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Algorithmic trading requires short-term tactical decisions consistent with long-term financial objectives. Reinforcement Learning (RL) has been applied to such problems, but adoption is limited by myopic behaviour and opaque policies. Large…

机器学习 · 计算机科学 2025-10-28 Adam Darmanin , Vince Vella

Online decision tree learning algorithms typically examine all features of a new data point to update model parameters. We propose a novel alternative, Reinforcement Learning- based Decision Trees (RLDT), that uses Reinforcement Learning…

机器学习 · 计算机科学 2015-07-27 Abhinav Garlapati , Aditi Raghunathan , Vaishnavh Nagarajan , Balaraman Ravindran

Reinforcement learning (RL) algorithms have proven transformative in a range of domains. To tackle real-world domains, these systems often use neural networks to learn policies directly from pixels or other high-dimensional sensory input.…

机器学习 · 计算机科学 2025-10-02 Nishil Patel , Sebastian Lee , Stefano Sarao Mannelli , Sebastian Goldt , Andrew Saxe

In non-geostationary orbit (NGSO) satellite communication systems, effectively utilizing beam hopping (BH) technology is crucial for addressing uneven traffic demands. However, optimizing beam scheduling and resource allocation in…

系统与控制 · 电气工程与系统科学 2025-01-07 Xia Xie , Kexin Fan , Wenfeng Deng , Nikolaos Pappas , Qinyu Zhang

The real-time bidding (RTB), aka programmatic buying, has recently become the fastest growing area in online advertising. Instead of bulking buying and inventory-centric buying, RTB mimics stock exchanges and utilises computer algorithms to…

计算机科学与博弈论 · 计算机科学 2013-06-28 Shuai Yuan , Jun Wang , Xiaoxue Zhao

In this thesis, we research learning algorithms for optimal decision making in two different contexts, Reinforcement Learning in Part I and Auction Design in Part II. Reinforcement learning (RL) is an area of machine learning that is…

机器学习 · 计算机科学 2022-10-07 Jad Rahme

The popularity of deep reinforcement learning (DRL) methods in economics have been exponentially increased. DRL through a wide range of capabilities from reinforcement learning (RL) and deep learning (DL) for handling sophisticated dynamic…

统计金融 · 定量金融 2020-04-06 Amir Mosavi , Pedram Ghamisi , Yaser Faghan , Puhong Duan

The challenges of the uncertainties in renewable energy generation and the instability of the real-time market limit the effective utilization of clean energy in microgrid communities. Existing peer-to-peer (P2P) and microgrid coordination…

多智能体系统 · 计算机科学 2026-04-06 Junhao Ren , Honglin Gao , Sijie Wang , Lan Zhao , Qiyu Kang , Aniq Ashan , Yajuan Sun , Gaoxi Xiao

Domain-Independent Dynamic Programming (DIDP) is a state-space search paradigm based on dynamic programming for combinatorial optimization. In its current implementation, DIDP guides the search using user-defined dual bounds. Reinforcement…

人工智能 · 计算机科学 2025-05-15 Minori Narita , Ryo Kuroiwa , J. Christopher Beck

The global ambitions of a carbon-neutral society necessitate a stable and robust smart grid that capitalises on frequency reserves of renewable energy. Frequency reserves are resources that adjust power production or consumption in real…

Reinforcement Learning (RL) has emerged as a transformative approach for aligning and enhancing Large Language Models (LLMs), addressing critical challenges in instruction following, ethical alignment, and reasoning capabilities. This…

人工智能 · 计算机科学 2025-07-08 Saksham Sahai Srivastava , Vaneet Aggarwal

In modern ML Ops environments, model deployment is a critical process that traditionally relies on static heuristics such as validation error comparisons and A/B testing. However, these methods require human intervention to adapt to…

机器学习 · 计算机科学 2025-03-31 S. Aaron McClendon , Vishaal Venkatesh , Juan Morinelli

Reinforcement learning (RL) has gained increasing attraction in the academia and tech industry with launches to a variety of impactful applications and products. Although research is being actively conducted on many fronts (e.g., offline…

机器学习 · 计算机科学 2021-12-13 Ruiyang Xu , Zhengxing Chen

Recent advances in machine learning have spurred significant interest in learning-augmented algorithms, particularly for online optimization. A growing body of work has studied online bidding in this framework, aiming to characterize the…

数据结构与算法 · 计算机科学 2026-05-11 Changyeol Lee , Dahoon Lee , Jongseo Lee , Yongho Shin , Changki Yun

A continuous rise in the penetration of renewable energy sources, along with the use of the single imbalance pricing, provides a new opportunity for balance responsible parties to reduce their cost through energy arbitrage in the imbalance…

系统与控制 · 电气工程与系统科学 2024-05-01 Seyed Soroush Karimi Madahi , Gargya Gokhale , Marie-Sophie Verwee , Bert Claessens , Chris Develder

Most e-commerce product feeds provide blended results of advertised products and recommended products to consumers. The underlying advertising and recommendation platforms share similar if not exactly the same set of candidate products.…

机器学习 · 统计学 2019-08-20 Dagui Chen , Junqi Jin , Weinan Zhang , Fei Pan , Lvyin Niu , Chuan Yu , Jun Wang , Han Li , Jian Xu , Kun Gai

Bridge is among the zero-sum games for which artificial intelligence has not yet outperformed expert human players. The main difficulty lies in the bidding phase of bridge, which requires cooperative decision making under partial…

人工智能 · 计算机科学 2016-07-13 Chih-Kuan Yeh , Hsuan-Tien Lin

In this article, for the first time, we propose a transformer network-based reinforcement learning (RL) method for power distribution network (PDN) optimization of high bandwidth memory (HBM). The proposed method can provide an optimal…

We propose a reinforcement learning (RL) framework that leverages multimodal data including historical stock prices, sentiment analysis, and topic embeddings from news articles, to optimize trading strategies for SP100 stocks. Building upon…

投资组合管理 · 定量金融 2024-12-24 Sumit Nawathe , Ravi Panguluri , James Zhang , Sashwat Venkatesh

Auto-bidding services optimize real-time bidding strategies for advertisers under key performance indicator (KPI) constraints such as target return on investment and budget. However, uncertainties such as model prediction errors and…

计算机科学与博弈论 · 计算机科学 2026-04-08 Linghui Meng , Chun Gan , Shengsheng Niu , Chengcheng Zhang , Chenchen Li , Chuan Yang , Yi Mao , Xin Zhu , Jie He , Zhangang Lin , Ching Law