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Recently, Offline Reinforcement Learning (RL) has achieved remarkable progress with the emergence of various algorithms and datasets. However, these methods usually focus on algorithmic advancements, ignoring that many low-level…

Reinforcement learning (RL) has proven its worth in a series of artificial domains, and is beginning to show some successes in real-world scenarios. However, much of the research advances in RL are hard to leverage in real-world systems due…

Inspired by the developments in deep generative models, we propose a model-based RL approach, coined Reinforced Deep Markov Model (RDMM), designed to integrate desirable properties of a reinforcement learning algorithm acting as an…

Offline Reinforcement Learning (ORL) offers a robust solution to training agents in applications where interactions with the environment must be strictly limited due to cost, safety, or lack of accurate simulation environments. Despite its…

Optimal execution is a sequential decision-making problem for cost-saving in algorithmic trading. Studies have found that reinforcement learning (RL) can help decide the order-splitting sizes. However, a problem remains unsolved: how to…

We demonstrate an application of risk-sensitive reinforcement learning to optimizing execution in limit order book markets. We represent taking order execution decisions based on limit order book knowledge by a Markov Decision Process; and…

Nowadays, a significant share of the Business-to-Consumer sector is based on online platforms like Amazon and Alibaba and uses Artificial Intelligence for pricing strategies. This has sparked debate on whether pricing algorithms may tacitly…

A major challenge of reinforcement learning (RL) in real-world applications is the variation between environments, tasks or clients. Meta-RL (MRL) addresses this issue by learning a meta-policy that adapts to new tasks. Standard MRL methods…

We introduce GasRL, a simulator that couples a calibrated representation of the natural gas market with a model of storage-operator policies trained with deep reinforcement learning (RL). We use it to analyse how optimal stockpile…

We investigate the mechanisms by which medium-frequency trading agents are adversely selected by opportunistic high-frequency traders. We use reinforcement learning (RL) within a Hawkes Limit Order Book (LOB) model in order to replicate the…

Model Predictive Control (MPC) faces computational demands and performance degradation from model inaccuracies. We propose two architectures combining Neural Network-approximated MPC (NNMPC) with Reinforcement Learning (RL). The first, Warm…

The increasing penetration of renewable generations, along with the deregulation and marketization of power industry, promotes the transformation of power market operation paradigms. The optimal bidding strategy and dispatching methodology…

This paper presents an empirical study of reset-free reinforcement learning (RL) for real-world agile driving, in which a physical 1/10-scale vehicle learns continuously on a slippery indoor track without manual resets. High-speed driving…

Traditional economic models often rely on fixed assumptions about market dynamics, limiting their ability to capture the complexities and stochastic nature of real-world scenarios. However, reality is more complex and includes noise, making…

Deep reinforcement learning (DRL) has shown huge potentials in building financial market simulators recently. However, due to the highly complex and dynamic nature of real-world markets, raw historical financial data often involve large…

Reinforcement learning can interact with the environment and is suitable for applications in decision control systems. Therefore, we used the reinforcement learning method to establish a foreign exchange transaction, avoiding the…

Reinforcement Learning (RL) has shown significant promise in automated portfolio management; however, effectively balancing risk and return remains a central challenge, as many models fail to adapt to dynamically changing market conditions.…

Stock trading strategy plays a crucial role in investment companies. However, it is challenging to obtain optimal strategy in the complex and dynamic stock market. We explore the potential of deep reinforcement learning to optimize stock…

Through many recent successes in simulation, model-free reinforcement learning has emerged as a promising approach to solving continuous control robotic tasks. The research community is now able to reproduce, analyze and build quickly on…

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…