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Recent advancements in machine learning provide methods to train autonomous agents capable of handling the increasing complexity of sequential decision-making in robotics. Imitation Learning (IL) is a prominent approach, where agents learn…

机器人学 · 计算机科学 2025-05-01 Jonas Werner , Kun Chu , Cornelius Weber , Stefan Wermter

The inherent volatility and dynamic fluctuations within the financial stock market underscore the necessity for investors to employ a comprehensive and reliable approach that integrates risk management strategies, market trends, and the…

交易与市场微观结构 · 定量金融 2024-11-13 Alhassan S. Yasin , Prabdeep S. Gill

We consider scenarios where a very accurate (often small) predictive model using restricted features is available when training a full-featured (often larger) model. This restricted model may be thought of as side-information'', and can…

机器学习 · 计算机科学 2025-04-10 Usama Muneeb , Mesrob I. Ohannessian

Financial domain tasks, such as trading in market exchanges, are challenging and have long attracted researchers. The recent achievements and the consequent notoriety of Reinforcement Learning (RL) have also increased its adoption in…

The sequential nature of decision-making in financial asset trading aligns naturally with the reinforcement learning (RL) framework, making RL a common approach in this domain. However, the low signal-to-noise ratio in financial markets…

机器学习 · 计算机科学 2024-11-14 Sven Goluža , Tomislav Kovačević , Stjepan Begušić , Zvonko Kostanjčar

Real-time peer-to-peer (P2P) electricity markets dynamically adapt to fluctuations in renewable energy and variations in demand, maximizing economic benefits through instantaneous price responses while enhancing grid flexibility. However,…

多智能体系统 · 计算机科学 2026-04-21 Chengwei Lou , Zekai Jin , Wei Tang , Guangfei Geng , Jin Yang , Lu Zhang

Acquiring complex behaviors is essential for artificially intelligent agents, yet learning these behaviors in high-dimensional settings poses a significant challenge due to the vast search space. Traditional reinforcement learning (RL)…

机器学习 · 计算机科学 2025-04-22 Mert Albaba , Sammy Christen , Thomas Langarek , Christoph Gebhardt , Otmar Hilliges , Michael J. Black

In financial applications, reinforcement learning (RL) agents are commonly trained on historical data, where their actions do not influence prices. However, during deployment, these agents trade in live markets where their own transactions…

机器学习 · 计算机科学 2026-01-27 Shaocong Ma , Heng Huang

Reinforcement Learning (RL) has demonstrated a huge potential in learning optimal policies without any prior knowledge of the process to be controlled. Model Predictive Control (MPC) is a popular control technique which is able to deal with…

系统与控制 · 计算机科学 2019-04-10 Mario Zanon , Sébastien Gros , Alberto Bemporad

The study proposes a quote-driven predictive automated market maker (AMM) platform with on-chain custody and settlement functions, alongside off-chain predictive reinforcement learning capabilities to improve liquidity provision of…

交易与市场微观结构 · 定量金融 2023-01-27 Tristan Lim

Agent-based models (ABMs) are simulation models used in economics to overcome some of the limitations of traditional frameworks based on general equilibrium assumptions. However, agents within an ABM follow predetermined 'bounded rational'…

机器学习 · 计算机科学 2024-10-23 Simone Brusatin , Tommaso Padoan , Andrea Coletta , Domenico Delli Gatti , Aldo Glielmo

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

Inverse reinforcement learning (IRL) infers a reward function from demonstrations, allowing for policy improvement and generalization. However, despite much recent interest in IRL, little work has been done to understand the minimum set of…

机器学习 · 计算机科学 2019-08-19 Daniel S. Brown , Scott Niekum

This paper presents a novel approach to e-commerce payment fraud detection by integrating reinforcement learning (RL) with Large Language Models (LLMs). By framing transaction risk as a multi-step Markov Decision Process (MDP), RL optimizes…

机器学习 · 计算机科学 2025-09-24 Bo Qu , Zhurong Wang , Daisuke Yagi , Zhen Xu , Yang Zhao , Yinan Shan , Frank Zahradnik

In the era of Large Language Models (LLMs), alignment has emerged as a fundamental yet challenging problem in the pursuit of more reliable, controllable, and capable machine intelligence. The recent success of reasoning models and…

机器学习 · 计算机科学 2025-07-18 Hao Sun , Mihaela van der Schaar

Imitation learning (IL) is a framework that learns to imitate expert behavior from demonstrations. Recently, IL shows promising results on high dimensional and control tasks. However, IL typically suffers from sample inefficiency in terms…

机器学习 · 计算机科学 2021-11-24 Lihua Zhang

Data marketplaces, which mediate the purchase and exchange of data from third parties, have attracted growing attention for reducing the cost and effort of data collection while enabling the trading of diverse datasets. However, a…

多智能体系统 · 计算机科学 2025-11-18 Jun Sashihara , Yukihisa Fujita , Kota Nakamura , Masahiro Kuwahara , Teruaki Hayashi

The majority of language model training builds on imitation learning. It covers pretraining, supervised fine-tuning, and affects the starting conditions for reinforcement learning from human feedback (RLHF). The simplicity and scalability…

Reinforcement learning (RL) has proven to be well-performed and general-purpose in the inventory control (IC). However, further improvement of RL algorithms in the IC domain is impeded due to two limitations of online experience. First,…

机器学习 · 计算机科学 2025-02-18 Zifan Liu , Xinran Li , Shibo Chen , Gen Li , Jiashuo Jiang , Jun Zhang

With Reinforcement Learning (RL) for inventory management (IM) being a nascent field of research, approaches tend to be limited to simple, linear environments with implementations that are minor modifications of off-the-shelf RL algorithms.…

机器学习 · 计算机科学 2023-04-19 Madhav Khirwar , Karthik S. Gurumoorthy , Ankit Ajit Jain , Shantala Manchenahally