相关论文: Bridging the gap between Markowitz planning and de…
The traveling purchaser problem (TPP) is an important combinatorial optimization problem with broad applications. Due to the coupling between routing and purchasing, existing works on TPPs commonly address route construction and purchase…
This scientific research paper presents an innovative approach based on deep reinforcement learning (DRL) to solve the algorithmic trading problem of determining the optimal trading position at any point in time during a trading activity in…
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…
Deep Reinforcement Learning approaches to Online Portfolio Selection have grown in popularity in recent years. The sensitive nature of training Reinforcement Learning agents implies a need for extensive efforts in market representation,…
Path planning is an important problem with the the applications in many aspects, such as video games, robotics etc. This paper proposes a novel method to address the problem of Deep Reinforcement Learning (DRL) based path planning for a…
Evaluations of Deep Reinforcement Learning (DRL) methods are an integral part of scientific progress of the field. Beyond designing DRL methods for general intelligence, designing task-specific methods is becoming increasingly prominent for…
Reinforcement Learning and, recently, Deep Reinforcement Learning are popular methods for solving sequential decision-making problems modeled as Markov Decision Processes. RL modeling of a problem and selecting algorithms and…
Standard deep reinforcement learning (DRL) aims to maximize expected reward, considering collected experiences equally in formulating a policy. This differs from human decision-making, where gains and losses are valued differently and…
Generating asset-specific trading signals based on the financial conditions of the assets is one of the challenging problems in automated trading. Various asset trading rules are proposed experimentally based on different technical analysis…
Our work focuses on deep learning (DL) portfolio optimization, tackling challenges in long-only, multi-asset strategies across market cycles. We propose training models with limited regime data using pre-training techniques and leveraging…
With the advent of 5G and the research into beyond 5G (B5G) networks, a novel and very relevant research issue is how to manage the coexistence of different types of traffic, each with very stringent but completely different requirements.…
Deep reinforcement learning (DRL) on Markov decision processes (MDPs) with continuous action spaces is often approached by directly training parametric policies along the direction of estimated policy gradients (PGs). Previous research…
The goal of an offline reinforcement learning (RL) algorithm is to learn optimal polices using historical (offline) data, without access to the environment for online exploration. One of the main challenges in offline RL is the distribution…
Recent studies have shown that deep reinforcement learning (DRL) policies are vulnerable to adversarial attacks, which raise concerns about applications of DRL to safety-critical systems. In this work, we adopt a principled way and study…
Deep Reinforcement Learning (DRL) has emerged as a powerful solution for meeting the growing demands for connectivity, reliability, low latency and operational efficiency in advanced networks. However, most research has focused on…
Reinforcement Learning algorithms are primarily focused on learning a policy that maximizes expected return. As a result, the learned policy can exploit one or few reward sources. However, in many natural situations, it is desirable to…
Algorithmic trading or Financial robots have been conquering the stock markets with their ability to fathom complex statistical trading strategies. But with the recent development of deep learning technologies, these strategies are becoming…
Finding optimal bidding strategies for generation units in electricity markets would result in higher profit. However, it is a challenging problem due to the system uncertainty which is due to the unknown other generation units' strategies.…
A sudden roadblock on highways due to many reasons such as road maintenance, accidents, and car repair is a common situation we encounter almost daily. Autonomous Vehicles (AVs) equipped with sensors that can acquire vehicle dynamics such…
In the coming years, the satellite broadband market will experience significant increases in the service demand, especially for the mobility sector, where demand is burstier. Many of the next generation of satellites will be equipped with…