English
Related papers

Related papers: Adaptive Alpha Weighting with PPO: Enhancing Promp…

200 papers

Modern quantitative trading increasingly relies on systematic models to extract predictive signals from large-scale financial data, where alpha factor discovery plays a central role in transforming market observations into tradable signals.…

Computational Engineering, Finance, and Science · Computer Science 2026-05-18 Lingzhe Zhang , Tong Jia , Yunpeng Zhai , Zixuan Xie , Chiming Duan , Minghua He , Philip S. Yu , Ying Li

Alpha factor mining is a fundamental task in quantitative trading, aimed at discovering interpretable signals that can predict asset returns beyond systematic market risk. While traditional methods rely on manual formula design or heuristic…

Computational Engineering, Finance, and Science · Computer Science 2025-10-22 Lang Cao

In this paper, we tackle the challenging problem of delayed rewards in reinforcement learning (RL). While Proximal Policy Optimization (PPO) has emerged as a leading Policy Gradient method, its performance can degrade under delayed rewards.…

In modern financial markets, investors increasingly seek personalized and adaptive portfolio strategies that reflect their individual risk preferences and respond to dynamic market conditions. Traditional rule-based or static optimization…

Machine Learning · Computer Science 2025-12-16 Bangyu Li , Boping Gu , Ziyang Ding

Supervised fine-tuning (SFT) has emerged as a crucial method for aligning large language models (LLMs) with human-annotated demonstrations. However, SFT, being an off-policy approach similar to behavior cloning, often struggles with…

Computation and Language · Computer Science 2025-10-27 Qingru Zhang , Liang Qiu , Ilgee Hong , Zhenghao Xu , Tianyi Liu , Shiyang Li , Rongzhi Zhang , Zheng Li , Lihong Li , Bing Yin , Chao Zhang , Jianshu Chen , Haoming Jiang , Tuo Zhao

Optimizing the fuel cycle cost through the optimization of nuclear reactor core loading patterns involves multiple objectives and constraints, leading to a vast number of candidate solutions that cannot be explicitly solved. To advance the…

Neural and Evolutionary Computing · Computer Science 2024-07-16 Paul Seurin , Koroush Shirvan

Classical reinforcement learning (RL) aims to optimize the expected cumulative reward. In this work, we consider the RL setting where the goal is to optimize the quantile of the cumulative reward. We parameterize the policy controlling…

Machine Learning · Computer Science 2023-05-15 Jinyang Jiang , Jiaqiao Hu , Yijie Peng

Large Language Models (LLMs) have shown impressive reasoning capabilities in well-defined problems with clear solutions, such as mathematics and coding. However, they still struggle with complex real-world scenarios like business…

Computation and Language · Computer Science 2025-05-29 Xiaoqian Liu , Ke Wang , Yongbin Li , Yuchuan Wu , Wentao Ma , Aobo Kong , Fei Huang , Jianbin Jiao , Junge Zhang

Large Language Models (LLMs) have demonstrated remarkable proficiency in English mathematical reasoning, yet a significant performance disparity persists in multilingual contexts, largely attributed to deficiencies in language…

Computation and Language · Computer Science 2026-03-27 Xu Huang , Zhejian Lai , Zixian Huang , Jiajun Chen , Shujian Huang

Large Language Models (LLMs) have demonstrated remarkable potential in automating software development tasks. While recent advances leverage Supervised Fine-Tuning (SFT) and Direct Preference Optimization (DPO) to align models with human…

Software Engineering · Computer Science 2025-12-09 Xin Yin , Chao Ni , Xiaohu Yang

Despite the efficacy of Direct Preference Optimization (DPO) in aligning Large Language Models (LLMs), reward hacking remains a pivotal challenge. This issue emerges when LLMs excessively reduce the probability of rejected completions to…

Computation and Language · Computer Science 2025-08-26 Chenxu Yang , Ruipeng Jia , Mingyu Zheng , Naibin Gu , Zheng Lin , Siyuan Chen , Weichong Yin , Hua Wu , Weiping Wang

The Reinforcement Learning from Human Feedback (RLHF) plays a pivotal role in shaping the impact of large language models (LLMs), contributing significantly to controlling output toxicity and selecting output styles, particularly as LLMs…

Artificial Intelligence · Computer Science 2023-08-11 Miao Fan , Chen Hu , Shuchang Zhou

Proximal Policy Optimization (PPO) is a highly popular model-free reinforcement learning (RL) approach. However, we observe that in a continuous action space, PPO can prematurely shrink the exploration variance, which leads to slow progress…

Machine Learning · Computer Science 2020-11-04 Perttu Hämäläinen , Amin Babadi , Xiaoxiao Ma , Jaakko Lehtinen

Proximal Policy Optimization (PPO) is a widely used reinforcement learning algorithm known for its stability and sample efficiency, but it often suffers from premature convergence due to limited exploration. In this paper, we propose POEM…

Neural and Evolutionary Computing · Computer Science 2026-01-22 Casimir Czworkowski , Stephen Hornish , Alhassan S. Yasin

It is a difficult task for both professional investors and individual traders continuously making profit in stock market. With the development of computer science and deep reinforcement learning, Buy\&Hold (B\&H) has been oversteped by many…

Trading and Market Microstructure · Quantitative Finance 2021-05-24 Zhishun Wang , Wei Lu , Kaixin Zhang , Tianhao Li , Zixi Zhao

While Reinforcement Learning (RL) shows promise in training tool-use Large Language Models (LLMs) using verifiable outcome rewards, existing methods largely overlook the potential of reasoning rewards based on chain-of-thought quality for…

Computation and Language · Computer Science 2026-01-16 Zihan Lin , Xiaohan Wang , Hexiong Yang , Jiajun Chai , Jie Cao , Guojun Yin , Wei Lin , Ran He

Explaining stock predictions is generally a difficult task for traditional non-generative deep learning models, where explanations are limited to visualizing the attention weights on important texts. Today, Large Language Models (LLMs)…

Machine Learning · Computer Science 2024-03-01 Kelvin J. L. Koa , Yunshan Ma , Ritchie Ng , Tat-Seng Chua

We evaluate benchmark deep reinforcement learning algorithms on the task of portfolio optimisation using simulated data. The simulator to generate the data is based on correlated geometric Brownian motion with the Bertsimas-Lo market impact…

Computational Engineering, Finance, and Science · Computer Science 2025-08-07 Chung I Lu

Legged locomotion in unstructured environments demands not only high-performance control policies but also formal guarantees to ensure robustness under perturbations. Control methods often require carefully designed reference trajectories,…

Robotics · Computer Science 2026-03-23 Vrushabh Zinage , Narek Harutyunyan , Eric Verheyden , Fred Y. Hadaegh , Soon-Jo Chung

Symbolic regression aims to distill mathematical equations from observational data. Recent approaches have successfully leveraged Large Language Models (LLMs) to generate equation hypotheses, capitalizing on their vast pre-trained…

Machine Learning · Computer Science 2026-02-12 Boxiao Wang , Kai Li , Tianyi Liu , Chen Li , Junzhe Wang , Yifan Zhang , Jian Cheng