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This project addresses the challenge of automated stock trading, where traditional methods and direct reinforcement learning (RL) struggle with market noise, complexity, and generalization. Our proposed solution is an integrated deep…

Machine Learning · Computer Science 2025-05-08 John Christopher Tidwell , John Storm Tidwell

Developing effective quantitative trading strategies using reinforcement learning (RL) is challenging due to the high risks associated with online interaction with live financial markets. Consequently, offline RL, which leverages historical…

Computational Finance · Quantitative Finance 2024-11-28 Suyeol Yun

Accurate and transparent financial information disclosure is essential for market efficiency, investor decision-making, and corporate governance. Chinese stock exchanges' investor interactive platforms provide a widely used channel through…

Computation and Language · Computer Science 2026-04-10 Peilin Zhou , Ziyue Xu , Xinyu Shi , Jiageng Wu , Yikang Jiang , Dading Chong , Wang Dong , Jun Chen , Bin Ke , Jie Yang

Quantitative backtesting is essential for evaluating trading strategies but remains hampered by high technical barriers and limited scalability. While Large Language Models (LLMs) offer a transformative path to automate this complex,…

Computation and Language · Computer Science 2026-05-26 Zhensheng Wang , Wenmian Yang , Qingtai Wu , Lequan Ma , Yiquan Zhang , Weijia Jia

Reinforcement learning (RL) in few-shot scenarios with limited sensor data is challenging due to insufficient training samples, particularly in applications like Dynamic Voltage and Frequency Scaling (DVFS) where sensor readings are…

Machine Learning · Computer Science 2026-01-13 Mohammad Pivezhandi , Abusayeed Saifullah

In this paper, we introduce ChainerRL, an open-source deep reinforcement learning (DRL) library built using Python and the Chainer deep learning framework. ChainerRL implements a comprehensive set of DRL algorithms and techniques drawn from…

Machine Learning · Computer Science 2021-04-13 Yasuhiro Fujita , Prabhat Nagarajan , Toshiki Kataoka , Takahiro Ishikawa

Traditional quantitative investment research is encountering diminishing returns alongside rising labor and time costs. To overcome these challenges, we introduce the Large Investment Model (LIM), a novel research paradigm designed to…

Statistical Finance · Quantitative Finance 2024-08-23 Jian Guo , Heung-Yeung Shum

We propose the first discrete-time infinite-horizon dynamic formulation of the financial index tracking problem under both return-based tracking error and value-based tracking error. The formulation overcomes the limitations of existing…

Portfolio Management · Quantitative Finance 2024-11-19 Xianhua Peng , Chenyin Gong , Xue Dong He

The framework of deep reinforcement learning (DRL) provides a powerful and widely applicable mathematical formalization for sequential decision-making. This paper present a novel DRL framework, termed \emph{$f$-Divergence Reinforcement…

Machine Learning · Computer Science 2021-12-15 Chen Gong , Qiang He , Yunpeng Bai , Zhou Yang , Xiaoyu Chen , Xinwen Hou , Xianjie Zhang , Yu Liu , Guoliang Fan

In recent years, general-purpose large language models (LLMs) such as GPT, Gemini, Claude, and DeepSeek have advanced at an unprecedented pace. Despite these achievements, their application to finance remains challenging, due to fragmented…

Reinforcement Learning (RL) has demonstrated substantial potential across diverse fields, yet understanding its decision-making process, especially in real-world scenarios where rationality and safety are paramount, is an ongoing challenge.…

Artificial Intelligence · Computer Science 2024-02-21 Yu Xiong , Zhipeng Hu , Ye Huang , Runze Wu , Kai Guan , Xingchen Fang , Ji Jiang , Tianze Zhou , Yujing Hu , Haoyu Liu , Tangjie Lyu , Changjie Fan

Recent years have witnessed the successful marriage of finance innovations and AI techniques in various finance applications including quantitative trading (QT). Despite great research efforts devoted to leveraging deep learning (DL)…

Trading and Market Microstructure · Quantitative Finance 2019-08-08 Jingyuan Wang , Yang Zhang , Ke Tang , Junjie Wu , Zhang Xiong

Model-Free Reinforcement Learning has achieved meaningful results in stable environments but, to this day, it remains problematic in regime changing environments like financial markets. In contrast, model-based RL is able to capture some…

Machine Learning · Computer Science 2021-04-23 Eric Benhamou , David Saltiel , Serge Tabachnik , Sui Kai Wong , François Chareyron

Market making (MM) has attracted significant attention in financial trading owing to its essential function in ensuring market liquidity. With strong capabilities in sequential decision-making, Reinforcement Learning (RL) technology has…

Machine Learning · Computer Science 2023-08-21 Hui Niu , Siyuan Li , Jiahao Zheng , Zhouchi Lin , Jian Li , Jian Guo , Bo An

Reinforcement Learning (RL) has shown remarkable progress in simulation environments, yet its application to real-world robotic tasks remains limited due to challenges in exploration and generalization. To address these issues, we introduce…

Artificial Intelligence · Computer Science 2024-10-18 Amisha Bhaskar , Zahiruddin Mahammad , Sachin R Jadhav , Pratap Tokekar

In this study, we explore the synergy of deep learning and financial market applications, focusing on pair trading. This market-neutral strategy is integral to quantitative finance and is apt for advanced deep-learning techniques. A pivotal…

Machine Learning · Computer Science 2024-02-07 Junwei Su , Shan Wu , Jinhui Li

High-throughput materials discovery and studies of complex functional materials increasingly rely on multi-modal characterization performed at synchrotron light sources. However, measurements are typically done with no use of data until…

Can an agent learn efficiently in a noisy and self adapting environment with sequential, non-stationary and non-homogeneous observations? Through trading bots, we illustrate how Deep Reinforcement Learning (DRL) can tackle this challenge.…

Machine Learning · Computer Science 2020-10-19 Eric Benhamou , David Saltiel , Sandrine Ungari , Abhishek Mukhopadhyay , Jamal Atif

Precision agriculture, enhanced by artificial intelligence (AI), offers promising tools such as remote sensing, intelligent irrigation, fertilization management, and crop simulation to improve agricultural efficiency and sustainability.…

Artificial Intelligence · Computer Science 2025-05-19 Zhaoan Wang , Wonseok Jang , Bowen Ruan , Jun Wang , Shaoping Xiao

With the rapid development of artificial intelligence, data-driven methods effectively overcome limitations in traditional portfolio optimization. Conventional models primarily employ long-only mechanisms, excluding highly correlated assets…

Computational Finance · Quantitative Finance 2025-03-18 Gang Huang , Xiaohua Zhou , Qingyang Song