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This scientific research paper presents an innovative approach based on deep reinforcement learning (DRL) to solve the algorithmic trading problem of determining the optimal trading position at any point in time during a trading activity in…

交易与市场微观结构 · 定量金融 2022-06-06 Thibaut Théate , Damien Ernst

This study enhances a Deep Q-Network (DQN) trading model by incorporating advanced techniques like Prioritized Experience Replay, Regularized Q-Learning, Noisy Networks, Dueling, and Double DQN. Extensive tests on assets like BTC/USD and…

计算金融 · 定量金融 2023-11-21 Gang Hu

Financial trading has been widely analyzed for decades with market participants and academics always looking for advanced methods to improve trading performance. Deep reinforcement learning (DRL), a recently reinvigorated method with…

交易与市场微观结构 · 定量金融 2021-06-17 Ali Hirsa , Joerg Osterrieder , Branka Hadji-Misheva , Jan-Alexander Posth

Machine Learning algorithms and Neural Networks are widely applied to many different areas such as stock market prediction, face recognition and population analysis. This paper will introduce a strategy based on the classic Deep…

投资组合管理 · 定量金融 2020-03-16 Ziming Gao , Yuan Gao , Yi Hu , Zhengyong Jiang , Jionglong Su

Multi-agent reinforcement learning (MARL) has become a significant research topic due to its ability to facilitate learning in complex environments. In multi-agent tasks, the state-action value, commonly referred to as the Q-value, can vary…

人工智能 · 计算机科学 2024-06-13 Zhenglong Luo , Zhiyong Chen , James Welsh

As travel demand increases and urban traffic condition becomes more complicated, applying multi-agent deep reinforcement learning (MARL) to traffic signal control becomes one of the hot topics. The rise of Reinforcement Learning (RL) has…

人工智能 · 计算机科学 2023-06-06 Shijie Wang , Shangbo Wang

Artificial Intelligence (AI) and Machine Learning (ML) are transforming the domain of Quantitative Trading (QT) through the deployment of advanced algorithms capable of sifting through extensive financial datasets to pinpoint lucrative…

交易与市场微观结构 · 定量金融 2023-12-27 Maochun Xu , Zixun Lan , Zheng Tao , Jiawei Du , Zongao Ye

The paper explores the use of Deep Reinforcement Learning (DRL) in stock market trading, focusing on two algorithms: Double Deep Q-Network (DDQN) and Proximal Policy Optimization (PPO) and compares them with Buy and Hold benchmark. It…

交易与市场微观结构 · 定量金融 2025-06-06 Jędrzej Maskiewicz , Paweł Sakowski

In this paper, we propose a principled deep reinforcement learning (RL) approach that is able to accelerate the convergence rate of general deep neural networks (DNNs). With our approach, a deep RL agent (synonym for optimizer in this work)…

机器学习 · 计算机科学 2017-07-14 Jie Fu

Reinforcement learning (RL) emerges as a promising data-driven approach for adaptive traffic signal control (ATSC) in complex urban traffic networks, with deep neural networks substantially augmenting its learning capabilities. However,…

人工智能 · 计算机科学 2025-02-25 Yuli Zhang , Shangbo Wang , Dongyao Jia , Pengfei Fan , Ruiyuan Jiang , Hankang Gu , Andy H. F. Chow

Reinforcement Learning (RL) is currently one of the most commonly used techniques for traffic signal control (TSC), which can adaptively adjusted traffic signal phase and duration according to real-time traffic data. However, a fully…

计算机科学与博弈论 · 计算机科学 2023-01-03 Yuli. Zhang , Shangbo. Wang , Ruiyuan. Jiang

Mapping deep neural networks (DNNs) to hardware is critical for optimizing latency, energy consumption, and resource utilization, making it a cornerstone of high-performance accelerator design. Due to the vast and complex mapping space,…

This paper presents a comprehensive study on stock price prediction, leveragingadvanced machine learning (ML) and deep learning (DL) techniques to improve financial forecasting accuracy. The research evaluates the performance of various…

统计金融 · 定量金融 2025-02-25 Daksh Dave , Gauransh Sawhney , Vikhyat Chauhan

Recent advances in quantum computing (QC) and machine learning (ML) have drawn significant attention to the development of quantum machine learning (QML). Reinforcement learning (RL) is one of the ML paradigms which can be used to solve…

量子物理 · 物理学 2022-10-27 Samuel Yen-Chi Chen

In stock trading, feature extraction and trading strategy design are the two important tasks to achieve long-term benefits using machine learning techniques. Several methods have been proposed to design trading strategy by acquiring trading…

交易与市场微观结构 · 定量金融 2021-07-01 Supriya Bajpai

Deep Q-learning is investigated as an end-to-end solution to estimate the optimal strategies for acting on time series input. Experiments are conducted on two idealized trading games. 1) Univariate: the only input is a wave-like price time…

机器学习 · 计算机科学 2018-03-13 Xiang Gao

Financial market prediction and optimal trading strategy development remain challenging due to market complexity and volatility. Our research in quantum finance and reinforcement learning for decision-making demonstrates the approach of…

Traditional Long Short-Term Memory (LSTM) networks are effective for handling sequential data but have limitations such as gradient vanishing and difficulty in capturing long-term dependencies, which can impact their performance in dynamic…

计算工程、金融与科学 · 计算机科学 2026-04-29 Faezeh Sarlakifar , Mohammadreza Mohammadzadeh Asl , Sajjad Rezvani Khaledi , Armin Salimi-Badr

Deep Q-Network (DQN) based multi-agent systems (MAS) for reinforcement learning (RL) use various schemes where in the agents have to learn and communicate. The learning is however specific to each agent and communication may be…

机器学习 · 计算机科学 2020-08-11 Abdul Mueed Hafiz , Ghulam Mohiuddin Bhat

Deep Reinforcement Learning (RL) is unquestionably a robust framework to train autonomous agents in a wide variety of disciplines. However, traditional deep and shallow model-free RL algorithms suffer from low sample efficiency and…

机器学习 · 计算机科学 2022-10-05 Per-Arne Andersen , Ole-Christoffer Granmo , Morten Goodwin
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