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Risk-aware control, though with promise to tackle unexpected events, requires a known exact dynamical model. In this work, we propose a model-free framework to learn a risk-aware controller with a focus on the linear system. We formulate it…

Systems and Control · Electrical Eng. & Systems 2021-06-01 Feiran Zhao , Keyou You

This correspondence considers the resource allocation problem in wireless interference channel (IC) under link outage constraints. Since the optimization problem is non-convex in nature, existing approaches to find the optimal power…

Networking and Internet Architecture · Computer Science 2022-03-08 Saniul Alam , Sadia Islam , Muhammad R. A. Khandaker , Risala T. Khan , Faisal Tariq , Apriana Toding

Deep learning models are favored in many research and industry areas and have reached the accuracy of approximating or even surpassing human level. However they've long been considered by researchers as black-box models for their…

Machine Learning · Computer Science 2020-10-16 Xiaojian Wang , Jingyuan Wang , Ke Tang

Inspired by the developments in deep generative models, we propose a model-based RL approach, coined Reinforced Deep Markov Model (RDMM), designed to integrate desirable properties of a reinforcement learning algorithm acting as an…

Trading and Market Microstructure · Quantitative Finance 2020-11-10 Tadeu A. Ferreira

An intelligent agent operating in the real-world must balance achieving its goal with maintaining the safety and comfort of not only itself, but also other participants within the surrounding scene. This requires jointly reasoning about the…

Computer Vision and Pattern Recognition · Computer Science 2021-04-30 Jerry Liu , Wenyuan Zeng , Raquel Urtasun , Ersin Yumer

This study enhances a Deep Q-Network (DQN) trading model by incorporating advanced techniques like Prioritized Experience Replay, Regularized Q-Learning, Noisy Networks, Dueling, and Double DQN. Extensive tests on assets like BTC/USD and…

Computational Finance · Quantitative Finance 2023-11-21 Gang Hu

In this paper we introduce the DMR -- a prototype-based method and network architecture for deep learning which is using a decision tree (DT)-based inference and synthetic data to balance the classes. It builds upon the recently introduced…

Computer Vision and Pattern Recognition · Computer Science 2020-02-11 Plamen Angelov , Eduardo Soares

Deep Reinforcement Learning (DRL) is gaining attention as a potential approach to design trajectories for autonomous unmanned aerial vehicles (UAV) used as flying access points in the context of cellular or Internet of Things (IoT)…

Information Theory · Computer Science 2022-02-07 Omid Esrafilian , Harald Bayerlein , David Gesbert

With the application of artificial intelligence in the financial field, quantitative trading is considered to be profitable. Based on this, this paper proposes an improved deep recurrent DRQN-ARBR model because the existing quantitative…

Statistical Finance · Quantitative Finance 2021-12-01 Peng Zhou , Jingling Tang

Prediction and control of chemical mixing are vital for many scientific areas such as subsurface reactive transport, climate modeling, combustion, epidemiology, and pharmacology. Due to the complex nature of mixing in heterogeneous and…

Machine Learning · Computer Science 2021-12-15 N. V. Jagtap , M. K. Mudunuru , K. B. Nakshatrala

Most existing deep reinforcement learning (DRL) frameworks consider either discrete action space or continuous action space solely. Motivated by applications in computer games, we consider the scenario with discrete-continuous hybrid action…

Machine Learning · Computer Science 2018-10-16 Jiechao Xiong , Qing Wang , Zhuoran Yang , Peng Sun , Lei Han , Yang Zheng , Haobo Fu , Tong Zhang , Ji Liu , Han Liu

Machine Learning algorithms and Neural Networks are widely applied to many different areas such as stock market prediction, face recognition and population analysis. This paper will introduce a strategy based on the classic Deep…

Portfolio Management · Quantitative Finance 2020-03-16 Ziming Gao , Yuan Gao , Yi Hu , Zhengyong Jiang , Jionglong Su

This paper presents TableQuery, a novel tool for querying tabular data using deep learning models pre-trained to answer questions on free text. Existing deep learning methods for question answering on tabular data have various limitations,…

Computation and Language · Computer Science 2022-02-02 Abhijith Neil Abraham , Fariz Rahman , Damanpreet Kaur

As power systems are undergoing a significant transformation with more uncertainties, less inertia and closer to operation limits, there is increasing risk of large outages. Thus, there is an imperative need to enhance grid emergency…

Machine Learning · Computer Science 2022-02-08 Renke Huang , Yujiao Chen , Tianzhixi Yin , Qiuhua Huang , Jie Tan , Wenhao Yu , Xinya Li , Ang Li , Yan Du

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

The massive integration of renewable-based distributed energy resources (DERs) inherently increases the energy system's complexity, especially when it comes to defining its operational schedule. Deep reinforcement learning (DRL) algorithms…

Systems and Control · Electrical Eng. & Systems 2023-05-10 Hou Shengren , Pedro P. Vergara , Edgar Mauricio Salazar Duque , Peter Palensky

Reinforcement learning methods typically use Deep Neural Networks to approximate the value functions and policies underlying a Markov Decision Process. Unfortunately, DNN-based RL suffers from a lack of explainability of the resulting…

Systems and Control · Electrical Eng. & Systems 2022-05-19 Shambhuraj Sawant , Sebastien Gros

The Transformer model, renowned for its powerful attention mechanism, has achieved state-of-the-art performance in various artificial intelligence tasks but faces challenges such as high computational cost and memory usage. Researchers are…

Quantum Physics · Physics 2026-03-24 Yuichi Kamata , Quoc Hoan Tran , Yasuhiro Endo , Hirotaka Oshima

Discrete-action algorithms have been central to numerous recent successes of deep reinforcement learning. However, applying these algorithms to high-dimensional action tasks requires tackling the combinatorial increase of the number of…

Machine Learning · Computer Science 2019-01-28 Arash Tavakoli , Fabio Pardo , Petar Kormushev

Deep Learning has the hierarchical network architecture to represent the complicated features of input patterns. Such architecture is well known to represent higher learning capability compared with some conventional models if the best set…

Neural and Evolutionary Computing · Computer Science 2018-07-12 Takumi Ichimura , Shin Kamada
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