Related papers: Hybrid LSTM and PPO Networks for Dynamic Portfolio…

Forecasting stock prices can be interpreted as a time series prediction problem, for which Long Short Term Memory (LSTM) neural networks are often used due to their architecture specifically built to solve such problems. In this paper, we…

Portfolio management remains a crucial challenge in finance, with traditional methods often falling short in complex and volatile market environments. While deep reinforcement approaches have shown promise, they still face limitations in…

In this paper, we propose a machine learning algorithm for time-inconsistent portfolio optimization. The proposed algorithm builds upon neural network based trading schemes, in which the asset allocation at each time point is determined by…

Recent studies in quantum machine learning advocated the use of hybrid models to assist with the limitations of the currently existing Noisy Intermediate Scale Quantum (NISQ) devices, but what was missing from most of them was the…

Accurate prediction of future prices of stocks is a difficult task to perform. Even more challenging is to design an optimized portfolio with weights allocated to the stocks in a way that optimizes its return and the risk. This paper…

Propose a deep learning driven multi factor investment model optimization method for risk control. By constructing a deep learning model based on Long Short Term Memory (LSTM) and combining it with a multi factor investment model, we…

In this study, we present a deep learning-optimization framework to tackle dynamic mixed-integer programs. Specifically, we develop a bidirectional Long Short Term Memory (LSTM) framework that can process information forward and backward in…

Trend-following strategies underpin many systematic trading approaches yet struggle under nonstationary and nonlinear market regimes. We propose an LSTM-based framework to forecast next-day trend differences ($\Delta_t$) for the top 30 S\&P…

Multi-step stock index forecasting is vital in finance for informed decision-making. Current forecasting methods on this task frequently produce unsatisfactory results due to the inherent data randomness and instability, thereby…

We present a novel hybrid quantum-classical neural network architecture for fraud detection that integrates a classical Long Short-Term Memory (LSTM) network with a variational quantum circuit. By leveraging quantum phenomena such as…

This paper explores using a deep learning Long Short-Term Memory (LSTM) model for accurate stock price prediction and its implications for portfolio design. Despite the efficient market hypothesis suggesting that predicting stock prices is…

This paper addresses the critical disconnect between prediction and decision quality in portfolio optimization by integrating Large Language Models (LLMs) with decision-focused learning. We demonstrate both theoretically and empirically…

The nonlinear nature of chaotic systems results in extreme sensitivity to initial conditions and highly intricate dynamical behaviors, posing fundamental challenges for accurately predicting their evolution. To overcome the limitation that…

Model-free reinforcement learning algorithms have seen remarkable progress, but key challenges remain. Trust Region Policy Optimization (TRPO) is known for ensuring monotonic policy improvement through conservative updates within a trust…

Proton pencil beam scanning (PBS) treatment planning for head & neck (H&N) cancers involves numerous conflicting objectives, requiring iterative objective parameter adjustments to balance multiple clinical goals. We propose a…

We investigate nonlinear prediction in an online setting and introduce a hybrid model that effectively mitigates, via an end-to-end architecture, the need for hand-designed features and manual model selection issues of conventional…

Instability and slowness are two main problems in deep reinforcement learning. Even if proximal policy optimization (PPO) is the state of the art, it still suffers from these two problems. We introduce an improved algorithm based on…

This paper proposes a Deep Reinforcement Learning algorithm for financial portfolio trading based on Deep Q-learning. The algorithm is capable of trading high-dimensional portfolios from cross-sectional datasets of any size which may…

In this paper, we propose a learning-to-optimize (L2O) framework to accelerate solving parametric mixed-integer quadratic programming (MIQP) problems, with a particular focus on mixed-integer model predictive control (MI-MPC) applications.…

Reinforcement learning (RL) has re-emerged as a natural approach for training interactive LLM agents in real-world environments. However, directly applying the widely used Group Relative Policy Optimization (GRPO) algorithm to multi-turn…