相关论文: Deep Reinforcement Learning for Active High Freque…

Researchers have demonstrated that Deep Reinforcement Learning (DRL) is a powerful tool for finding policies that perform well on complex robotic systems. However, these policies are often unpredictable and can induce highly variable…

The recent breakthroughs of deep reinforcement learning (DRL) technique in Alpha Go and playing Atari have set a good example in handling large state and actions spaces of complicated control problems. The DRL technique is comprised of (i)…

This article proposes a model-based deep reinforcement learning (DRL) method to design emergency control strategies for short-term voltage stability problems in power systems. Recent advances show promising results in model-free DRL-based…

Deep Reinforcement Learning (DRL) has become an appealing solution to algorithmic trading such as high frequency trading of stocks and cyptocurrencies. However, DRL have been shown to be susceptible to adversarial attacks. It follows that…

Deep Reinforcement Learning (Deep RL) has been explored for a number of applications in finance and stock trading. In this paper, we present a practical implementation of Deep RL for trading natural gas futures contracts. The Sharpe Ratio…

Effective patient monitoring is vital for timely interventions and improved healthcare outcomes. Traditional monitoring systems often struggle to handle complex, dynamic environments with fluctuating vital signs, leading to delays in…

Much research has been done to analyze the stock market. After all, if one can determine a pattern in the chaotic frenzy of transactions, then they could make a hefty profit from capitalizing on these insights. As such, the goal of our…

This paper proposes a Deep Reinforcement Learning algorithm for financial portfolio trading based on Deep Q-learning. The algorithm is capable of trading high-dimensional portfolios from cross-sectional datasets of any size which may…

As a model-free algorithm, deep reinforcement learning (DRL) agent learns and makes decisions by interacting with the environment in an unsupervised way. In recent years, DRL algorithms have been widely applied by scholars for portfolio…

Deep Reinforcement Learning (DRL) is a subfield of machine learning for training autonomous agents that take sequential actions across complex environments. Despite its significant performance in well-known environments, it remains…

Portfolio optimization is essential for balancing risk and return in financial decision-making. Deep Reinforcement Learning (DRL) has stood out as a cutting-edge tool for portfolio optimization that learns dynamic asset allocation using…

Reinforcement Learning (RL) enables an intelligent agent to optimise its performance in a task by continuously taking action from an observed state and receiving a feedback from the environment in form of rewards. RL typically uses tables…

Deep reinforcement learning (DRL) has been envisioned to have a competitive edge in quantitative finance. However, there is a steep development curve for quantitative traders to obtain an agent that automatically positions to win in the…

Reinforcement Learning (RL) applied to financial problems has been the subject of a lively area of research. The use of RL for optimal trading strategies that exploit latent information in the market is, to the best of our knowledge, not…

Deep Reinforcement Learning (DRL) has emerged as an efficient approach to resource allocation due to its strong capability in handling complex decision-making tasks. However, only limited research has explored the training of DRL models…

Deep reinforcement learning (DRL) is a promising way to achieve human-like autonomous driving. However, the low sample efficiency and difficulty of designing reward functions for DRL would hinder its applications in practice. In light of…

This research paper delves into the application of Deep Reinforcement Learning (DRL) in asset-class agnostic portfolio optimization, integrating industry-grade methodologies with quantitative finance. At the heart of this integration is our…

The framework of deep reinforcement learning (DRL) provides a powerful and widely applicable mathematical formalization for sequential decision-making. This paper present a novel DRL framework, termed \emph{$f$-Divergence Reinforcement…

Reinforcement learning has been increasingly applied in monitoring applications because of its ability to learn from previous experiences and can make adaptive decisions. However, existing machine learning-based health monitoring…

We explore deep Reinforcement Learning(RL) algorithms for scalping trading and knew that there is no appropriate trading gym and agent examples. Thus we propose gym and agent like Open AI gym in finance. Not only that, we introduce new RL…