English
Related papers

Related papers: Regret-Optimized Portfolio Enhancement through Dee…

200 papers

We present a reinforcement learning method for training neuro-fuzzy controllers using Proximal Policy Optimization (PPO). Unlike prior approaches that used Deep Q-Networks (DQN) with Adaptive Neuro-Fuzzy Inference Systems (ANFIS), our…

Machine Learning · Computer Science 2025-07-08 Kaaustaaub Shankar , Wilhelm Louw , Kelly Cohen

We propose a reinforcement learning (RL) framework that leverages multimodal data including historical stock prices, sentiment analysis, and topic embeddings from news articles, to optimize trading strategies for SP100 stocks. Building upon…

Portfolio Management · Quantitative Finance 2024-12-24 Sumit Nawathe , Ravi Panguluri , James Zhang , Sashwat Venkatesh

Classical reinforcement learning (RL) aims to optimize the expected cumulative reward. In this work, we consider the RL setting where the goal is to optimize the quantile of the cumulative reward. We parameterize the policy controlling…

Machine Learning · Computer Science 2023-05-15 Jinyang Jiang , Jiaqiao Hu , Yijie Peng

Model-free reinforcement learning algorithms have seen remarkable progress, but key challenges remain. Trust Region Policy Optimization (TRPO) is known for ensuring monotonic policy improvement through conservative updates within a trust…

Machine Learning · Computer Science 2025-07-29 Zhengpeng Xie , Qiang Zhang , Fan Yang , Marco Hutter , Renjing Xu

For many applications of reinforcement learning it can be more convenient to specify both a reward function and constraints, rather than trying to design behavior through the reward function. For example, systems that physically interact…

Machine Learning · Computer Science 2017-05-31 Joshua Achiam , David Held , Aviv Tamar , Pieter Abbeel

Despite advancements in deep reinforcement learning algorithms, developing an effective exploration strategy is still an open problem. Most existing exploration strategies either are based on simple heuristics, or require the model of the…

Machine Learning · Computer Science 2021-02-11 Arash Mahyari

Reinforcement learning agents for portfolio management are typically trained and deployed as static policies, with no mechanism for using price forecasts at inference time. We propose $\text{FPILOT}$ (**Fin**ancial **P**lugin…

Machine Learning · Computer Science 2026-05-14 Eun Go , Rohan Deb , Arindam Banerjee

This study presents a Reinforcement Learning (RL)-based portfolio management model tailored for high-risk environments, addressing the limitations of traditional RL models and exploiting market opportunities through two-sided transactions…

Portfolio Management · Quantitative Finance 2024-08-13 Ali Habibnia , Mahdi Soltanzadeh

Recent advances in reinforcement learning, such as Dynamic Sampling Policy Optimization (DAPO), show strong performance when paired with large language models (LLMs). Motivated by this success, we ask whether similar gains can be realized…

Computational Engineering, Finance, and Science · Computer Science 2025-05-27 Ruijian Zha , Bojun Liu

The Portfolio Optimization task has long been studied in the Financial Services literature as a procedure to identify the basket of assets that satisfy desired conditions on the expected return and the associated risk. A well-known approach…

Competitive multi-agent reinforcement learning in imperfect-information games requires agents to act under partial observability and against adversarial opponents, necessitating stochastic policies. While self-play reinforcement learning…

Machine Learning · Computer Science 2026-05-20 Zhiyuan Fan , Gabriele Farina

We adopt deep learning models to directly optimise the portfolio Sharpe ratio. The framework we present circumvents the requirements for forecasting expected returns and allows us to directly optimise portfolio weights by updating model…

Portfolio Management · Quantitative Finance 2021-01-26 Zihao Zhang , Stefan Zohren , Stephen Roberts

This paper investigates the application of Reinforcement Learning (RL) to optimise call routing in call centres to minimise client waiting time and staff idle time. Two methods are compared: a model-based approach using Value Iteration (VI)…

Artificial Intelligence · Computer Science 2025-07-25 Kwong Ho Li , Wathsala Karunarathne

Recent advancements in large language model alignment leverage token-level supervisions to perform fine-grained preference optimization. However, existing token-level alignment methods either optimize on all available tokens, which can be…

Computation and Language · Computer Science 2025-11-07 Kailai Yang , Zhiwei Liu , Qianqian Xie , Jimin Huang , Erxue Min , Sophia Ananiadou

Proximal Policy Optimization with Adaptive Exploration (axPPO) is introduced as a novel learning algorithm. This paper investigates the exploration-exploitation tradeoff within the context of reinforcement learning and aims to contribute…

Machine Learning · Computer Science 2024-05-09 Andrei Lixandru

Proximal policy optimization (PPO) algorithm is a deep reinforcement learning algorithm with outstanding performance, especially in continuous control tasks. But the performance of this method is still affected by its exploration ability.…

Machine Learning · Computer Science 2020-11-12 Junwei Zhang , Zhenghao Zhang , Shuai Han , Shuai Lü

We propose Multi Agent Reflective Policy Optimization (MARPO) to alleviate the issue of sample inefficiency in multi agent reinforcement learning. MARPO consists of two key components: a reflection mechanism that leverages subsequent…

Multiagent Systems · Computer Science 2025-12-30 Cuiling Wu , Yaozhong Gan , Junliang Xing , Ying Fu

Reinforcement learning (RL)-based fine-tuning has emerged as a powerful approach for aligning diffusion models with black-box objectives. Proximal policy optimization (PPO) is a popular choice of method for policy optimization. While…

Proximal Policy Optimization (PPO) is among the most widely used deep reinforcement learning algorithms, yet its theoretical foundations remain incomplete. Most importantly, convergence and understanding of fundamental PPO advantages remain…

Machine Learning · Computer Science 2026-02-04 Leif Doering , Daniel Schmidt , Moritz Melcher , Sebastian Kassing , Benedikt Wille , Tilman Aach , Simon Weissmann

The recent remarkable progress of deep reinforcement learning (DRL) stands on regularization of policy for stable and efficient learning. A popular method, named proximal policy optimization (PPO), has been introduced for this purpose. PPO…

Machine Learning · Computer Science 2023-07-04 Taisuke Kobayashi
‹ Prev 1 3 4 5 6 7 10 Next ›