相关论文: Dynamic Retail Pricing via Q-Learning -- A Reinfor…

Data processing and analytics are fundamental and pervasive. Algorithms play a vital role in data processing and analytics where many algorithm designs have incorporated heuristics and general rules from human knowledge and experience to…

The inherent volatility and dynamic fluctuations within the financial stock market underscore the necessity for investors to employ a comprehensive and reliable approach that integrates risk management strategies, market trends, and the…

Reinforcement Learning (RL)-based control system has received considerable attention in recent decades. However, in many real-world problems, such as Batch Process Control, the environment is uncertain, which requires expensive interaction…

Reinforcement learning (RL) promises a framework for near-universal problem-solving. In practice however, RL algorithms are often tailored to specific benchmarks, relying on carefully tuned hyperparameters and algorithmic choices. Recently,…

Quantitative trading (QT), which refers to the usage of mathematical models and data-driven techniques in analyzing the financial market, has been a popular topic in both academia and financial industry since 1970s. In the last decade,…

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…

Inspired by the developments in deep generative models, we propose a model-based RL approach, coined Reinforced Deep Markov Model (RDMM), designed to integrate desirable properties of a reinforcement learning algorithm acting as an…

Artificial intelligence (AI) has demonstrated remarkable success across various applications. In light of this trend, the field of automated trading has developed a keen interest in leveraging AI techniques to forecast the future prices of…

This paper demonstrates that continual relearning of control policies using incremental deep reinforcement learning (RL) can improve policy learning for non-stationary processes. We demonstrate this approach for a data-driven 'smart…

Nowadays, a significant share of the Business-to-Consumer sector is based on online platforms like Amazon and Alibaba and uses Artificial Intelligence for pricing strategies. This has sparked debate on whether pricing algorithms may tacitly…

We present a novel approach to automate and optimize anisotropic p-adaptation in high-order h/p solvers using Reinforcement Learning (RL). The dynamic RL adaptation uses the evolving solution to adjust the high-order polynomials. We develop…

Reinforcement Learning (RL), a subfield of Artificial Intelligence (AI), focuses on training agents to make decisions by interacting with their environment to maximize cumulative rewards. This paper provides an overview of RL, covering its…

In recent years, reinforcement learning (RL) has gained popularity and has been applied to a wide range of tasks. One such popular domain where RL has been effective is resource management problems in systems. We look to extend work on RL…

Reinforcement learning (RL) is a class of artificial intelligence algorithms being used to design adaptive optimal controllers through online learning. This paper presents a model-free, real-time, data-efficient Q-learning-based algorithm…

The ongoing energy transition drives the development of decentralised renewable energy sources, which are heterogeneous and weather-dependent, complicating their integration into energy systems. This study tackles this issue by introducing…

This paper proposes a novel reinforcement learning (RL) framework for credit underwriting that tackles ungeneralizable contextual challenges. We adapt RL principles for credit scoring, incorporating action space renewal and multi-choice…

We present a reinforcement learning (RL)-driven framework for optimizing block-preconditioner sizes in iterative solvers used in portfolio optimization and option pricing. The covariance matrix in portfolio optimization or the…

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.…

Model-Free Reinforcement Learning has achieved meaningful results in stable environments but, to this day, it remains problematic in regime changing environments like financial markets. In contrast, model-based RL is able to capture some…

Market makers play a key role in financial markets by providing liquidity. They usually fill order books with buy and sell limit orders in order to provide traders alternative price levels to operate. This paper focuses precisely on the…