English
Related papers

Related papers: Learning a local trading strategy: deep reinforcem…

200 papers

The rapid adoption of residential solar photovoltaics (PV) has resulted in regular overvoltage events, due to correlated reverse power flows. Currently, PV inverters prevent damage to electronics by curtailing energy production in response…

Systems and Control · Electrical Eng. & Systems 2022-12-14 Zhuo Wei , Frits de Nijs , Jinhao Li , Hao Wang

A wireless network operator typically divides the radio spectrum it possesses into a number of subbands. In a cellular network those subbands are then reused in many cells. To mitigate co-channel interference, a joint spectrum and power…

Signal Processing · Electrical Eng. & Systems 2020-12-22 Yasar Sinan Nasir , Dongning Guo

Financial trading has been widely analyzed for decades with market participants and academics always looking for advanced methods to improve trading performance. Deep reinforcement learning (DRL), a recently reinvigorated method with…

Trading and Market Microstructure · Quantitative Finance 2021-06-17 Ali Hirsa , Joerg Osterrieder , Branka Hadji-Misheva , Jan-Alexander Posth

This paper presents a Vehicle-to-Grid (V2G) coordination framework using reinforcement learning (RL). {An intelligent control strategy based on the soft actor-critic algorithm is developed for voltage regulation through single and multi-hub…

Systems and Control · Electrical Eng. & Systems 2026-03-10 Jingbo Wang , Roshni Anna Jacob , Harshal D. Kaushik , Jie Zhang

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…

Computational Finance · Quantitative Finance 2025-12-12 Mohammad Rezoanul Hoque , Md Meftahul Ferdaus , M. Kabir Hassan

Deep Reinforcement Learning (Deep RL) has been explored for a number of applications in finance and stock trading. In this paper, we present a practical implementation of Deep RL for trading natural gas futures contracts. The Sharpe Ratio…

Trading and Market Microstructure · Quantitative Finance 2023-09-12 Yuanrong Wang , Yinsen Miao , Alexander CY Wong , Nikita P Granger , Christian Michler

Reinforcement learning (RL) is a goal-oriented learning solution that has proven to be successful for Neural Architecture Search (NAS) on the CIFAR and ImageNet datasets. However, a limitation of this approach is its high computational…

Neural and Evolutionary Computing · Computer Science 2019-12-04 J. Gomez Robles , J. Vanschoren

The power grid is a complex and vital system that necessitates careful reliability management. Managing the grid is a difficult problem with multiple time scales of decision making and stochastic behavior due to renewable energy…

Artificial Intelligence · Computer Science 2016-03-08 Gal Dalal , Elad Gilboa , Shie Mannor

Wind energy has been increasingly adopted to mitigate climate change. However, the variability of wind energy causes wind curtailment, resulting in considerable economic losses for wind farm owners. Wind curtailment can be reduced using…

Systems and Control · Electrical Eng. & Systems 2023-08-29 Jinhao Li , Changlong Wang , Hao Wang

Electric motors are crucial in many applications, but traditional control methods struggle with nonlinearities, parameter uncertainties, and external disturbances. Reinforcement Learning (RL) offers a promising solution as a data-driven…

Systems and Control · Electrical Eng. & Systems 2024-12-25 Danial Kazemikia

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)…

Artificial Intelligence · Computer Science 2017-10-12 Hongjia Li , Tianshu Wei , Ao Ren , Qi Zhu , Yanzhi Wang

Developments in reinforcement learning (RL) have allowed algorithms to achieve impressive performance in highly complex, but largely static problems. In contrast, biological learning seems to value efficiency of adaptation to a…

Artificial Intelligence · Computer Science 2022-05-20 Eric Chalmers , Artur Luczak

With the widespread adoption of electric vehicles (EVs), navigating for EV drivers to select a cost-effective charging station has become an important yet challenging issue due to dynamic traffic conditions, fluctuating electricity prices,…

Machine Learning · Computer Science 2025-02-28 Tianyang Qi , Shibo Chen , Jun Zhang

The deep reinforcement learning (DRL) based Volt-VAR optimization (VVO) methods have been widely studied for active distribution networks (ADNs). However, most of them lack safety guarantees in terms of power injection uncertainties due to…

Systems and Control · Electrical Eng. & Systems 2024-09-30 Zhengrong Chen , Siyao Cai , A. P. Sakis Meliopoulos

Deep reinforcement learning (DRL) is a well-suited approach to financial decision-making, where an agent makes decisions based on its trading strategy developed from market observations. Existing DRL intraday trading strategies mainly use…

Trading and Market Microstructure · Quantitative Finance 2024-06-13 Sven Goluža , Tomislav Kovačević , Tessa Bauman , Zvonko Kostanjčar

With the growth of Renewable Energy (RE) generation, the operation of power grids has become increasingly complex. One solution could be automated grid operation, where Deep Reinforcement Learning (DRL) has repeatedly shown significant…

Machine Learning · Computer Science 2024-09-18 Malte Lehna , Clara Holzhüter , Sven Tomforde , Christoph Scholz

The electric grid is an attractive target for cyberattackers given its critical nature in society. With the increasing sophistication of cyberattacks, effective grid defense will benefit from proactively identifying vulnerabilities and…

Systems and Control · Electrical Eng. & Systems 2024-02-14 Amr S. Mohamed , Deepa Kundur

Reinforcement learning (RL) is a promising approach for optimizing HVAC control. RL offers a framework for improving system performance, reducing energy consumption, and enhancing cost efficiency. We benchmark two popular classical and deep…

Machine Learning · Computer Science 2023-08-11 Marshall Wang , John Willes , Thomas Jiralerspong , Matin Moezzi

Reinforcement learning (RL) algorithms are designed to optimize problem-solving by learning actions that maximize rewards, a task that becomes particularly challenging in random and nonstationary environments. Even advanced RL algorithms…

Machine Learning · Computer Science 2025-10-31 Sebastian Zieglmeier , Niklas Erdmann , Narada D. Warakagoda

Non-availability of reliable and sustainable electric power is a major problem in the developing world. Renewable energy sources like solar are not very lucrative in the current stage due to various uncertainties like weather, storage, land…

Machine Learning · Computer Science 2017-11-13 Biswarup Bhattacharya , Abhishek Sinha