相关论文: Application of Deep Q-Network in Portfolio Managem…

Apart from assessing individual asset performance, investors in financial markets also need to consider how a set of firms performs collectively as a portfolio. Whereas traditional Markowitz-based mean-variance portfolios are widespread,…

In this paper, we propose a principled deep reinforcement learning (RL) approach that is able to accelerate the convergence rate of general deep neural networks (DNNs). With our approach, a deep RL agent (synonym for optimizer in this work)…

This paper presents a comparison between two well-known deep Reinforcement Learning (RL) algorithms: Deep Q-Learning (DQN) and Proximal Policy Optimization (PPO) in a simulated production system. We utilize a Petri Net (PN)-based simulation…

In this paper, we formulate the adaptive learning problem---the problem of how to find an individualized learning plan (called policy) that chooses the most appropriate learning materials based on learner's latent traits---faced in adaptive…

The quantum internet holds transformative potential for global communication by harnessing the principles of quantum information processing. Despite significant advancements in quantum communication technologies, the efficient distribution…

Gradient descent methods have long been the de facto standard for training deep neural networks. Millions of training samples are fed into models with billions of parameters, which are slowly updated over hundreds of epochs. Recently, it's…

In this paper, we apply quantum machine learning (QML) to predict the stock prices of multiple assets using a contextual quantum neural network. Our approach captures recent trends to predict future stock price distributions, moving beyond…

Decision analytics commonly focuses on the text mining of financial news sources in order to provide managerial decision support and to predict stock market movements. Existing predictive frameworks almost exclusively apply traditional…

Data in real-world application often exhibit skewed class distribution which poses an intense challenge for machine learning. Conventional classification algorithms are not effective in the case of imbalanced data distribution, and may fail…

The Black-Scholes model, defined under the assumption of a perfect financial market, theoretically creates a flawless hedging strategy allowing the trader to evade risks in a portfolio of options. However, the concept of a "perfect…

Artificial intelligence (AI) has demonstrated remarkable success across various applications. In light of this trend, the field of automated trading has developed a keen interest in leveraging AI techniques to forecast the future prices of…

In this paper, we propose a novel deep Q-network (DQN)-based edge selection algorithm designed specifically for real-time surveillance in unmanned aerial vehicle (UAV) networks. The proposed algorithm is designed under the consideration of…

The prediction of stock and foreign exchange (Forex) had always been a hot and profitable area of study. Deep learning application had proven to yields better accuracy and return in the field of financial prediction and forecasting. In this…

Partial differential equations (PDEs) play a crucial role in financial mathematics, particularly in portfolio optimization, and solving them using classical numerical or neural network methods has always posed significant challenges. Here,…

This paper introduced key aspects of applying Machine Learning (ML) models, improved trading strategies, and the Quasi-Reversibility Method (QRM) to optimize stock option forecasting and trading results. It presented the findings of the…

Cross-market portfolio optimization has become increasingly complex with the globalization of financial markets and the growth of high-frequency, multi-dimensional datasets. Traditional artificial neural networks, while effective in certain…

In this paper, we implement three state-of-art continuous reinforcement learning algorithms, Deep Deterministic Policy Gradient (DDPG), Proximal Policy Optimization (PPO) and Policy Gradient (PG)in portfolio management. All of them are…

We adopt Deep Reinforcement Learning algorithms to design trading strategies for continuous futures contracts. Both discrete and continuous action spaces are considered and volatility scaling is incorporated to create reward functions which…

Portfolio selection is the central task for assets management, but it turns out to be very challenging. Methods based on pattern matching, particularly the CORN-K algorithm, have achieved promising performance on several stock markets. A…

Machine learning is increasingly prevalent in stock market trading. Though neural networks have seen success in computer vision and natural language processing, they have not been as useful in stock market trading. To demonstrate the…