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Machine learning techniques are playing more and more important roles in finance market investment. However, finance quantitative modeling with conventional supervised learning approaches has a number of limitations. The development of deep…

Computational Finance · Quantitative Finance 2021-11-10 Zechu Li , Xiao-Yang Liu , Jiahao Zheng , Zhaoran Wang , Anwar Walid , Jian Guo

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

In the highly volatile and uncertain global financial markets, traditional quantitative trading models relying on statistical modeling or empirical rules often fail to adapt to dynamic market changes and black swan events due to rigid…

Portfolio Management · Quantitative Finance 2026-04-22 Jingfeng Pan , Jiahao Chen

Recent years have witnessed the successful marriage of finance innovations and AI techniques in various finance applications including quantitative trading (QT). Despite great research efforts devoted to leveraging deep learning (DL)…

Trading and Market Microstructure · Quantitative Finance 2019-08-08 Jingyuan Wang , Yang Zhang , Ke Tang , Junjie Wu , Zhang Xiong

We introduce a novel Deep Reinforcement Learning (DRL) algorithm called Deep Quality-Value (DQV) Learning. DQV uses temporal-difference learning to train a Value neural network and uses this network for training a second Quality-value…

Machine Learning · Statistics 2018-10-11 Matthia Sabatelli , Gilles Louppe , Pierre Geurts , Marco A. Wiering

Deep reinforcement learning (DRL) has been widely used in many important tasks of communication networks. In order to improve the perception ability of DRL on the network, some studies have combined graph neural networks (GNNs) with DRL,…

Cryptography and Security · Computer Science 2025-01-22 Xuzeng Li , Tao Zhang , Jian Wang , Zhen Han , Jiqiang Liu , Jiawen Kang , Dusit Niyato , Abbas Jamalipour

The paper reports on an experiment, in which a Knowledge-Based Reinforcement Learning (KB-RL) method was compared to a Neural Network (NN) approach in solving a classical Artificial Intelligence (AI) task. In contrast to NNs, which require…

Artificial Intelligence · Computer Science 2020-11-11 Liudmyla Nechepurenko , Viktor Voss , Vyacheslav Gritsenko

This paper presents a Quantum Reinforcement Learning (QRL) solution to the dynamic portfolio optimization problem based on Variational Quantum Circuits. The implemented QRL approaches are quantum analogues of the classical…

Machine Learning · Computer Science 2026-01-29 Vincent Gurgul , Ying Chen , Stefan Lessmann

Portfolio optimization requires dynamic allocation of funds by balancing the risk and return tradeoff under dynamic market conditions. With the recent advancements in AI, Deep Reinforcement Learning (DRL) has gained prominence in providing…

Portfolio Management · Quantitative Finance 2025-05-08 Arishi Orra , Aryan Bhambu , Himanshu Choudhary , Manoj Thakur , Selvaraju Natarajan

Distributionally robust reinforcement learning (DRRL) focuses on designing policies that achieve good performance under model uncertainties. The goal is to maximize the worst-case long-term discounted reward, where the data for RL comes…

Machine Learning · Computer Science 2026-03-17 Saptarshi Mandal , Yashaswini Murthy , R. Srikant

Reinforcement learning (RL) is gaining attention by more and more researchers in quantitative finance as the agent-environment interaction framework is aligned with decision making process in many business problems. Most of the current…

Mathematical Finance · Quantitative Finance 2022-05-31 Huifang Huang , Ting Gao , Yi Gui , Jin Guo , Peng Zhang

In distributed optimization, the practical problem-solving performance is essentially sensitive to algorithm selection, parameter setting, problem type and data pattern. Thus, it is often laborious to acquire a highly efficient method for a…

Optimization and Control · Mathematics 2024-01-04 Daokuan Zhu , Tianqi Xu , Jie Lu

This work optimizes the highway decision making strategy of autonomous vehicles by using deep reinforcement learning (DRL). First, the highway driving environment is built, wherein the ego vehicle, surrounding vehicles, and road lanes are…

Artificial Intelligence · Computer Science 2020-07-17 Teng Liu , Xingyu Mu , Xiaolin Tang , Bing Huang , Hong Wang , Dongpu Cao

Reinforcement learning (RL) techniques have shown great success in many challenging quantitative trading tasks, such as portfolio management and algorithmic trading. Especially, intraday trading is one of the most profitable and risky tasks…

Trading and Market Microstructure · Quantitative Finance 2022-08-23 Shuo Sun , Wanqi Xue , Rundong Wang , Xu He , Junlei Zhu , Jian Li , Bo An

Deep reinforcement learning (DRL) has recently emerged as a promising tool for Dynamic Algorithm Configuration (DAC), enabling evolutionary algorithms to adapt their parameters online rather than relying on static tuned configurations.…

Optimization and Control · Mathematics 2026-04-03 Andrea Mencaroni , Robbert Reijnen , Yingqian Zhang , Dieter Claeys

Finding optimal bidding strategies for generation units in electricity markets would result in higher profit. However, it is a challenging problem due to the system uncertainty which is due to the unknown other generation units' strategies.…

Artificial Intelligence · Computer Science 2022-08-15 Pegah Rokhforoz , Olga Fink

In 2015, Google's DeepMind announced an advancement in creating an autonomous agent based on deep reinforcement learning (DRL) that could beat a professional player in a series of 49 Atari games. However, the current manifestation of DRL is…

Machine Learning · Computer Science 2019-07-30 Ngoc Duy Nguyen , Saeid Nahavandi , Thanh Nguyen

This article presents a digital twin (DT)-enhanced reinforcement learning (RL) framework aimed at optimizing performance and reliability in network resource management, since the traditional RL methods face several unified challenges when…

Systems and Control · Electrical Eng. & Systems 2024-06-18 Nan Cheng , Xiucheng Wang , Zan Li , Zhisheng Yin , Tom Luan , Xuemin Shen

The field of Offline Reinforcement Learning (RL) aims to derive effective policies from pre-collected datasets without active environment interaction. While traditional offline RL algorithms like Conservative Q-Learning (CQL) and Implicit…

Machine Learning · Computer Science 2025-11-21 Ali Murtaza Caunhye , Asad Jeewa

A wide variety of deep reinforcement learning (DRL) models have recently been proposed to learn profitable investment strategies. The rules learned by these models outperform the previous strategies specially in high frequency trading…

Statistical Finance · Quantitative Finance 2021-01-12 Mehran Taghian , Ahmad Asadi , Reza Safabakhsh