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This paper presents a comprehensive study on the use of ensemble Reinforcement Learning (RL) models in financial trading strategies, leveraging classifier models to enhance performance. By combining RL algorithms such as A2C, PPO, and SAC…

Machine Learning · Computer Science 2026-05-21 Zheli Xiong

The estimation of fill probabilities for trade orders represents a key ingredient in the optimization of algorithmic trading strategies. It is bound by the complex dynamics of financial markets with inherent uncertainties, and the…

Recent advancements in quantum computing (QC) and machine learning (ML) have sparked considerable interest in the integration of these two cutting-edge fields. Among the various ML techniques, reinforcement learning (RL) stands out for its…

Quantum Physics · Physics 2024-09-10 Samuel Yen-Chi Chen

Machine learning models and their applications, such as autonomous driving systems, are becoming increasingly common and are essential components of human daily life. However, due to their sensitivity to perturbed noise, these models are…

Quantum Physics · Physics 2026-04-13 Ban Q. Tran , Chuong K. Luong , Viet Q. Nguyen , Duong M. Chu , Susan Mengel

Multi-Agent Reinforcement Learning is becoming increasingly more important in times of autonomous driving and other smart industrial applications. Simultaneously a promising new approach to Reinforcement Learning arises using the inherent…

Reinforcement learning (RL) enables agents to learn optimal policies through environmental interaction. However, RL suffers from reduced learning efficiency due to the curse of dimensionality in high-dimensional spaces. Quantum…

Machine Learning · Computer Science 2025-07-02 Seok Bin Son , Joongheon Kim

Machine Learning models capable of handling the large datasets collected in the financial world can often become black boxes expensive to run. The quantum computing paradigm suggests new optimization techniques, that combined with classical…

Stock volatility prediction is an important task in the financial industry. Recent advancements in multimodal methodologies, which integrate both textual and auditory data, have demonstrated significant improvements in this domain, such as…

Machine Learning · Computer Science 2024-07-29 Shengkun Wang , Taoran Ji , Jianfeng He , Mariam Almutairi , Dan Wang , Linhan Wang , Min Zhang , Chang-Tien Lu

The state-of-the-art machine learning approaches are based on classical von Neumann computing architectures and have been widely used in many industrial and academic domains. With the recent development of quantum computing, researchers and…

Machine Learning · Computer Science 2020-07-21 Samuel Yen-Chi Chen , Chao-Han Huck Yang , Jun Qi , Pin-Yu Chen , Xiaoli Ma , Hsi-Sheng Goan

This paper focuses on the application and optimization of LSTM model in financial risk prediction. The study starts with an overview of the architecture and algorithm foundation of LSTM, and then details the model training process and…

Machine Learning · Computer Science 2024-06-03 Ke Xu , Yu Cheng , Shiqing Long , Junjie Guo , Jue Xiao , Mengfang Sun

The rapid advancement of quantum computing (QC) and machine learning (ML) has given rise to the burgeoning field of quantum machine learning (QML), aiming to capitalize on the strengths of quantum computing to propel ML forward. Despite its…

Quantum Physics · Physics 2024-07-30 Xin Dai , Tzu-Chieh Wei , Shinjae Yoo , Samuel Yen-Chi Chen

Trading markets represent a real-world financial application to deploy reinforcement learning agents, however, they carry hard fundamental challenges such as high variance and costly exploration. Moreover, markets are inherently a…

Machine Learning · Computer Science 2021-07-20 Yue Gao , Kry Yik Chau Lui , Pablo Hernandez-Leal

Quantum machine learning is an approach that aims to improve the performance of machine learning methods by leveraging the properties of quantum computers. In quantum circuit learning (QCL), a supervised learning method that can be…

Quantum computers can offer dramatic improvements over classical devices for data analysis tasks such as prediction and classification. However, less is known about the advantages that quantum computers may bring in the setting of…

Quantum Physics · Physics 2018-08-10 Vedran Dunjko , Yi-Kai Liu , Xingyao Wu , Jacob M. Taylor

We investigate whether quantum annealers with select chip layouts can outperform classical computers in reinforcement learning tasks. We associate a transverse field Ising spin Hamiltonian with a layout of qubits similar to that of a deep…

Quantum Physics · Physics 2019-01-07 Daniel Crawford , Anna Levit , Navid Ghadermarzy , Jaspreet S. Oberoi , Pooya Ronagh

Machine learning techniques applied to the problem of financial market forecasting struggle with dynamic regime switching, or underlying correlation and covariance shifts in true (hidden) market variables. Drawing inspiration from the…

Computational Finance · Quantitative Finance 2024-06-25 Raeid Saqur

The advent of promising quantum error correction (QEC) codes with efficient resource utilization and high-performance fault-tolerant quantum memories signifies a critical step towards realizing practical quantum computation. While surface…

Quantum Physics · Physics 2026-01-28 Yidong Zhou , Lingyi Kong , Yifeng Peng , Zhiding Liang

In response to Task II of the FinRL Challenge at ACM ICAIF 2024, this study proposes a novel prompt framework for fine-tuning large language models (LLM) with Reinforcement Learning from Market Feedback (RLMF). Our framework incorporates…

Trading and Market Microstructure · Quantitative Finance 2025-02-05 Arnav Grover

Deep reinforcement learning has the potential to address various scientific problems. In this paper, we implement an optics simulation environment for reinforcement learning based controllers. The environment captures the essence of…

Machine Learning · Computer Science 2023-10-03 Abulikemu Abuduweili , Changliu Liu

Obtaining reliable state preparation protocols is a key step towards practical implementation of many quantum technologies, and one of the main tasks in quantum control. In this work, different reinforcement learning approaches are used to…

Quantum Physics · Physics 2024-09-04 Manuel Guatto , Gian Antonio Susto , Francesco Ticozzi