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Portfolio optimization is essential for balancing risk and return in financial decision-making. Deep Reinforcement Learning (DRL) has stood out as a cutting-edge tool for portfolio optimization that learns dynamic asset allocation using…

机器学习 · 计算机科学 2025-09-16 Himanshu Choudhary , Arishi Orra , Manoj Thakur

In this work, we study how to efficiently apply reinforcement learning (RL) for solving large-scale stochastic optimization problems by leveraging intervention models. The key of the proposed methodology is to better explore the solution…

机器学习 · 计算机科学 2026-01-13 Defeng Liu , Ying Liu , Carson Eisenach

The framework of deep reinforcement learning (DRL) provides a powerful and widely applicable mathematical formalization for sequential decision-making. This paper present a novel DRL framework, termed \emph{$f$-Divergence Reinforcement…

机器学习 · 计算机科学 2021-12-15 Chen Gong , Qiang He , Yunpeng Bai , Zhou Yang , Xiaoyu Chen , Xinwen Hou , Xianjie Zhang , Yu Liu , Guoliang Fan

We introduce the first end-to-end Deep Reinforcement Learning (DRL) based framework for active high frequency trading in the stock market. We train DRL agents to trade one unit of Intel Corporation stock by employing the Proximal Policy…

机器学习 · 计算机科学 2023-08-22 Antonio Briola , Jeremy Turiel , Riccardo Marcaccioli , Alvaro Cauderan , Tomaso Aste

In this paper, we develop a hybrid prediction framework for accurate electric vehicle (EV) charging time estimation, a capability that is critical for trip planning, user satisfaction, and efficient operation of charging infrastructure. We…

系统与控制 · 电气工程与系统科学 2025-12-09 Praharshitha Aryasomayajula , Ting Bai , Andreas A. Malikopoulos

The Agile Earth Observation Satellite Scheduling Problem (AEOSSP) entails finding the subset of observation targets to be scheduled along the satellite's orbit while meeting operational constraints of time, energy and memory. The problem of…

机器人学 · 计算机科学 2025-06-13 Antonio M. Mercado-Martínez , Beatriz Soret , Antonio Jurado-Navas

In this paper we present an end-to-end framework for addressing the problem of dynamic pricing (DP) on E-commerce platform using methods based on deep reinforcement learning (DRL). By using four groups of different business data to…

机器学习 · 计算机科学 2021-09-01 Jiaxi Liu , Yidong Zhang , Xiaoqing Wang , Yuming Deng , Xingyu Wu

Dynamic hedging is a financial strategy that consists in periodically transacting one or multiple financial assets to offset the risk associated with a correlated liability. Deep Reinforcement Learning (DRL) algorithms have been used to…

计算金融 · 定量金融 2025-04-18 Andrei Neagu , Frédéric Godin , Leila Kosseim

Aligning generative diffusion models with human preferences via reinforcement learning (RL) is critical yet challenging. Most existing algorithms are often vulnerable to reward hacking, such as quality degradation, over-stylization, or…

Dairy farming consumes a significant amount of energy, making it an energy-intensive sector within agriculture. Integrating renewable energy generation into dairy farming could help address this challenge. Effective battery management is…

机器学习 · 计算机科学 2024-05-16 Nawazish Ali , Abdul Wahid , Rachael Shaw , Karl Mason

Deep Reinforcement Learning (DRL) has shown its promising capabilities to learn optimal policies directly from trial and error. However, learning can be hindered if the goal of the learning, defined by the reward function, is "not optimal".…

人工智能 · 计算机科学 2019-10-09 Yizheng Zhang , Andre Rosendo

Deep reinforcement learning (DRL) has recently emerged as a promising tool for Dynamic Algorithm Configuration (DAC), enabling evolutionary algorithms to adapt their parameters online rather than relying on static tuned configurations.…

最优化与控制 · 数学 2026-04-03 Andrea Mencaroni , Robbert Reijnen , Yingqian Zhang , Dieter Claeys

Replacing poorly performing existing controllers with smarter solutions will decrease the energy intensity of the building sector. Recently, controllers based on Deep Reinforcement Learning (DRL) have been shown to be more effective than…

机器学习 · 计算机科学 2022-03-11 Loris Di Natale , Bratislav Svetozarevic , Philipp Heer , Colin N. Jones

In recent years, deep reinforcement learning (DRL) algorithms have gained traction in home energy management systems. However, their adoption by energy management companies remains limited due to the black-box nature of DRL, which fails to…

系统与控制 · 电气工程与系统科学 2025-06-03 Toon Van Puyvelde , Mehran Zareh , Chris Develder

Reinforcement learning (RL) has emerged as a powerful paradigm for solving decision-making problems in dynamic environments. In this research, we explore the application of Double DQN (DDQN) and Dueling Network Architectures, to financial…

机器学习 · 计算机科学 2025-04-17 Bruno Giorgio

With the development of deep learning, Dynamic Portfolio Optimization (DPO) problem has received a lot of attention in recent years, not only in the field of finance but also in the field of deep learning. Some advanced research in recent…

计算工程、金融与科学 · 计算机科学 2025-01-16 Runsheng Lin , Zihan Xing , Mingze Ma , Raymond S. T. Lee

Deep Reinforcement Learning (DRL) provides a general-purpose methodology for training inventory policies that can leverage big data and compute. However, off-the-shelf implementations of DRL have seen mixed success, often plagued by high…

机器学习 · 计算机科学 2026-03-23 Yaqi Xie , Xinru Hao , Jiaxi Liu , Will Ma , Linwei Xin , Lei Cao , Yidong Zhang

Energy storage devices represent environmentally friendly candidates to cope with volatile renewable energy generation. Motivated by the increase in privately owned storage systems, this paper studies the problem of real-time control of a…

最优化与控制 · 数学 2019-03-28 Ahmed S. Zamzam , Bo Yang , Nicholas D. Sidiropoulos

Portfolio optimization requires dynamic allocation of funds by balancing the risk and return tradeoff under dynamic market conditions. With the recent advancements in AI, Deep Reinforcement Learning (DRL) has gained prominence in providing…

投资组合管理 · 定量金融 2025-05-08 Arishi Orra , Aryan Bhambu , Himanshu Choudhary , Manoj Thakur , Selvaraju Natarajan

Deep Reinforcement Learning (DRL) has been extensively used to address portfolio optimization problems. The DRL agents acquire knowledge and make decisions through unsupervised interactions with their environment without requiring explicit…

机器学习 · 计算机科学 2025-01-14 Ruoyu Sun , Yue Xi , Angelos Stefanidis , Zhengyong Jiang , Jionglong Su