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High-frequency trading (HFT) uses computer algorithms to make trading decisions in short time scales (e.g., second-level), which is widely used in the Cryptocurrency (Crypto) market (e.g., Bitcoin). Reinforcement learning (RL) in financial…

Trading and Market Microstructure · Quantitative Finance 2023-09-25 Molei Qin , Shuo Sun , Wentao Zhang , Haochong Xia , Xinrun Wang , Bo An

Autonomous trading robots have been studied in artificial intelligence area for quite some time. Many AI techniques have been tested for building autonomous agents able to trade financial assets. These initiatives include traditional neural…

Artificial Intelligence · Computer Science 2022-06-30 Paulo André Lima de Castro

Hierarchical multi-robot exploration commonly decouples frontier allocation from local navigation, which can make the system brittle in dense and dynamic environments. Because the allocator lacks direct awareness of execution difficulty,…

Robotics · Computer Science 2026-03-10 Ning Liu , Sen Shen , Zheng Li , Sheng Liu , Dongkun Han , Shangke Lyu , Thomas Braunl

Financial risk prediction plays a crucial role in the financial sector. Machine learning methods have been widely applied for automatically detecting potential risks and thus saving the cost of labor. However, the development in this field…

Risk Management · Quantitative Finance 2023-08-02 Yuwei Yin , Yazheng Yang , Jian Yang , Qi Liu

Transmission expansion planning in electricity markets is tightly coupled with the strategic bidding behaviors of generation companies. This paper proposes a Reinforcement Learning (RL)-based co-optimization framework that simultaneously…

Systems and Control · Electrical Eng. & Systems 2026-02-24 Tomonari Kanazawa , Hikaru Hoshino , Eiko Furutani

Linear recurrent neural networks (LRNNs) provide a structured approach to sequence modeling that bridges classical linear dynamical systems and modern deep learning, offering both expressive power and theoretical guarantees on stability and…

Formula alpha mining, which generates predictive signals from financial data, is critical for quantitative investment. Although various algorithmic approaches-such as genetic programming, reinforcement learning, and large language…

Artificial Intelligence · Computer Science 2025-08-20 Hongjun Ding , Binqi Chen , Jinsheng Huang , Taian Guo , Zhengyang Mao , Guoyi Shao , Lutong Zou , Luchen Liu , Ming Zhang

We propose a new class of online learning algorithms, generalized implicit Follow-The-Regularized-Leader (FTRL), that expands the scope of FTRL framework. Generalized implicit FTRL can recover known algorithms, as FTRL with linearized…

Machine Learning · Computer Science 2023-06-02 Keyi Chen , Francesco Orabona

Recent advancements in Large Language Models (LLMs) have exhibited notable efficacy in question-answering (QA) tasks across diverse domains. Their prowess in integrating extensive web knowledge has fueled interest in developing LLM-based…

Computational Finance · Quantitative Finance 2023-12-05 Yangyang Yu , Haohang Li , Zhi Chen , Yuechen Jiang , Yang Li , Denghui Zhang , Rong Liu , Jordan W. Suchow , Khaldoun Khashanah

Deep Reinforcement Learning (DRL) has achieved remarkable success in sequential decision-making tasks across diverse domains, yet its reliance on black-box neural architectures hinders interpretability, trust, and deployment in high-stakes…

Machine Learning · Computer Science 2025-02-12 Zelei Cheng , Jiahao Yu , Xinyu Xing

Transaction processing systems are the crux for modern data-center applications, yet current multi-node systems are slow due to network overheads. This paper advocates for Compute Express Link (CXL) as a network alternative, which enables…

Hardware Architecture · Computer Science 2025-07-24 Zhao Wang , Yiqi Chen , Cong Li , Dimin Niu , Tianchan Guan , Zhaoyang Du , Xingda Wei , Guangyu Sun

Identifying inter-firm relationships such as supply and competitive ties is critical for financial analysis and corporate governance, yet remains challenging due to the scale, sparsity, and contextual dependence of corporate data.…

Machine Learning · Computer Science 2025-10-14 Qianyou Sun , Jiexin Zheng , Bohan Jin , Lihua Chen , Yijie Peng

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

Molecular relational learning (MRL) is crucial for understanding the interaction behaviors between molecular pairs, a critical aspect of drug discovery and development. However, the large feasible model space of MRL poses significant…

Machine Learning · Computer Science 2024-10-22 Sizhe Liu , Jun Xia , Lecheng Zhang , Yuchen Liu , Yue Liu , Wenjie Du , Zhangyang Gao , Bozhen Hu , Cheng Tan , Hongxin Xiang , Stan Z. Li

Precise robot manipulation is critical for fine-grained applications such as chemical and biological experiments, where even small errors (e.g., reagent spillage) can invalidate an entire task. Existing approaches often rely on…

Robotics · Computer Science 2026-02-13 Xiangyu Chen , Chuhao Zhou , Yuxi Liu , Jianfei Yang

Multi-step symbolic reasoning is essential for robust financial analysis; yet, current benchmarks largely overlook this capability. Existing datasets such as FinQA and ConvFinQA emphasize final numerical answers while neglecting the…

Imitation learning (IL) and reinforcement learning (RL) each offer distinct advantages for robotics policy learning: IL provides stable learning from demonstrations, and RL promotes generalization through exploration. While existing robot…

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

Large language models have demonstrated strong performance on general-purpose programming tasks, yet their ability to generate executable algorithmic trading strategies remains underexplored. Unlike standard code benchmarks,…

Computation and Language · Computer Science 2026-04-17 Alexey Khoroshilov , Alexey Chernysh , Orkhan Ekhtibarov , Nini Kamkia , Dmitry Zmitrovich

In quantitative finance, machine learning methods are essential for alpha generation. This study introduces a new approach that combines Hidden Markov Models (HMM) and neural networks, integrated with Black-Litterman portfolio optimization.…

Portfolio Management · Quantitative Finance 2025-11-18 Tiago Monteiro