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Recent research has shown that although Reinforcement Learning (RL) can benefit from expert demonstration, it usually takes considerable efforts to obtain enough demonstration. The efforts prevent training decent RL agents with expert…

机器学习 · 计算机科学 2021-07-09 Si-An Chen , Voot Tangkaratt , Hsuan-Tien Lin , Masashi Sugiyama

Reinforcement learning (RL) has emerged as a powerful paradigm for solving decision-making problems in dynamic environments. In this research, we explore the application of Double DQN (DDQN) and Dueling Network Architectures, to financial…

机器学习 · 计算机科学 2025-04-17 Bruno Giorgio

The popularity of deep reinforcement learning (DRL) methods in economics have been exponentially increased. DRL through a wide range of capabilities from reinforcement learning (RL) and deep learning (DL) for handling sophisticated dynamic…

统计金融 · 定量金融 2020-04-06 Amir Mosavi , Pedram Ghamisi , Yaser Faghan , Puhong Duan

Deep reinforcement learning (DRL) breaks through the bottlenecks of traditional reinforcement learning (RL) with the help of the perception capability of deep learning and has been widely applied in real-world problems.While model-free RL,…

机器学习 · 计算机科学 2022-11-28 Tingting Zhao , Ying Wang , Wei Sun , Yarui Chen , Gang Niub , Masashi Sugiyama

With the fast development of quantitative portfolio optimization in financial engineering, lots of AI-based algorithmic trading strategies have demonstrated promising results, among which reinforcement learning begins to manifest…

数理金融 · 定量金融 2023-03-10 Huifang Huang , Ting Gao , Pengbo Li , Jin Guo , Peng Zhang , Nan Du

We aim to jointly optimize antenna tilt angle, and vertical and horizontal half-power beamwidths of the macrocells in a heterogeneous cellular network (HetNet). The interactions between the cells, most notably due to their coupled…

机器学习 · 计算机科学 2019-06-19 Eren Balevi , Jeffrey G. Andrews

Learned construction heuristics for scheduling problems have become increasingly competitive with established solvers and heuristics in recent years. In particular, significant improvements have been observed in solution approaches using…

Deep reinforcement learning (DRL) is a very active research area. However, several technical and scientific issues require to be addressed, amongst which we can mention data inefficiency, exploration-exploitation trade-off, and multi-task…

机器学习 · 计算机科学 2020-11-24 Mohammad Reza Samsami , Hossein Alimadad

Deep reinforcement learning (DRL) has been increasingly employed to handle the dynamic and complex resource management in network slicing. The deployment of DRL policies in real networks, however, is complicated by heterogeneous cell…

网络与互联网体系结构 · 计算机科学 2023-06-26 Tianlun Hu , Qi Liao , Qiang Liu , Georg Carle

Deep Research (DR) agents extend Large Language Models (LLMs) beyond parametric knowledge by autonomously retrieving and synthesizing evidence from large web corpora into long-form reports, enabling a long-horizon agentic paradigm. However,…

人工智能 · 计算机科学 2026-02-04 Haohao Luo , Zexi Li , Yuexiang Xie , Wenhao Zhang , Yaliang Li , Ying Shen

Deep Reinforcement Learning (DRL) has become a popular method for solving control problems in power systems. Conventional DRL encourages the agent to explore various policies encoded in a neural network (NN) with the goal of maximizing the…

系统与控制 · 电气工程与系统科学 2024-10-28 Tong Wu , Anna Scaglione , Daniel Arnold

We study the dynamic pricing and replenishment problems under inconsistent decision frequencies. Different from the traditional demand assumption, the discreteness of demand and the parameter within the Poisson distribution as a function of…

机器学习 · 计算机科学 2024-10-29 Yi Zheng , Zehao Li , Peng Jiang , Yijie Peng

High-frequency trading is prevalent, where automated decisions must be made quickly to take advantage of price imbalances and patterns in price action that forecast near-future movements. While many algorithms have been explored and tested,…

计算金融 · 定量金融 2023-11-07 Koti S. Jaddu , Paul A. Bilokon

In dynamic programming (DP) and reinforcement learning (RL), an agent learns to act optimally in terms of expected long-term return by sequentially interacting with its environment modeled by a Markov decision process (MDP). More generally…

机器学习 · 计算机科学 2022-01-03 Mastane Achab , Gergely Neu

In the highly volatile and uncertain global financial markets, traditional quantitative trading models relying on statistical modeling or empirical rules often fail to adapt to dynamic market changes and black swan events due to rigid…

投资组合管理 · 定量金融 2026-04-22 Jingfeng Pan , Jiahao Chen

This paper presents novel methods for tuning inverter controller gains using deep reinforcement learning (DRL). A Simulink-developed inverter model is converted into a dynamic link library (DLL) and integrated with a Python-based RL…

系统与控制 · 电气工程与系统科学 2024-11-05 Shuvangkar Chandra Das , Tuyen Vu , Deepak Ramasubramanian , Evangelos Farantatos , Jianhua Zhang , Thomas Ortmeyer

In the ever-changing and intricate landscape of financial markets, portfolio optimisation remains a formidable challenge for investors and asset managers. Conventional methods often struggle to capture the complex dynamics of market…

机器学习 · 统计学 2025-10-09 Himanshu Choudhary , Arishi Orra , Manoj Thakur

Reinforcement Learning (RL) has emerged as a powerful paradigm in Artificial Intelligence (AI), enabling agents to learn optimal behaviors through interactions with their environments. Drawing from the foundations of trial and error, RL…

人工智能 · 计算机科学 2025-02-04 Majid Ghasemi , Amir Hossein Moosavi , Dariush Ebrahimi

Can deep reinforcement learning algorithms be exploited as solvers for optimal trading strategies? The aim of this work is to test reinforcement learning algorithms on conceptually simple, but mathematically non-trivial, trading…

Remote state estimation of large-scale distributed dynamic processes plays an important role in Industry 4.0 applications. In this paper, by leveraging the theoretical results of structural properties of optimal scheduling policies, we…

信息论 · 计算机科学 2024-10-28 Jiazheng Chen , Wanchun Liu , Daniel E. Quevedo , Yonghui Li , Branka Vucetic