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Machine scheduling aims to optimize job assignments to machines while adhering to manufacturing rules and job specifications. This optimization leads to reduced operational costs, improved customer demand fulfillment, and enhanced…

The use of robotics in controlled environments has flourished over the last several decades and training robots to perform tasks using control strategies developed from dynamical models of their hardware have proven very effective. However,…

机器人学 · 计算机科学 2019-07-16 Zach Dwiel , Madhavun Candadai , Mariano Phielipp

Portfolio Management is the process of overseeing a group of investments, referred to as a portfolio, with the objective of achieving predetermined investment goals. Portfolio optimization is a key component that involves allocating the…

投资组合管理 · 定量金融 2026-02-20 Srijan Sood , Kassiani Papasotiriou , Marius Vaiciulis , Tucker Balch

This paper investigates the application of Deep Reinforcement Learning (DRL) for Environment, Social, and Governance (ESG) financial portfolio management, with a specific focus on the potential benefits of ESG score-based market regulation.…

投资组合管理 · 定量金融 2023-07-20 Eduardo C. Garrido-Merchán , Sol Mora-Figueroa-Cruz-Guzmán , María Coronado-Vaca

Making consistently profitable financial decisions in a continuously evolving and volatile stock market has always been a difficult task. Professionals from different disciplines have developed foundational theories to anticipate price…

机器学习 · 计算机科学 2025-11-11 Ruoyu Guo , Haochen Qiu , Xuelun Hou

In light of the emergence of deep reinforcement learning (DRL) in recommender systems research and several fruitful results in recent years, this survey aims to provide a timely and comprehensive overview of the recent trends of deep…

信息检索 · 计算机科学 2021-09-10 Xiaocong Chen , Lina Yao , Julian McAuley , Guanglin Zhou , Xianzhi Wang

Alphas are pivotal in providing signals for quantitative trading. The industry highly values the discovery of formulaic alphas for their interpretability and ease of analysis, compared with the expressive yet overfitting-prone black-box…

计算金融 · 定量金融 2024-06-27 Feng Xu , Yan Yin , Xinyu Zhang , Tianyuan Liu , Shengyi Jiang , Zongzhang Zhang

Aligning generative diffusion models with human preferences via reinforcement learning (RL) is critical yet challenging. Most existing algorithms are often vulnerable to reward hacking, such as quality degradation, over-stylization, or…

The problem of portfolio management represents an important and challenging class of dynamic decision making problems, where rebalancing decisions need to be made over time with the consideration of many factors such as investors…

投资组合管理 · 定量金融 2021-09-29 Saeed Marzban , Erick Delage , Jonathan Yumeng Li , Jeremie Desgagne-Bouchard , Carl Dussault

Lane-change maneuvers are commonly executed by drivers to follow a certain routing plan, overtake a slower vehicle, adapt to a merging lane ahead, etc. However, improper lane change behaviors can be a major cause of traffic flow disruptions…

机器学习 · 计算机科学 2020-05-22 Fei Ye , Xuxin Cheng , Pin Wang , Ching-Yao Chan , Jiucai Zhang

We model short-duration (e.g. day) trading in financial markets as a sequential decision-making problem under uncertainty, with the added complication of continual concept-drift. We, therefore, employ meta reinforcement learning via the RL2…

人工智能 · 计算机科学 2023-02-20 S I Harini , Gautam Shroff , Ashwin Srinivasan , Prayushi Faldu , Lovekesh Vig

Deep reinforcement learning (DRL) has revolutionized quantitative trading (Q-trading) by achieving decent performance without significant human expert knowledge. Despite its achievements, we observe that the current state-of-the-art DRL…

计算工程、金融与科学 · 计算机科学 2025-02-07 Zhiming Li , Junzhe Jiang , Yushi Cao , Aixin Cui , Bozhi Wu , Bo Li , Yang Liu , Danny Dongning Sun

Stock trading is one of the popular ways for financial management. However, the market and the environment of economy is unstable and usually not predictable. Furthermore, engaging in stock trading requires time and effort to analyze,…

机器学习 · 计算机科学 2025-05-20 Yunfei Luo , Zhangqi Duan

Random access (RA) schemes are a topic of high interest in machine-type communication (MTC). In RA protocols, backoff techniques such as exponential backoff (EB) are used to stabilize the system to avoid low throughput and excessive delays.…

信息论 · 计算机科学 2022-01-25 Muhammad Awais Jadoon , Adriano Pastore , Monica Navarro , Fernando Perez-Cruz

Deep reinforcement learning (DRL) has been used to learn effective heuristics for solving complex combinatorial optimisation problem via policy networks and have demonstrated promising performance. Existing works have focused on solving…

机器学习 · 计算机科学 2020-12-25 Nasrin Sultana , Jeffrey Chan , A. K. Qin , Tabinda Sarwar

With the development of deep representation learning, the domain of reinforcement learning (RL) has become a powerful learning framework now capable of learning complex policies in high dimensional environments. This review summarises deep…

Deep reinforcement learning (DRL) has achieved groundbreaking successes in a wide variety of robotic applications. A natural consequence is the adoption of this paradigm for safety-critical tasks, where human safety and expensive hardware…

机器人学 · 计算机科学 2022-06-22 Davide Corsi , Raz Yerushalmi , Guy Amir , Alessandro Farinelli , David Harel , Guy Katz

Online decision tree learning algorithms typically examine all features of a new data point to update model parameters. We propose a novel alternative, Reinforcement Learning- based Decision Trees (RLDT), that uses Reinforcement Learning…

机器学习 · 计算机科学 2015-07-27 Abhinav Garlapati , Aditi Raghunathan , Vaishnavh Nagarajan , Balaraman Ravindran

This study enhances a Deep Q-Network (DQN) trading model by incorporating advanced techniques like Prioritized Experience Replay, Regularized Q-Learning, Noisy Networks, Dueling, and Double DQN. Extensive tests on assets like BTC/USD and…

计算金融 · 定量金融 2023-11-21 Gang Hu

Reinforcement learning (RL) algorithms find applications in inventory control, recommender systems, vehicular traffic management, cloud computing and robotics. The real-world complications of many tasks arising in these domains makes them…

机器学习 · 计算机科学 2021-06-03 Sindhu Padakandla