Related papers: Deep Q-Network (DQN) multi-agent reinforcement lea…
This scientific research paper presents an innovative approach based on deep reinforcement learning (DRL) to solve the algorithmic trading problem of determining the optimal trading position at any point in time during a trading activity in…
This study enhances a Deep Q-Network (DQN) trading model by incorporating advanced techniques like Prioritized Experience Replay, Regularized Q-Learning, Noisy Networks, Dueling, and Double DQN. Extensive tests on assets like BTC/USD and…
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…
Machine Learning algorithms and Neural Networks are widely applied to many different areas such as stock market prediction, face recognition and population analysis. This paper will introduce a strategy based on the classic Deep…
Multi-agent reinforcement learning (MARL) has become a significant research topic due to its ability to facilitate learning in complex environments. In multi-agent tasks, the state-action value, commonly referred to as the Q-value, can vary…
As travel demand increases and urban traffic condition becomes more complicated, applying multi-agent deep reinforcement learning (MARL) to traffic signal control becomes one of the hot topics. The rise of Reinforcement Learning (RL) has…
Artificial Intelligence (AI) and Machine Learning (ML) are transforming the domain of Quantitative Trading (QT) through the deployment of advanced algorithms capable of sifting through extensive financial datasets to pinpoint lucrative…
The paper explores the use of Deep Reinforcement Learning (DRL) in stock market trading, focusing on two algorithms: Double Deep Q-Network (DDQN) and Proximal Policy Optimization (PPO) and compares them with Buy and Hold benchmark. It…
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)…
Reinforcement learning (RL) emerges as a promising data-driven approach for adaptive traffic signal control (ATSC) in complex urban traffic networks, with deep neural networks substantially augmenting its learning capabilities. However,…
Reinforcement Learning (RL) is currently one of the most commonly used techniques for traffic signal control (TSC), which can adaptively adjusted traffic signal phase and duration according to real-time traffic data. However, a fully…
Mapping deep neural networks (DNNs) to hardware is critical for optimizing latency, energy consumption, and resource utilization, making it a cornerstone of high-performance accelerator design. Due to the vast and complex mapping space,…
This paper presents a comprehensive study on stock price prediction, leveragingadvanced machine learning (ML) and deep learning (DL) techniques to improve financial forecasting accuracy. The research evaluates the performance of various…
Recent advances in quantum computing (QC) and machine learning (ML) have drawn significant attention to the development of quantum machine learning (QML). Reinforcement learning (RL) is one of the ML paradigms which can be used to solve…
In stock trading, feature extraction and trading strategy design are the two important tasks to achieve long-term benefits using machine learning techniques. Several methods have been proposed to design trading strategy by acquiring trading…
Deep Q-learning is investigated as an end-to-end solution to estimate the optimal strategies for acting on time series input. Experiments are conducted on two idealized trading games. 1) Univariate: the only input is a wave-like price time…
Financial market prediction and optimal trading strategy development remain challenging due to market complexity and volatility. Our research in quantum finance and reinforcement learning for decision-making demonstrates the approach of…
Traditional Long Short-Term Memory (LSTM) networks are effective for handling sequential data but have limitations such as gradient vanishing and difficulty in capturing long-term dependencies, which can impact their performance in dynamic…
Deep Q-Network (DQN) based multi-agent systems (MAS) for reinforcement learning (RL) use various schemes where in the agents have to learn and communicate. The learning is however specific to each agent and communication may be…
Deep Reinforcement Learning (RL) is unquestionably a robust framework to train autonomous agents in a wide variety of disciplines. However, traditional deep and shallow model-free RL algorithms suffer from low sample efficiency and…