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Reinforcement learning (RL) has proven its worth in a series of artificial domains, and is beginning to show some successes in real-world scenarios. However, much of the research advances in RL are hard to leverage in real-world systems due…

机器学习 · 计算机科学 2021-03-05 Gabriel Dulac-Arnold , Nir Levine , Daniel J. Mankowitz , Jerry Li , Cosmin Paduraru , Sven Gowal , Todd Hester

Large language models (LLMs) have shown strong reasoning capabilities and are increasingly explored for financial trading. Existing LLM-based trading agents, however, largely focus on single-step prediction and lack integrated mechanisms…

多智能体系统 · 计算机科学 2025-11-18 Bijia Liu , Ronghao Dang

Reinforcement Learning (RL) is a popular machine learning paradigm where intelligent agents interact with the environment to fulfill a long-term goal. Driven by the resurgence of deep learning, Deep RL (DRL) has witnessed great success over…

机器学习 · 计算机科学 2025-09-01 Yunpeng Qing , Shunyu Liu , Jie Song , Yang Zhou , Kaixuan Chen , Huiqiong Wang , Mingli Song

Generating asset-specific trading signals based on the financial conditions of the assets is one of the challenging problems in automated trading. Various asset trading rules are proposed experimentally based on different technical analysis…

人工智能 · 计算机科学 2020-10-28 Mehran Taghian , Ahmad Asadi , Reza Safabakhsh

Deep-learning techniques have been successfully used for time-series forecasting and have often shown superior performance on many standard benchmark datasets as compared to traditional techniques. Here we present a comprehensive and…

机器学习 · 计算机科学 2021-12-08 Vedant Shah , Gautam Shroff

Deep reinforcement learning (DRL) demonstrates its potential in learning a model-free navigation policy for robot visual navigation. However, the data-demanding algorithm relies on a large number of navigation trajectories in training.…

机器人学 · 计算机科学 2018-02-27 Kaichun Mo , Haoxiang Li , Zhe Lin , Joon-Young Lee

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…

机器学习 · 计算机科学 2026-04-07 Lucas Riera Abbade , Anna Helena Reali Costa

Dynamic Portfolio optimization is the process of distribution and rebalancing of a fund into different financial assets such as stocks, cryptocurrencies, etc, in consecutive trading periods to maximize accumulated profits or minimize risks…

投资组合管理 · 定量金融 2021-02-15 Kumar Yashaswi

Inverse reinforcement learning has proved its ability to explain state-action trajectories of expert agents by recovering their underlying reward functions in increasingly challenging environments. Recent advances in adversarial learning…

机器学习 · 计算机科学 2019-12-10 Jacobo Roa-Vicens , Yuanbo Wang , Virgile Mison , Yarin Gal , Ricardo Silva

Applying concepts related to zero-shot meta-learning and pre-training of foundation models, we develop a meta reinforcement learning approach (denoted MetaRL) that is pre-trained on thousands of goals-based wealth management (GBWM)…

机器学习 · 计算机科学 2026-05-07 Sanjiv R. Das , Harshad Khadilkar , Sukrit Mittal , Daniel Ostrov , Deep Srivastav , Hungjen Wang

In recent years, Reinforcement Learning (RL), has become a popular field of study as well as a tool for enterprises working on cutting-edge artificial intelligence research. To this end, many researchers have built RL frameworks such as…

The recent advances in reinforcement learning have led to effective methods able to obtain above human-level performances in very complex environments. However, once solved, these environments become less valuable, and new challenges with…

机器学习 · 计算机科学 2022-10-20 Alessandro Palmas

In today's forex market traders increasingly turn to algorithmic trading, leveraging computers to seek more profits. Deep learning techniques as cutting-edge advancements in machine learning, capable of identifying patterns in financial…

计算工程、金融与科学 · 计算机科学 2024-08-31 Davoud Sarani , Parviz Rashidi-Khazaee

We convert the DeepMind Mathematics Dataset into a reinforcement learning environment by interpreting it as a program synthesis problem. Each action taken in the environment adds an operator or an input into a discrete compute graph. Graphs…

机器学习 · 计算机科学 2021-07-19 Joseph Palermo , Johnny Ye , Alok Singh

Execution algorithms are vital to modern trading, they enable market participants to execute large orders while minimising market impact and transaction costs. As these algorithms grow more sophisticated, optimising them becomes…

计算金融 · 定量金融 2025-10-28 Ollie Olby , Andreea Bacalum , Rory Baggott , Namid Stillman

Deep reinforcement learning (DRL) has been proven its efficiency in capturing users' dynamic interests in recent literature. However, training a DRL agent is challenging, because of the sparse environment in recommender systems (RS), DRL…

信息检索 · 计算机科学 2022-09-20 Xiaocong Chen , Siyu Wang , Lina Yao , Lianyong Qi , Yong Li

Financial risk prediction plays a crucial role in the financial sector. Machine learning methods have been widely applied for automatically detecting potential risks and thus saving the cost of labor. However, the development in this field…

风险管理 · 定量金融 2023-08-02 Yuwei Yin , Yazheng Yang , Jian Yang , Qi Liu

With the increasing power of computers and the rapid development of self-learning methodologies such as machine learning and artificial intelligence, the problem of constructing an automatic Financial Trading Systems (FTFs) becomes an…

交易与市场微观结构 · 定量金融 2019-08-29 Haoqian Li , Thomas Lau

Unfair pricing policies have been shown to be one of the most negative perceptions customers can have concerning pricing, and may result in long-term losses for a company. Despite the fact that dynamic pricing models help companies maximize…

机器学习 · 计算机科学 2018-03-28 Roberto Maestre , Juan Duque , Alberto Rubio , Juan Arévalo

The market for domestic robots made to perform household chores is growing as these robots relieve people of everyday responsibilities. Domestic robots are generally welcomed for their role in easing human labor, in contrast to industrial…

机器人学 · 计算机科学 2024-05-30 Arpita Soni , Sujatha Alla , Suresh Dodda , Hemanth Volikatla