Related papers: Dueling Deep Reinforcement Learning for Financial …

Recently, empowered with the powerful capabilities of neural networks, reinforcement learning (RL) has successfully tackled numerous challenging tasks. However, while these models demonstrate enhanced decision-making abilities, they are…

Optimal stopping is the problem of deciding the right time at which to take a particular action in a stochastic system, in order to maximize an expected reward. It has many applications in areas such as finance, healthcare, and statistics.…

Deep reinforcement learning (DRL) has been envisioned to have a competitive edge in quantitative finance. However, there is a steep development curve for quantitative traders to obtain an agent that automatically positions to win in the…

Crop production management is essential for optimizing yield and minimizing a field's environmental impact to crop fields, yet it remains challenging due to the complex and stochastic processes involved. Recently, researchers have turned to…

Deep learning models are vulnerable to external attacks. In this paper, we propose a Reinforcement Learning (RL) based approach to generate adversarial examples for the pre-trained (target) models. We assume a semi black-box setting where…

This paper investigates the resilience and robustness of Deep Reinforcement Learning (DRL) policies to adversarial perturbations in the state space. We first present an approach for the disentanglement of vulnerabilities caused by…

Deep Reinforcement Learning (DRL) has been applied to address a variety of cooperative multi-agent problems with either discrete action spaces or continuous action spaces. However, to the best of our knowledge, no previous work has ever…

This paper proposes adversarial attacks for Reinforcement Learning (RL) and then improves the robustness of Deep Reinforcement Learning algorithms (DRL) to parameter uncertainties with the help of these attacks. We show that even a naively…

In today's forex market traders increasingly turn to algorithmic trading, leveraging computers to seek more profits. Deep learning techniques as cutting-edge advancements in machine learning, capable of identifying patterns in financial…

This paper focuses on the impact of leveraging autonomous offensive approaches in Deep Reinforcement Learning (DRL) to train more robust agents by exploring the impact of applying adversarial learning to DRL for autonomous security in…

In financial applications, reinforcement learning (RL) agents are commonly trained on historical data, where their actions do not influence prices. However, during deployment, these agents trade in live markets where their own transactions…

Deep reinforcement learning (DRL) has been widely studied in the portfolio management task. However, it is challenging to understand a DRL-based trading strategy because of the black-box nature of deep neural networks. In this paper, we…

Market makers play a key role in financial markets by providing liquidity. They usually fill order books with buy and sell limit orders in order to provide traders alternative price levels to operate. This paper focuses precisely on the…

Artificially intelligent agents equipped with strategic skills that can negotiate during their interactions with other natural or artificial agents are still underdeveloped. This paper describes a successful application of Deep…

We propose a learning architecture that allows symbolic control and guidance in reinforcement learning with deep neural networks. We introduce SymDQN, a novel modular approach that augments the existing Dueling Deep Q-Networks (DuelDQN)…

In this thesis, we develop a comprehensive account of the expressive power, modelling efficiency, and performance advantages of so-called trading agents (i.e., Deep Soft Recurrent Q-Network (DSRQN) and Mixture of Score Machines (MSM)),…

Deep Reinforcement Learning (DRL) has been successfully used to solve different challenges, e.g. complex board and computer games, recently. However, solving real-world robotics tasks with DRL seems to be a more difficult challenge. The…

In recent years, reinforcement learning (RL) has gained popularity and has been applied to a wide range of tasks. One such popular domain where RL has been effective is resource management problems in systems. We look to extend work on RL…

In this paper, we propose a principled deep reinforcement learning (RL) approach that is able to accelerate the convergence rate of general deep neural networks (DNNs). With our approach, a deep RL agent (synonym for optimizer in this work)…

We propose using deep reinforcement learning to solve dynamic stochastic general equilibrium models. Agents are represented by deep artificial neural networks and learn to solve their dynamic optimisation problem by interacting with the…