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Recently equal risk pricing, a framework for fair derivative pricing, was extended to consider dynamic risk measures. However, all current implementations either employ a static risk measure that violates time consistency, or are based on…

Pricing of Securities · Quantitative Finance 2021-09-10 Saeed Marzban , Erick Delage , Jonathan Yumeng Li

In this paper, we develop a new framework called blockchain-based Radio Frequency (RF)-powered backscatter cognitive radio network. In the framework, IoT devices as secondary transmitters transmit their sensing data to a secondary gateway…

Networking and Internet Architecture · Computer Science 2020-01-13 Tran The Anh , Nguyen Cong Luong , Zehui Xiong , Dusit Niyato , Dong In Kim

Portfolio optimization is essential for balancing risk and return in financial decision-making. Deep Reinforcement Learning (DRL) has stood out as a cutting-edge tool for portfolio optimization that learns dynamic asset allocation using…

Machine Learning · Computer Science 2025-09-16 Himanshu Choudhary , Arishi Orra , Manoj Thakur

Federated Learning (FL) has gained widespread popularity in recent years due to the fast booming of advanced machine learning and artificial intelligence along with emerging security and privacy threats. FL enables efficient model…

Cryptography and Security · Computer Science 2023-03-27 Ervin Moore , Ahmed Imteaj , Shabnam Rezapour , M. Hadi Amini

Blockchain technology, with implications in the financial domain, offers data in the form of large-scale transaction networks. Analyzing transaction networks facilitates fraud detection, market analysis, and supports government regulation.…

Computational Engineering, Finance, and Science · Computer Science 2025-01-23 Junliang Luo , Xue Liu

Distributed multi-agent learning enables agents to cooperatively train a model without requiring to share their datasets. While this setting ensures some level of privacy, it has been shown that, even when data is not directly shared, the…

Machine Learning · Computer Science 2021-06-03 Anudit Nagar , Cuong Tran , Ferdinando Fioretto

Inverse reinforcement learning (IRL) is typically formulated as maximizing entropy subject to matching the distribution of expert trajectories. Classical (dual-ascent) IRL guarantees monotonic performance improvement but requires fully…

Machine Learning · Computer Science 2026-05-13 Anish Diwan , Davide Tateo , Christopher E. Mower , Haitham Bou-Ammar , Jan Peters , Oleg Arenz

The proliferation of Internet of Things (IoT) devices and the advent of 6G technologies have introduced computationally intensive tasks that often surpass the processing capabilities of user devices. Efficient and secure resource allocation…

Machine Learning · Computer Science 2025-01-22 Jianfei Sun , Qiang Gao , Cong Wu , Yuxian Li , Jiacheng Wang , Dusit Niyato

Many researchers have proposed replacing the aggregation server in federated learning with a blockchain system to improve privacy, robustness, and scalability. In this approach, clients would upload their updated models to the blockchain…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-11-15 Yongding Tian , Zhuoran Guo , Jiaxuan Zhang , Zaid Al-Ars

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

Cloud computing has revolutionized the provisioning of computing resources, offering scalable, flexible, and on-demand services to meet the diverse requirements of modern applications. At the heart of efficient cloud operations are job…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-01-03 Yan Gu , Zhaoze Liu , Shuhong Dai , Cong Liu , Ying Wang , Shen Wang , Georgios Theodoropoulos , Long Cheng

Owe to the recent advancements in Artificial Intelligence especially deep learning, many data-driven decision support systems have been implemented to facilitate medical doctors in delivering personalized care. We focus on the deep…

Machine Learning · Computer Science 2019-07-24 Siqi Liu , Kee Yuan Ngiam , Mengling Feng

With the wide application of deep reinforcement learning (DRL) techniques in complex fields such as autonomous driving, intelligent manufacturing, and smart healthcare, how to improve its security and robustness in dynamic and changeable…

Cryptography and Security · Computer Science 2025-10-24 Wu Yichao , Wang Yirui , Ding Panpan , Wang Hailong , Zhu Bingqian , Liu Chun

Recent studies have shown that deep reinforcement learning (DRL) policies are vulnerable to adversarial attacks, which raise concerns about applications of DRL to safety-critical systems. In this work, we adopt a principled way and study…

Machine Learning · Computer Science 2022-05-17 Chao Wang

With the development of deep learning, Dynamic Portfolio Optimization (DPO) problem has received a lot of attention in recent years, not only in the field of finance but also in the field of deep learning. Some advanced research in recent…

Computational Engineering, Finance, and Science · Computer Science 2025-01-16 Runsheng Lin , Zihan Xing , Mingze Ma , Raymond S. T. Lee

The convergence of blockchain, Metaverse, and non-fungible tokens (NFTs) brings transformative digital opportunities alongside challenges like privacy and resource management. Addressing these, we focus on optimizing user connectivity and…

Emerging Technologies · Computer Science 2024-07-19 Liangxin Qian , Chang Liu , Jun Zhao

The application of Reinforcement Learning (RL) in real world environments can be expensive or risky due to sub-optimal policies during training. In Offline RL, this problem is avoided since interactions with an environment are prohibited.…

Blockchain networks provide a reliable trust anchor to decentralized applications (DApps) backed by smart contracts. The Ethereum ecosystem now encompasses most blockchain networks that provide compatible support for smart contracts code.…

Software Engineering · Computer Science 2025-04-16 Cătălina Lazăr , Gabriela Secrieru , Emanuel Onica

Deep reinforcement learning (DRL) algorithms have recently gained wide attention in the wireless networks domain. They are considered promising approaches for solving dynamic radio resource management (RRM) problems in next-generation…

Networking and Internet Architecture · Computer Science 2022-09-29 Ahmad M. Nagib , Hatem Abou-zeid , Hossam S. Hassanein

In this paper we present an end-to-end framework for addressing the problem of dynamic pricing (DP) on E-commerce platform using methods based on deep reinforcement learning (DRL). By using four groups of different business data to…

Machine Learning · Computer Science 2021-09-01 Jiaxi Liu , Yidong Zhang , Xiaoqing Wang , Yuming Deng , Xingyu Wu
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