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Related papers: FinRL Contests: Benchmarking Data-driven Financial…

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Reinforcement Learning (RL) has experienced significant advancement over the past decade, prompting a growing interest in applications within finance. This survey critically evaluates 167 publications, exploring diverse RL applications and…

Artificial Intelligence · Computer Science 2025-05-07 Nikolaos Pippas , Elliot A. Ludvig , Cagatay Turkay

While current benchmark reinforcement learning (RL) tasks have been useful to drive progress in the field, they are in many ways poor substitutes for learning with real-world data. By testing increasingly complex RL algorithms on…

Machine Learning · Computer Science 2018-11-16 Amy Zhang , Yuxin Wu , Joelle Pineau

As concerns surrounding AI-driven labor displacement intensify in knowledge-intensive sectors, existing benchmarks fail to measure performance on tasks that define practical professional expertise. Finance, in particular, has been…

AI systems empowered by reinforcement learning (RL) algorithms harbor the immense potential to catalyze societal advancement, yet their deployment is often impeded by significant safety concerns. Particularly in safety-critical…

Machine Learning · Computer Science 2023-05-17 Jiaming Ji , Jiayi Zhou , Borong Zhang , Juntao Dai , Xuehai Pan , Ruiyang Sun , Weidong Huang , Yiran Geng , Mickel Liu , Yaodong Yang

Large Language Models (LLMs) have shown remarkable capabilities across a wide variety of Natural Language Processing (NLP) tasks and have attracted attention from multiple domains, including financial services. Despite the extensive…

Computation and Language · Computer Science 2025-01-14 Jean Lee , Nicholas Stevens , Soyeon Caren Han , Minseok Song

Fairness-aware learning aims at satisfying various fairness constraints in addition to the usual performance criteria via data-driven machine learning techniques. Most of the research in fairness-aware learning employs the setting of…

Machine Learning · Computer Science 2022-05-23 Pratik Gajane , Akrati Saxena , Maryam Tavakol , George Fletcher , Mykola Pechenizkiy

This paper presents a comprehensive benchmarking suite tailored to offline safe reinforcement learning (RL) challenges, aiming to foster progress in the development and evaluation of safe learning algorithms in both the training and…

Machine Learning · Computer Science 2023-06-19 Zuxin Liu , Zijian Guo , Haohong Lin , Yihang Yao , Jiacheng Zhu , Zhepeng Cen , Hanjiang Hu , Wenhao Yu , Tingnan Zhang , Jie Tan , Ding Zhao

Financial large language models (FinLLMs) with multimodal capabilities are envisioned to revolutionize applications across business, finance, accounting, and auditing. However, real-world adoption requires robust benchmarks of FinLLMs' and…

Computational Engineering, Finance, and Science · Computer Science 2025-04-30 Shengyuan Colin Lin , Felix Tian , Keyi Wang , Xingjian Zhao , Jimin Huang , Qianqian Xie , Luca Borella , Matt White , Christina Dan Wang , Kairong Xiao , Xiao-Yang Liu Yanglet , Li Deng

Through many recent successes in simulation, model-free reinforcement learning has emerged as a promising approach to solving continuous control robotic tasks. The research community is now able to reproduce, analyze and build quickly on…

Machine Learning · Computer Science 2018-09-21 A. Rupam Mahmood , Dmytro Korenkevych , Gautham Vasan , William Ma , James Bergstra

This thesis presents the results of a comprehensive research project focused on applying Reinforcement Learning (RL) to the problem of market making in financial markets. Market makers (MMs) play a fundamental role in providing liquidity,…

Machine Learning · Computer Science 2025-07-28 Óscar Fernández Vicente

As the fundamental capability behind decision-making in finance, financial reasoning poses distinct challenges for LLMs. Although reinforcement learning (RL) have boosted generic reasoning, the progress in finance is hindered by the absence…

Computation and Language · Computer Science 2025-06-17 Lingfei Qian , Weipeng Zhou , Yan Wang , Xueqing Peng , Han Yi , Yilun Zhao , Jimin Huang , Qianqian Xie , Jian-yun Nie

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

While Reinforcement Learning has made great strides towards solving ever more complicated tasks, many algorithms are still brittle to even slight changes in their environment. This is a limiting factor for real-world applications of RL.…

The realm of High-Frequency Trading (HFT) is characterized by rapid decision-making processes that capitalize on fleeting market inefficiencies. As the financial markets become increasingly competitive, there is a pressing need for…

Trading and Market Microstructure · Quantitative Finance 2023-11-21 Soumyadip Sarkar

This research paper delves into the application of Deep Reinforcement Learning (DRL) in asset-class agnostic portfolio optimization, integrating industry-grade methodologies with quantitative finance. At the heart of this integration is our…

Artificial Intelligence · Computer Science 2024-03-14 Philip Ndikum , Serge Ndikum

Reinforcement learning (RL) has proven its worth in a series of artificial domains, and is beginning to show some successes in real-world scenarios. However, much of the research advances in RL are often hard to leverage in real-world…

Machine Learning · Computer Science 2019-05-01 Gabriel Dulac-Arnold , Daniel Mankowitz , Todd Hester

Financial agents powered by large language models (LLMs) are increasingly deployed for investment analysis, risk assessment, and automated decision-making, where their abilities to plan, invoke tools, and manipulate mutable state introduce…

Reinforcement learning (RL) is a machine learning approach that trains agents to maximize cumulative rewards through interactions with environments. The integration of RL with deep learning has recently resulted in impressive achievements…

Neural and Evolutionary Computing · Computer Science 2023-08-31 Hui Bai , Ran Cheng , Yaochu Jin

Recent advances in reinforcement learning (RL) heavily rely on a variety of well-designed benchmarks, which provide environmental platforms and consistent criteria to evaluate existing and novel algorithms. Specifically, in multi-agent RL…

Multiagent Systems · Computer Science 2024-06-25 Wenzhe Li , Zihan Ding , Seth Karten , Chi Jin

In recent years, Reinforcement Learning (RL), has become a popular field of study as well as a tool for enterprises working on cutting-edge artificial intelligence research. To this end, many researchers have built RL frameworks such as…