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Deep Reinforcement Learning (DRL) is a trending field of research, showing great promise in challenging problems such as playing Atari, solving Go and controlling robots. While DRL agents perform well in practice we are still lacking the…

人工智能 · 计算机科学 2016-06-17 Nir Baram , Tom Zahavy , Shie Mannor

This report investigates the application of deep reinforcement learning (DRL) algorithms for dynamic resource allocation in wireless communication systems. An environment that includes a base station, multiple antennas, and user equipment…

分布式、并行与集群计算 · 计算机科学 2025-03-14 Shubham Malhotra , Fnu Yashu , Muhammad Saqib , Dipkumar Mehta , Jagdish Jangid , Sachin Dixit

Stock trading strategies play a critical role in investment. However, it is challenging to design a profitable strategy in a complex and dynamic stock market. In this paper, we propose an ensemble strategy that employs deep reinforcement…

交易与市场微观结构 · 定量金融 2025-11-18 Hongyang Yang , Xiao-Yang Liu , Shan Zhong , Anwar Walid

This article leverages deep reinforcement learning (DRL) to hedge American put options, utilizing the deep deterministic policy gradient (DDPG) method. The agents are first trained and tested with Geometric Brownian Motion (GBM) asset paths…

风险管理 · 定量金融 2024-05-14 Reilly Pickard , Finn Wredenhagen , Julio DeJesus , Mario Schlener , Yuri Lawryshyn

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…

交易与市场微观结构 · 定量金融 2022-07-25 Feiyang Pan , Tongzhe Zhang , Ling Luo , Jia He , Shuoling Liu

The rapid growth of data across fields of science and industry has increased the need to improve the performance of end-to-end data transfers while using the resources more efficiently. In this paper, we present a dynamic, multiparameter…

分布式、并行与集群计算 · 计算机科学 2026-03-27 Hasibul Jamil , Jacob Goldverg , Elvis Rodrigues , MD S Q Zulkar Nine , Tevfik Kosar

Deep Reinforcement Learning (DRL) has been extensively used to address portfolio optimization problems. The DRL agents acquire knowledge and make decisions through unsupervised interactions with their environment without requiring explicit…

机器学习 · 计算机科学 2025-01-14 Ruoyu Sun , Yue Xi , Angelos Stefanidis , Zhengyong Jiang , Jionglong Su

Deep Reinforcement Learning (DRL) methods often rely on the meticulous tuning of hyperparameters to successfully resolve problems. One of the most influential parameters in optimization procedures based on stochastic gradient descent (SGD)…

机器学习 · 计算机科学 2020-08-05 Ralf Gulde , Marc Tuscher , Akos Csiszar , Oliver Riedel , Alexander Verl

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

We apply deep reinforcement learning (DRL) to design of a networked controller with network delays to complete a temporal control task that is described by a signal temporal logic (STL) formula. STL is useful to deal with a specification…

系统与控制 · 电气工程与系统科学 2022-03-29 Junya Ikemoto , Toshimitsu Ushio

Hybrid reconfigurable intelligent surfaces (HRIS) enhance wireless systems by combining passive reflection with active signal amplification. However, jointly optimizing the transmit beamforming with the HRIS reflection and amplification…

信号处理 · 电气工程与系统科学 2026-04-13 Phuong Nam Tran , Nhan Thanh Nguyen , Markku Juntti

Integrating artificial intelligence (AI) into wireless networks has drawn significant interest in both industry and academia. A common solution is to replace partial or even all modules in the conventional systems, which is often lack of…

信息论 · 计算机科学 2019-07-24 Jian Wang , Chen Xu , Yourui Huangfu , Rong Li , Yiqun Ge , Jun Wang

Reinforcement Learning (RL) can be used to fit a mapping from patient state to a medication regimen. Prior studies have used deterministic and value-based tabular learning to learn a propofol dose from an observed anesthetic state. Deep RL…

机器学习 · 计算机科学 2020-09-10 Gabe Schamberg , Marcus Badgeley , Emery N. Brown

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

Deep Reinforcement Learning (DRL) has become a powerful strategy to solve complex decision making problems based on Deep Neural Networks (DNNs). However, it is highly data demanding, so unfeasible in physical systems for most applications.…

机器学习 · 计算机科学 2018-10-02 Rodrigo Pérez-Dattari , Carlos Celemin , Javier Ruiz-del-Solar , Jens Kober

In recent years, a wide range of investment models have been created using artificial intelligence. Automatic trading by artificial intelligence can expand the range of trading methods, such as by conferring the ability to operate 24 hours…

交易与市场微观结构 · 定量金融 2021-12-17 Koya Ishikawa , Kazuhide Nakata

Deep Reinforcement Learning (DRL) aims to create intelligent agents that can learn to solve complex problems efficiently in a real-world environment. Typically, two learning goals: adaptation and generalization are used for baselining DRL…

机器学习 · 计算机科学 2022-02-18 Pamul Yadav , Ashutosh Mishra , Junyong Lee , Shiho Kim

Deep Reinforcement Learning (DRL) is a paradigm of artificial intelligence where an agent uses a neural network to learn which actions to take in a given environment. DRL has recently gained traction from being able to solve complex…

软件工程 · 计算机科学 2025-11-03 Rajdeep Singh Hundal , Yan Xiao , Xiaochun Cao , Jin Song Dong , Manuel Rigger

Development of autonomous cyber system defense strategies and action recommendations in the real-world is challenging, and includes characterizing system state uncertainties and attack-defense dynamics. We propose a data-driven deep…

机器学习 · 计算机科学 2023-02-06 Ashutosh Dutta , Samrat Chatterjee , Arnab Bhattacharya , Mahantesh Halappanavar

We develop a portfolio allocation framework that leverages deep learning techniques to address challenges arising from high-dimensional, non-stationary, and low-signal-to-noise market information. Our approach includes a dynamic embedding…

投资组合管理 · 定量金融 2025-01-31 Jinghai He , Cheng Hua , Chunyang Zhou , Zeyu Zheng