相关论文: RiskMiner: Discovering Formulaic Alphas via Risk S…

Policy gradient (PG) is a reinforcement learning (RL) approach that optimizes a parameterized policy model for an expected return using gradient ascent. While PG can work well even in non-Markovian environments, it may encounter plateaus or…

Making changes to a program to optimize its performance is an unscalable task that relies entirely upon human intuition and experience. In addition, companies operating at large scale are at a stage where no single individual understands…

Monte Carlo tree search (MCTS) is a popular choice for solving sequential anytime problems. However, it depends on a numeric feedback signal, which can be difficult to define. Real-time MCTS is a variant which may only rarely encounter…

We introduce an approach aimed at enhancing the reasoning capabilities of Large Language Models (LLMs) through an iterative preference learning process inspired by the successful strategy employed by AlphaZero. Our work leverages Monte…

Algorithms are the engine for reproducible problem-solving. We present a framework automating algorithm discovery by conceptualizing them as sequences of operations, represented as tokens. These computational tokens are chained using a…

In recent years, quantitative investment methods combined with artificial intelligence have attracted more and more attention from investors and researchers. Existing related methods based on the supervised learning are not very suitable…

The complexity of financial data, characterized by its variability and low signal-to-noise ratio, necessitates advanced methods in quantitative investment that prioritize both performance and interpretability.Transitioning from early manual…

Monte Carlo Tree Search (MCTS), most famously used in game-play artificial intelligence (e.g., the game of Go), is a well-known strategy for constructing approximate solutions to sequential decision problems. Its primary innovation is the…

Monte-Carlo planning and Reinforcement Learning (RL) are essential to sequential decision making. The recent AlphaGo and AlphaZero algorithms have shown how to successfully combine these two paradigms in order to solve large scale…

Formulaic alpha factor mining is a critical yet challenging task in quantitative investment, characterized by a vast search space and the need for domain-informed, interpretable signals. However, finding novel signals becomes increasingly…

In this work, we consider the popular tree-based search strategy within the framework of reinforcement learning, the Monte Carlo Tree Search (MCTS), in the context of infinite-horizon discounted cost Markov Decision Process (MDP). While…

Monte Carlo Tree Search (MCTS) is a widely used approach for policy improvement through search with increasing popularity for real world applications. Due to the sequential and deterministic nature of its search, runtime-scaling of MCTS…

Recent advancements in large language models (LLMs) have shown remarkable potential in automating machine learning tasks. However, existing LLM-based agents often struggle with low-diversity and suboptimal code generation. While recent work…

Monte Carlo Tree Search (MCTS) has improved the performance of game engines in domains such as Go, Hex, and general game playing. MCTS has been shown to outperform classic alpha-beta search in games where good heuristic evaluations are…

Monte Carlo Tree Search (MCTS) has emerged as a powerful tool for decision-making in robotics, enabling efficient exploration of large search spaces. However, traditional MCTS methods struggle in environments characterized by high…

Investors try to predict returns of financial assets to make successful investment. Many quantitative analysts have used machine learning-based methods to find unknown profitable market rules from large amounts of market data. However,…

With the aim of improving performance in Markov Decision Problem in an Off-Policy setting, we suggest taking inspiration from what is done in Offline Reinforcement Learning (RL). In Offline RL, it is a common practice during policy learning…

Inspired by recent successes of Monte-Carlo tree search (MCTS) in a number of artificial intelligence (AI) application domains, we propose a model-based reinforcement learning (RL) technique that iteratively applies MCTS on batches of…

In response to the lack of trust in Artificial Intelligence (AI) for sequential planning, we design a Computational Tree Logic-guided large language model (LLM)-based natural language explanation framework designed for the Monte Carlo Tree…

Active Reinforcement Learning (ARL) is a twist on RL where the agent observes reward information only if it pays a cost. This subtle change makes exploration substantially more challenging. Powerful principles in RL like optimism, Thompson…