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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

Over the past decades, researchers have been pushing the limits of Deep Reinforcement Learning (DRL). Although DRL has attracted substantial interest from practitioners, many are blocked by having to search through a plethora of available…

数理金融 · 定量金融 2023-10-05 Sophia Gu

This paper presents a deep reinforcement learning (DRL) framework for dynamic portfolio optimization under market uncertainty and risk. The proposed model integrates a Sharpe ratio-based reward function with direct risk control mechanisms,…

投资组合管理 · 定量金融 2025-11-17 Emmanuel Lwele , Sabuni Emmanuel , Sitali Gabriel Sitali

Recently, empowered with the powerful capabilities of neural networks, reinforcement learning (RL) has successfully tackled numerous challenging tasks. However, while these models demonstrate enhanced decision-making abilities, they are…

机器学习 · 计算机科学 2025-10-09 Zhengpeng Xie , Yulong Zhang

Trading markets represent a real-world financial application to deploy reinforcement learning agents, however, they carry hard fundamental challenges such as high variance and costly exploration. Moreover, markets are inherently a…

机器学习 · 计算机科学 2021-07-20 Yue Gao , Kry Yik Chau Lui , Pablo Hernandez-Leal

Deep Reinforcement Learning approaches to Online Portfolio Selection have grown in popularity in recent years. The sensitive nature of training Reinforcement Learning agents implies a need for extensive efforts in market representation,…

机器学习 · 计算机科学 2024-01-17 Marc Velay , Bich-Liên Doan , Arpad Rimmel , Fabrice Popineau , Fabrice Daniel

Making sophisticated, robust, and safe sequential decisions is at the heart of intelligent systems. This is especially critical for planning in complex multi-agent environments, where agents need to anticipate other agents' intentions and…

机器人学 · 计算机科学 2020-01-29 Yichuan Charlie Tang

Deep reinforcement learning has made significant progress in robotic manipulation tasks and it works well in the ideal disturbance-free environment. However, in a real-world environment, both internal and external disturbances are…

机器人学 · 计算机科学 2020-11-09 Pingcheng Jian , Chao Yang , Di Guo , Huaping Liu , Fuchun Sun

Deep neural networks (DNNs) have been widely used in many fields such as images processing, speech recognition; however, they are vulnerable to adversarial examples, and this is a security issue worthy of attention. Because the training…

密码学与安全 · 计算机科学 2019-08-08 Wenjian Luo , Chenwang Wu , Nan Zhou , Li Ni

Self-trained autonomous agents developed using machine learning are showing great promise in a variety of control settings, perhaps most remarkably in applications involving autonomous vehicles. The main challenge associated with…

机器学习 · 计算机科学 2022-11-11 Patrik Hammersborg , Inga Strümke

Machine Learning (ML) and Deep Learning (DL) models have achieved state-of-the-art performance on multiple learning tasks, from vision to natural language modelling. With the growing adoption of ML and DL to many areas of computer science,…

机器学习 · 计算机科学 2019-06-11 Anshuman Chhabra , Abhishek Roy , Prasant Mohapatra

We show that adversarial reinforcement learning (ARL) can be used to produce market marking agents that are robust to adversarial and adaptively-chosen market conditions. To apply ARL, we turn the well-studied single-agent model of…

交易与市场微观结构 · 定量金融 2020-07-09 Thomas Spooner , Rahul Savani

Artificially intelligent agents equipped with strategic skills that can negotiate during their interactions with other natural or artificial agents are still underdeveloped. This paper describes a successful application of Deep…

人工智能 · 计算机科学 2015-11-28 Heriberto Cuayáhuitl , Simon Keizer , Oliver Lemon

Deep learning systems, critical in domains like autonomous vehicles, are vulnerable to adversarial examples (crafted inputs designed to mislead classifiers). This study investigates black-box adversarial attacks in computer vision. This is…

密码学与安全 · 计算机科学 2025-06-09 Francesco Panebianco , Mario D'Onghia , Stefano Zanero aand Michele Carminati

Adversarial attacks have exposed a significant security vulnerability in state-of-the-art machine learning models. Among these models include deep reinforcement learning agents. The existing methods for attacking reinforcement learning…

机器学习 · 计算机科学 2020-01-17 Matthew Inkawhich , Yiran Chen , Hai Li

Large Language Model (LLM) agents can leverage tools such as Google Search to complete complex tasks. However, this tool usage introduces the risk of indirect prompt injections, where malicious instructions hidden in tool outputs can…

Adversarial training is a defense method that trains machine learning models on intentionally perturbed attack inputs, so they learn to be robust against adversarial examples. This paper develops a robust voltage control framework for…

系统与控制 · 电气工程与系统科学 2026-03-26 Sungjoo Chung , Ying Zhang

With the wide application of deep reinforcement learning (DRL) techniques in complex fields such as autonomous driving, intelligent manufacturing, and smart healthcare, how to improve its security and robustness in dynamic and changeable…

密码学与安全 · 计算机科学 2025-10-24 Wu Yichao , Wang Yirui , Ding Panpan , Wang Hailong , Zhu Bingqian , Liu Chun

This paper presents a controlled study of adversarial reinforcement learning in network security through a custom OpenAI Gym environment that models brute-force attacks and reactive defenses on multi-port services. The environment captures…

Deep Reinforcement Learning (DRL) suffers from uncertainties and inaccuracies in the observation signal in realworld applications. Adversarial attack is an effective method for evaluating the robustness of DRL agents. However, existing…

机器学习 · 计算机科学 2025-01-09 Tianyang Duan , Zongyuan Zhang , Zheng Lin , Yue Gao , Ling Xiong , Yong Cui , Hongbin Liang , Xianhao Chen , Heming Cui , Dong Huang