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In recent years, a wide range of investment models have been created using artificial intelligence. Automatic trading by artificial intelligence can expand the range of trading methods, such as by conferring the ability to operate 24 hours…

Dynamic pricing in competitive retail markets requires strategies that adapt to fluctuating demand and competitor behavior. In this work, we present a systematic empirical evaluation of multi-agent reinforcement learning (MARL)…

We study an approach to offline reinforcement learning (RL) based on optimally solving finitely-represented MDPs derived from a static dataset of experience. This approach can be applied on top of any learned representation and has the…

The use of machine learning in algorithmic trading systems is increasingly common. In a typical set-up, supervised learning is used to predict the future prices of assets, and those predictions drive a simple trading and execution strategy.…

The development of reinforced learning methods has extended application to many areas including algorithmic trading. In this paper trading on the stock exchange is interpreted into a game with a Markov property consisting of states,…

Unfair pricing policies have been shown to be one of the most negative perceptions customers can have concerning pricing, and may result in long-term losses for a company. Despite the fact that dynamic pricing models help companies maximize…

We build a profitable electronic trading agent with Reinforcement Learning that places buy and sell orders in the stock market. An environment model is built only with historical observational data, and the RL agent learns the trading…

This study investigates how Multi-Agent Reinforcement Learning (MARL) can improve dynamic pricing strategies in supply chains, particularly in contexts where traditional ERP systems rely on static, rule-based approaches that overlook…

This study presents a Reinforcement Learning (RL)-based portfolio management model tailored for high-risk environments, addressing the limitations of traditional RL models and exploiting market opportunities through two-sided transactions…

This study develops and evaluates a deep reinforcement learning framework for dynamic portfolio allocation across global equity markets. The Soft Actor-Critic algorithm is used to learn continuous portfolio weights within a Markov Decision…

Adaptive Mixed-Criticality (AMC) is a fixed-priority preemptive scheduling algorithm for mixed-criticality hard real-time systems. It dominates many other scheduling algorithms for mixed-criticality systems, but does so at the cost of…

A ubiquitous requirement in many practical reinforcement learning (RL) applications, including medical treatment, recommendation system, education and robotics, is that the deployed policy that actually interacts with the environment cannot…

A properly calibrated rule-based autoscaler can beat every one of six mainstream deep reinforcement learning (DRL) algorithms on cost across every workload we test - so when, if ever, does DRL actually help? We study this in RLScale-Bench,…

Optimal execution is an important problem faced by any trader. Most solutions are based on the assumption of constant market impact, while liquidity is known to be dynamic. Moreover, models with time-varying liquidity typically assume that…

Reinforcement Learning (RL) has demonstrated a huge potential in learning optimal policies without any prior knowledge of the process to be controlled. Model Predictive Control (MPC) is a popular control technique which is able to deal with…

Reinforcement learning (RL) has emerged as a powerful paradigm for solving decision-making problems in dynamic environments. In this research, we explore the application of Double DQN (DDQN) and Dueling Network Architectures, to financial…

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…

Designing profitable and reliable trading strategies is challenging in the highly volatile cryptocurrency market. Existing works applied deep reinforcement learning methods and optimistically reported increased profits in backtesting, which…

Many real-world settings involve costs for performing actions; transaction costs in financial systems and fuel costs being common examples. In these settings, performing actions at each time step quickly accumulates costs leading to vastly…

Algorithmic stock trading has become a staple in today's financial market, the majority of trades being now fully automated. Deep Reinforcement Learning (DRL) agents proved to be to a force to be reckon with in many complex games like Chess…