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Research in quantitative finance has demonstrated that reinforcement learning (RL) methods have delivered promising outcomes in the context of hedging financial portfolios. For example, hedging a portfolio of European options using RL…

Computational Engineering, Finance, and Science · Computer Science 2024-07-16 Anil Sharma , Freeman Chen , Jaesun Noh , Julio DeJesus , Mario Schlener

Recent advancements in Distributional Reinforcement Learning (DRL) for modeling loss distributions have shown promise in developing hedging strategies in derivatives markets. A common approach in DRL involves learning the quantiles of loss…

Risk Management · Quantitative Finance 2024-08-28 Parvin Malekzadeh , Zissis Poulos , Jacky Chen , Zeyu Wang , Konstantinos N. Plataniotis

Resource allocation plays a critical role in minimizing cycle time and improving the efficiency of business processes. Recently, Deep Reinforcement Learning (DRL) has emerged as a powerful technique to optimize resource allocation policies…

Machine Learning · Computer Science 2025-09-03 Jeroen Middelhuis , Zaharah Bukhsh , Ivo Adan , Remco Dijkman

Deep reinforcement learning (DRL) has emerged as a promising approach for developing more intelligent autonomous vehicles (AVs). A typical DRL application on AVs is to train a neural network-based driving policy. However, the black-box…

Artificial Intelligence · Computer Science 2023-05-15 Weitao Zhou , Zhong Cao , Nanshan Deng , Kun Jiang , Diange Yang

We consider the hedging error of a derivative due to discrete trading in the presence of a drift in the dynamics of the underlying asset. We suppose that the trader wishes to find rebalancing times for the hedging portfolio which enable him…

Probability · Mathematics 2014-07-18 Jiatu Cai , Masaaki Fukasawa , Mathieu Rosenbaum , Peter Tankov

Concentrated liquidity (CL) provisioning is a way how to improve the capital efficiency of Automated Market Makers (AMM). Allowing liquidity providers to use leverage is a step towards even higher capital efficiency. A number of…

Trading and Market Microstructure · Quantitative Finance 2024-09-20 Atis Elsts , Krešimir Klas

To the best of our knowledge, the application of deep learning in the field of quantitative risk management is still a relatively recent phenomenon. This article presents the key notions of Deep Asset Liability Management (Deep~ALM) for a…

Risk Management · Quantitative Finance 2020-09-11 Thomas Krabichler , Josef Teichmann

Growth in the penetration of renewable energy sources makes supply more uncertain and leads to an increase in the system imbalance. This trend, together with the single imbalance pricing, opens an opportunity for balance responsible parties…

Machine Learning · Computer Science 2024-01-02 Seyed Soroush Karimi Madahi , Bert Claessens , Chris Develder

Systemic risk arises as a multi-layer network phenomenon. Layers represent direct financial exposures of various types, including interbank liabilities, derivative- or foreign exchange exposures. Another network layer of systemic risk…

Risk Management · Quantitative Finance 2018-03-13 Anton Pichler , Sebastian Poledna , Stefan Thurner

The autonomous trading agent is one of the most actively studied areas of artificial intelligence to solve the capital market portfolio management problem. The two primary goals of the portfolio management problem are maximizing profit and…

Trading and Market Microstructure · Quantitative Finance 2019-09-10 Wonsup Shin , Seok-Jun Bu , Sung-Bae Cho

Decentralized finance (DeFi) is an integral component of the blockchain ecosystem, enabling a range of financial activities through smart-contract-based protocols. Traditional DeFi governance typically involves manual parameter adjustments…

Risk Management · Quantitative Finance 2025-05-08 Jiahua Xu , Yebo Feng , Daniel Perez , Benjamin Livshits

This paper studies the problem of optimally allocating a cash injection into a financial system in distress. Given a one-period borrower-lender network in which all debts are due at the same time and have the same seniority, we address the…

Risk Management · Quantitative Finance 2014-12-18 Zhang Li , Xiaojun Lin , Borja Peleato-Inarrea , Ilya Pollak

Automated Market Makers (AMMs) hold assets and are constantly being rebalanced by external arbitrageurs to match external market prices. Loss-versus-rebalancing (LVR) is a pivotal metric for measuring how an AMM pool performs for its…

Trading and Market Microstructure · Quantitative Finance 2024-11-01 Matthew Willetts , Christian Harrington

Artificial intelligence and distributed algorithms have been widely used in mechanical fault diagnosis with the explosive growth of diagnostic data. A novel intelligent fault diagnosis system framework that allows intelligent terminals to…

Information Theory · Computer Science 2023-02-16 Liang Yu , Qixin Guo , Rui Wang , Minyan Shi , Fucheng Yan , Ran Wang

Optimal resource allocation in wireless systems still stands as a rather challenging task due to the inherent statistical characteristics of channel fading. On the one hand, minimax/outage-optimal policies are often overconservative and…

Signal Processing · Electrical Eng. & Systems 2024-01-31 Gokberk Yaylali , Dionysios S. Kalogerias

Collision avoidance algorithms for Autonomous Surface Vehicles (ASV) that follow the Convention on the International Regulations for Preventing Collisions at Sea (COLREGs) have been proposed in recent years. However, it may be difficult and…

Robotics · Computer Science 2024-03-08 Xi Lin , Yewei Huang , Fanfei Chen , Brendan Englot

Autonomous systems are becoming ubiquitous and gaining momentum within the marine sector. Since the electrification of transport is happening simultaneously, autonomous marine vessels can reduce environmental impact, lower costs, and…

Robotics · Computer Science 2021-12-02 Thomas Nakken Larsen , Amalie Heiberg , Eivind Meyer , Adil Rasheeda , Omer San , Damiano Varagnolo

Algorithmic trading has gained attention due to its potential for generating superior returns. This paper investigates the effectiveness of deep reinforcement learning (DRL) methods in algorithmic commodities trading. It formulates the…

Trading and Market Microstructure · Quantitative Finance 2023-09-06 Jonas Hanetho

Road traffic accidents are a leading cause of fatalities worldwide. In the US, human error causes 94% of crashes, resulting in excess of 7,000 pedestrian fatalities and $500 billion in costs annually. Autonomous Vehicles (AVs) with…

The deployment of autonomous AI agents in derivatives markets has widened a practical gap between static model calibration and realized hedging outcomes. We introduce two reinforcement learning frameworks, a novel Replication Learning of…

Artificial Intelligence · Computer Science 2026-03-10 Minxuan Hu , Ziheng Chen , Jiayu Yi , Wenxi Sun