相关论文: Quantum-Enhanced Forecasting for Deep Reinforcemen…

Deep Learning algorithms, such as those used in Reinforcement Learning, often require large quantities of data to train effectively. In most cases, the availability of data is not a significant issue. However, for some contexts, such as in…

In reinforcement learning, an agent interacts sequentially with an environment to maximize a reward, receiving only partial, probabilistic feedback. This creates a fundamental exploration-exploitation trade-off: the agent must explore to…

The rapid advancement of quantum computing (QC) and machine learning (ML) has given rise to the burgeoning field of quantum machine learning (QML), aiming to capitalize on the strengths of quantum computing to propel ML forward. Despite its…

Deep reinforcement learning (RL) algorithms can learn complex policies to optimize agent operation over time. RL algorithms have shown promising results in solving complicated problems in recent years. However, their application on…

We employ deep reinforcement learning (RL) to train an agent to successfully translate a high-frequency trading signal into a trading strategy that places individual limit orders. Based on the ABIDES limit order book simulator, we build a…

We apply Reinforcement Learning algorithms to solve the classic quantitative finance Market Making problem, in which an agent provides liquidity to the market by placing buy and sell orders while maximizing a utility function. The optimal…

Algorithmic stock trading has become a staple in today's financial market, the majority of trades being now fully automated. Deep Reinforcement Learning (DRL) agents proved to be to a force to be reckon with in many complex games like Chess…

Quantum machine learning (QML) has been identified as one of the key fields that could reap advantages from near-term quantum devices, next to optimization and quantum chemistry. Research in this area has focused primarily on variational…

Despite the successes of recent works in quantum reinforcement learning, there are still severe limitations on its applications due to the challenge of encoding large observation spaces into quantum systems. To address this challenge, we…

Quantum Machine Learning (QML) is a young but rapidly growing field where quantum information meets machine learning. Here, we will introduce a new QML model generalizing the classical concept of Reinforcement Learning to the quantum…

We introduce a hybrid CPU/GPU version of the Asynchronous Advantage Actor-Critic (A3C) algorithm, currently the state-of-the-art method in reinforcement learning for various gaming tasks. We analyze its computational traits and concentrate…

Quantum machine learning holds promise for advancing time series forecasting. The Quantum Recurrent Neural Network (QRNN), inspired by classical RNNs, encodes temporal data into quantum states that are periodically input into a quantum…

Quantum reservoir computing (QRC) leverages the high-dimensional, nonlinear dynamics inherent in quantum many-body systems for extracting spatiotemporal patterns in sequential and time-series data with minimal training overhead. Although…

Quantum Machine Learning (QML) offers tremendous potential but is currently limited by the availability of qubits. We introduce an innovative approach that utilizes pre-trained neural networks to enhance Variational Quantum Circuits (VQC).…

Rapid growth of digital transactions has led to a surge in fraudulent activities, challenging traditional detection methods in the financial sector. To tackle this problem, we introduce a specialised federated learning framework that…

Quantum computing combined with machine learning (ML) is a highly promising research area, with numerous studies demonstrating that quantum machine learning (QML) is expected to solve scientific problems more effectively than classical ML.…

Quantum Machine Learning (QML) has emerged as a promising framework for exploring how quantum dynamics may enhance data processing tasks. Here we investigate Quantum Extreme Learning Machines (QELMs), a quantum analogue of classical Extreme…

This paper presents a novel risk-sensitive trading agent combining reinforcement learning and large language models (LLMs). We extend the Conditional Value-at-Risk Proximal Policy Optimization (CPPO) algorithm, by adding risk assessment and…

We study the dynamic portfolio selection of an investor who uses deep learning methods to forecast stock market excess returns. In a two-asset allocation problem, deep neural networks -- both feedforward and long short-term memory (LSTM)…

In this paper we proposed reinforcement learning algorithms with the generalized reward function. In our proposed method we use Q-learning and SARSA algorithms with generalised reward function to train the reinforcement learning agent. We…