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Large-scale online ride-sharing platforms have substantially transformed our lives by reallocating transportation resources to alleviate traffic congestion and promote transportation efficiency. An efficient fleet management strategy not…
We develop a portfolio allocation framework that leverages deep learning techniques to address challenges arising from high-dimensional, non-stationary, and low-signal-to-noise market information. Our approach includes a dynamic embedding…
Adapting machine learning models to medical time series across different domains remains a challenge due to complex temporal dependencies and dynamic distribution shifts. Current approaches often focus on isolated feature representations,…
Multi-task learning (MTL) is a powerful machine learning paradigm designed to leverage shared knowledge across tasks to improve generalization and performance. Previous works have proposed approaches to MTL that can be divided into feature…
Multi-source domain adaptation aims to reduce performance degradation when applying machine learning models to unseen domains. A fundamental challenge is devising the optimal strategy for feature selection. Existing literature is somewhat…
Transfer Learning (TL) offers the potential to accelerate learning by transferring knowledge across tasks. However, it faces critical challenges such as negative transfer, domain adaptation and inefficiency in selecting solid source…
This paper addresses key challenges in task scheduling for multi-tenant distributed systems, including dynamic resource variation, heterogeneous tenant demands, and fairness assurance. An adaptive scheduling method based on reinforcement…
Learning two tasks in a single shared function has some benefits. Firstly by acquiring information from the second task, the shared function leverages useful information that could have been neglected or underestimated in the first task.…
Reinforcement Learning (RL) has shown significant promise in automated portfolio management; however, effectively balancing risk and return remains a central challenge, as many models fail to adapt to dynamically changing market conditions.…
In multi-task learning, multiple tasks are solved jointly, sharing inductive bias between them. Multi-task learning is inherently a multi-objective problem because different tasks may conflict, necessitating a trade-off. A common compromise…
Unsupervised domain adaption has proven to be an effective approach for alleviating the intensive workload of manual annotation by aligning the synthetic source-domain data and the real-world target-domain samples. Unfortunately, mapping…
We propose a new approach for solving planning problems with a hierarchical structure, fusing reinforcement learning and MPC planning. Our formulation tightly and elegantly couples the two planning paradigms. It leverages reinforcement…
Multi-task learning (MTL) is a subfield of machine learning in which multiple tasks are simultaneously learned by a shared model. Such approaches offer advantages like improved data efficiency, reduced overfitting through shared…
This paper presents a deep reinforcement learning (DRL) framework for dynamic portfolio optimization under market uncertainty and risk. The proposed model integrates a Sharpe ratio-based reward function with direct risk control mechanisms,…
This study proposes a regime-aware reinforcement learning framework for long-horizon portfolio optimization. Moving beyond traditional feedforward and GARCH-based models, we design realistic environments where agents dynamically reallocate…
One of the long-standing challenges in Artificial Intelligence for learning goal-directed behavior is to build a single agent which can solve multiple tasks. Recent progress in multi-task learning for goal-directed sequential problems has…
Multi-task learning (MTL) is a paradigm that simultaneously learns multiple tasks by sharing information at different levels, enhancing the performance of each individual task. While previous research has primarily focused on feature-level…
Portfolio optimization is one of the most attentive fields that have been researched with machine learning approaches. Many researchers attempted to solve this problem using deep reinforcement learning due to its efficient inherence that…
In this paper, we document a novel machine learning based bottom-up approach for static and dynamic portfolio optimization on, potentially, a large number of assets. The methodology applies to general constrained optimization problems and…
The high sample complexity of reinforcement learning challenges its use in practice. A promising approach is to quickly adapt pre-trained policies to new environments. Existing methods for this policy adaptation problem typically rely on…