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High Power Laser's (HPL) optimal performance is essential for the success of a wide variety of experimental tasks related to light-matter interactions. Traditionally, HPL parameters are optimised in an automated fashion relying on black-box…

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

Deep reinforcement learning (DRL) has been envisioned to have a competitive edge in quantitative finance. However, there is a steep development curve for quantitative traders to obtain an agent that automatically positions to win in the…

Trading and Market Microstructure · Quantitative Finance 2021-11-19 Xiao-Yang Liu , Hongyang Yang , Jiechao Gao , Christina Dan Wang

For a multi-cell, multi-user, cellular network downlink sum-rate maximization through power allocation is a nonconvex and NP-hard optimization problem. In this paper, we present an effective approach to solving this problem through single-…

Information Theory · Computer Science 2020-09-15 Ahmad Ali Khan , Raviraj Adve

Learning a predictive model of the mean return, or value function, plays a critical role in many reinforcement learning algorithms. Distributional reinforcement learning (DRL) has been shown to improve performance by modeling the value…

Machine Learning · Computer Science 2025-07-08 Ju-Seung Byun , Andrew Perrault

We present a reinforcement learning (RL)-driven framework for optimizing block-preconditioner sizes in iterative solvers used in portfolio optimization and option pricing. The covariance matrix in portfolio optimization or the…

Portfolio Management · Quantitative Finance 2025-07-04 Hadi Keramati , Samaneh Jazayeri

In Federated Learning (FL), the limited accessibility of data from diverse locations and user types poses a significant challenge due to restricted user participation. Expanding client access and diversifying data enhance models by…

Machine Learning · Computer Science 2024-05-14 Mario Chahoud , Hani Sami , Azzam Mourad , Hadi Otrok , Jamal Bentahar , Mohsen Guizani

It is estimated that about 40%-50% of total electricity consumption in commercial buildings can be attributed to Heating, Ventilation, and Air Conditioning (HVAC) systems. Minimizing the energy cost while considering the thermal comfort of…

Machine Learning · Computer Science 2021-10-27 Vinay Hanumaiah , Sahika Genc

We propose DiFFPO, Diffusion Fast and Furious Policy Optimization, a unified framework for training masked diffusion large language models (dLLMs) to reason not only better (furious), but also faster via reinforcement learning (RL). We…

Machine Learning · Computer Science 2026-01-13 Hanyang Zhao , Dawen Liang , Wenpin Tang , David Yao , Nathan Kallus

Deep Reinforcement Learning (DRL) techniques have been successfully applied for solving complex decision-making and control tasks in multiple fields including robotics, autonomous driving, healthcare and natural language processing. The…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-08-07 Amanda Jayanetti , Saman Halgamuge , Rajkumar Buyya

While Distributional Reinforcement Learning (DRL) methods have demonstrated strong performance in online settings, its success in offline scenarios remains limited. We hypothesize that a key limitation of existing offline DRL methods lies…

Machine Learning · Computer Science 2026-01-06 Ryo Iwaki , Takayuki Osogami

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

Diffusion policy sampling enables reinforcement learning (RL) to represent multimodal action distributions beyond suboptimal unimodal Gaussian policies. However, existing diffusion-based RL methods primarily focus on offline settings for…

Machine Learning · Computer Science 2026-05-07 Xiaoyuan Cheng , Wenxuan Yuan , Boyang Li , Yuanchao Xu , Yiming Yang , Hao Liang , Bei Peng , Robert Loftin , Zhuo Sun , Yukun Hu

Recently, deep reinforcement learning (DRL) has emerged as a promising approach for robotic control. However, the deployment of DRL in real-world robots is hindered by its sensitivity to environmental perturbations. While existing whitebox…

Machine Learning · Computer Science 2025-03-27 Zongyuan Zhang , Tianyang Duan , Zheng Lin , Dong Huang , Zihan Fang , Zekai Sun , Ling Xiong , Hongbin Liang , Heming Cui , Yong Cui

Network slicing-based communication systems can dynamically and efficiently allocate resources for diversified services. However, due to the limitation of the network interface on channel access and the complexity of the resource…

Networking and Internet Architecture · Computer Science 2023-11-29 Zhengming Zhang , Yongming Huang , Cheng Zhang , Qingbi Zheng , Luxi Yang , Xiaohu You

Deep reinforcement learning (DRL) has been increasingly employed to handle the dynamic and complex resource management in network slicing. The deployment of DRL policies in real networks, however, is complicated by heterogeneous cell…

Networking and Internet Architecture · Computer Science 2023-06-26 Tianlun Hu , Qi Liao , Qiang Liu , Georg Carle

We introduce the first end-to-end Deep Reinforcement Learning (DRL) based framework for active high frequency trading in the stock market. We train DRL agents to trade one unit of Intel Corporation stock by employing the Proximal Policy…

Machine Learning · Computer Science 2023-08-22 Antonio Briola , Jeremy Turiel , Riccardo Marcaccioli , Alvaro Cauderan , Tomaso Aste

Next Generation (NextG) networks are expected to support demanding tactile internet applications such as augmented reality and connected autonomous vehicles. Whereas recent innovations bring the promise of larger link capacity, their…

Machine Learning · Computer Science 2021-12-08 Peyman Tehrani , Francesco Restuccia , Marco Levorato

Energy management systems (EMS) are becoming increasingly important in order to utilize the continuously growing curtailed renewable energy. Promising energy storage systems (ESS), such as batteries and green hydrogen should be employed to…

Machine Learning · Computer Science 2022-12-13 Dongju Kang , Doeun Kang , Sumin Hwangbo , Haider Niaz , Won Bo Lee , J. Jay Liu , Jonggeol Na

As the quantity and complexity of information processed by software systems increase, large-scale software systems have an increasing requirement for high-performance distributed computing systems. With the acceleration of the Internet in…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-11-22 Guangyao Zhou , Wenhong Tian , Rajkumar Buyya , Ruini Xue , Liang Song
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