Related papers: Regret-Optimized Portfolio Enhancement through Dee…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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)…
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…
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…
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.…
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…
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…
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…