022-09-27 Jatin Nainani , Nirman Taterh , Md Ausaf Rashid , Ankit Khivasara

Attention-based sequential recommendation methods have shown promise in accurately capturing users' evolving interests from their past interactions. Recent research has also explored the integration of reinforcement learning (RL) into these…

Machine Learning · Computer Science 2024-04-19 Melissa Mozifian , Tristan Sylvain , Dave Evans , Lili Meng

The central tenet of reinforcement learning (RL) is that agents seek to maximize the sum of cumulative rewards. In contrast, active inference, an emerging framework within cognitive and computational neuroscience, proposes that agents act…

Machine Learning · Computer Science 2020-03-02 Alexander Tschantz , Beren Millidge , Anil K. Seth , Christopher L. Buckley

Safety-critical robot systems need thorough testing to expose design flaws and software bugs which could endanger humans. Testing in simulation is becoming increasingly popular, as it can be applied early in the development process and does…