相关论文: Algorithmic Trading Using Continuous Action Space …

Taking advantage of their data-driven and model-free features, Deep Reinforcement Learning (DRL) algorithms have the potential to deal with the increasing level of uncertainty due to the introduction of renewable-based generation. To deal…

Although robotic applications increasingly demand versatile and dynamic object handling, most existing techniques are predominantly focused on grasp-based manipulation, limiting their applicability in non-prehensile tasks. To address this…

We present a deep long short-term memory (LSTM)-based neural network for predicting asset prices, together with a successful trading strategy for generating profits based on the model's predictions. Our work is motivated by the fact that…

Traditional machine learning methods have been widely studied in financial innovation. My study focuses on the application of deep learning methods on asset pricing. I investigate various deep learning methods for asset pricing, especially…

Reinforcement learning (RL) has shown promise for trading, yet most open-source backtesting environments assume negligible or fixed transaction costs, causing agents to learn trading behaviors that fail under realistic execution. We…

The fifth generation (5G) of wireless networks is set out to meet the stringent requirements of vehicular use cases. Edge computing resources can aid in this direction by moving processing closer to end-users, reducing latency. However,…

Autonomous trading robots have been studied in artificial intelligence area for quite some time. Many AI techniques have been tested for building autonomous agents able to trade financial assets. These initiatives include traditional neural…

Deep Reinforcement Learning (DRL) has emerged as a promising approach to enhancing motion control and decision-making through a wide range of robotic applications. While prior research has demonstrated the efficacy of DRL algorithms in…

This study first reconstructs three deep learning powered stock trading models and their associated strategies that are representative of distinct approaches to the problem and established upon different aspects of the many theories evolved…

This study is about the implementation of a reinforcement learning algorithm in the trajectory planning of manipulators. We have a 7-DOF robotic arm to pick and place the randomly placed block at a random target point in an unknown…

Reinforcement learning has shown strong performance in robotic manipulation, but learned policies often degrade in performance when test conditions differ from the training distribution. This limitation is especially important in…

Federal Energy Regulatory Commission (FERC) Orders 841 and 2222 have recommended that distributed energy resources (DERs) should participate in energy and reserve markets; therefore, a mechanism needs to be developed to facilitate DERs'…

This paper aims to investigate the impact of interference in social network algorithms via user-bot interactions, focusing on the Stochastic Bounded Confidence Model (SBCM). This paper explores two approaches: positioning bots controlled by…

We analyze a fixed-point algorithm for reinforcement learning (RL) of optimal portfolio mean-variance preferences in the setting of multivariate generalized autoregressive conditional-heteroskedasticity (MGARCH) with a small penalty on…

In this study, we apply reinforcement learning techniques and propose what we call reinforcement mechanism design to tackle the dynamic pricing problem in sponsored search auctions. In contrast to previous game-theoretical approaches that…

Portfolio management issues have been extensively studied in the field of artificial intelligence in recent years, but existing deep learning-based quantitative trading methods have some areas where they could be improved. First of all, the…

Nowadays, a significant share of the business-to-consumer sector is based on online platforms like Amazon and Alibaba and uses AI for pricing strategies. This has sparked debate on whether pricing algorithms may tacitly collude to set…

We present a framework for hedging a portfolio of derivatives in the presence of market frictions such as transaction costs, market impact, liquidity constraints or risk limits using modern deep reinforcement machine learning methods. We…

Reinforcement learning (RL) has shown significant promise for sequential portfolio optimization tasks, such as stock trading, where the objective is to maximize cumulative returns while minimizing risks using historical data. However,…

We study the online learning problem of a bidder who participates in repeated auctions. With the goal of maximizing his T-period payoff, the bidder determines the optimal allocation of his budget among his bids for $K$ goods at each period.…