相关论文: Reinforcement Learning Based Bidding Framework wit…

Incrementality, which is used to measure the causal effect of showing an ad to a potential customer (e.g. a user in an internet platform) versus not, is a central object for advertisers in online advertising platforms. This paper…

This paper presents a novel safe reinforcement learning algorithm for strategic bidding of Virtual Power Plants (VPPs) in day-ahead electricity markets. The proposed algorithm utilizes the Deep Deterministic Policy Gradient (DDPG) method to…

In face of the pressing need of decarbonization in the power sector, the re-design of electricity market is necessary as a Marco-level approach to accommodate the high penetration of renewable generations, and to achieve power system…

The growing renewable energy sources have posed significant challenges to traditional power scheduling. It is difficult for operators to obtain accurate day-ahead forecasts of renewable generation, thereby requiring the future scheduling…

In online advertising, advertisers participate in ad auctions to acquire ad opportunities, often by utilizing auto-bidding tools provided by demand-side platforms (DSPs). The current auto-bidding algorithms typically employ reinforcement…

Reinforcement learning (RL) is a goal-oriented learning solution that has proven to be successful for Neural Architecture Search (NAS) on the CIFAR and ImageNet datasets. However, a limitation of this approach is its high computational…

The performance of reinforcement learning (RL) algorithms is sensitive to the choice of hyperparameters, with the learning rate being particularly influential. RL algorithms fail to reach convergence or demand an extensive number of samples…

The use of machine learning in algorithmic trading systems is increasingly common. In a typical set-up, supervised learning is used to predict the future prices of assets, and those predictions drive a simple trading and execution strategy.…

Much research has been done to analyze the stock market. After all, if one can determine a pattern in the chaotic frenzy of transactions, then they could make a hefty profit from capitalizing on these insights. As such, the goal of our…

This paper develops a machine learning-driven portfolio optimization framework for virtual bidding in electricity markets considering both risk constraint and price sensitivity. The algorithmic trading strategy is developed from the…

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…

The rapid changes in the finance industry due to the increasing amount of data have revolutionized the techniques on data processing and data analysis and brought new theoretical and computational challenges. In contrast to classical…

Reinforcement learning (RL) for auto-bidding has shifted from using simplistic offline simulators (Simulation-based RL Bidding, SRLB) to offline RL on fixed real datasets (Offline RL Bidding, ORLB). However, ORLB policies are limited by the…

Calibrating agent-based models (ABMs) in economics and finance typically involves a derivative-free search in a very large parameter space. In this work, we benchmark a number of search methods in the calibration of a well-known…

To overcome the curses of dimensionality and modeling of Dynamic Programming (DP) methods to solve Markov Decision Process (MDP) problems, Reinforcement Learning (RL) methods are adopted in practice. Contrary to traditional RL algorithms…

A big challenge in branch and bound lies in identifying the optimal node within the search tree from which to proceed. Current state-of-the-art selectors utilize either hand-crafted ensembles that automatically switch between naive sub-node…

Uncertainties in renewable generation and demand dynamics challenge day-ahead scheduling. To enhance renewable penetration and maintain intra-day balance, we develop a multi-agent reinforcement learning framework for self-interested…

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…

Bike sharing provides an environment-friendly way for traveling and is booming all over the world. Yet, due to the high similarity of user travel patterns, the bike imbalance problem constantly occurs, especially for dockless bike sharing…

Optimization problems characterized by both discrete and continuous variables are common across various disciplines, presenting unique challenges due to their complex solution landscapes and the difficulty of navigating mixed-variable…