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Deep reinforcement learning (DRL) is a well-suited approach to financial decision-making, where an agent makes decisions based on its trading strategy developed from market observations. Existing DRL intraday trading strategies mainly use…

交易与市场微观结构 · 定量金融 2024-06-13 Sven Goluža , Tomislav Kovačević , Tessa Bauman , Zvonko Kostanjčar

Order picking is a pivotal operation in warehouses that directly impacts overall efficiency and profitability. This study addresses the dynamic order picking problem, a significant concern in modern warehouse management, where real-time…

最优化与控制 · 数学 2025-04-08 Sasan Mahmoudinazlou , Abhay Sobhanan , Hadi Charkhgard , Ali Eshragh , George Dunn

Deep reinforcement learning (DRL) breaks through the bottlenecks of traditional reinforcement learning (RL) with the help of the perception capability of deep learning and has been widely applied in real-world problems.While model-free RL,…

机器学习 · 计算机科学 2022-11-28 Tingting Zhao , Ying Wang , Wei Sun , Yarui Chen , Gang Niub , Masashi Sugiyama

Deep learning techniques have been widely applied, achieving state-of-the-art results in various fields of study. This survey focuses on deep learning solutions that target learning control policies for robotics applications. We carry out…

机器人学 · 计算机科学 2018-04-10 Lei Tai , Jingwei Zhang , Ming Liu , Joschka Boedecker , Wolfram Burgard

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

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

Deep reinforcement learning (DRL) has emerged as a powerful framework for solving sequential decision-making problems, achieving remarkable success in a wide range of applications, including game AI, autonomous driving, biomedicine, and…

机器学习 · 计算机科学 2025-05-14 Yinghan Sun , Hongxi Wang , Hua Chen , Wei Zhang

We present a Reinforcement Learning (RL) based framework for optimizing long-term discounted reward problems with large combinatorial action space and state dependent constraints. These characteristics are common to many operations…

机器学习 · 计算机科学 2025-01-09 Pavithra Harsha , Ashish Jagmohan , Jayant Kalagnanam , Brian Quanz , Divya Singhvi

Deep Reinforcement Learning (Deep RL) has been receiving increasingly more attention thanks to its encouraging performance on a variety of control tasks. Yet, conventional regularization techniques in training neural networks (e.g., $L_2$…

机器学习 · 计算机科学 2021-11-30 Zhuang Liu , Xuanlin Li , Bingyi Kang , Trevor Darrell

Recent deep reinforcement learning (DRL) methods in finance show promising outcomes. However, there is limited research examining the behavior of these DRL algorithms. This paper aims to investigate their tendencies towards holding or…

交易与市场微观结构 · 定量金融 2024-07-16 Alireza Mohammadshafie , Akram Mirzaeinia , Haseebullah Jumakhan , Amir Mirzaeinia

Machine scheduling aims to optimize job assignments to machines while adhering to manufacturing rules and job specifications. This optimization leads to reduced operational costs, improved customer demand fulfillment, and enhanced…

As deep reinforcement learning (DRL) has been recognized as an effective approach in quantitative finance, getting hands-on experiences is attractive to beginners. However, to train a practical DRL trading agent that decides where to trade,…

交易与市场微观结构 · 定量金融 2022-03-03 Xiao-Yang Liu , Hongyang Yang , Qian Chen , Runjia Zhang , Liuqing Yang , Bowen Xiao , Christina Dan Wang

Resource allocation plays a critical role in minimizing cycle time and improving the efficiency of business processes. Recently, Deep Reinforcement Learning (DRL) has emerged as a powerful technique to optimize resource allocation policies…

机器学习 · 计算机科学 2025-09-03 Jeroen Middelhuis , Zaharah Bukhsh , Ivo Adan , Remco Dijkman

This paper presents a deep reinforcement learning (DRL) framework for dynamic portfolio optimization under market uncertainty and risk. The proposed model integrates a Sharpe ratio-based reward function with direct risk control mechanisms,…

投资组合管理 · 定量金融 2025-11-17 Emmanuel Lwele , Sabuni Emmanuel , Sitali Gabriel Sitali

Deep Reinforcement Learning (DRL) has emerged as an efficient approach to resource allocation due to its strong capability in handling complex decision-making tasks. However, only limited research has explored the training of DRL models…

机器学习 · 计算机科学 2025-09-23 Aohan Li , Miyu Tsuzuki

Deep Reinforcement Learning (DRL) is emerging as a promising approach to generate adaptive behaviors for robotic platforms. However, a major drawback of using DRL is the data-hungry training regime that requires millions of trial and error…

Over the past decades, researchers have been pushing the limits of Deep Reinforcement Learning (DRL). Although DRL has attracted substantial interest from practitioners, many are blocked by having to search through a plethora of available…

数理金融 · 定量金融 2023-10-05 Sophia Gu

In scheduling problems common in the industry and various real-world scenarios, responding in real-time to disruptive events is essential. Recent methods propose the use of deep reinforcement learning (DRL) to learn policies capable of…

人工智能 · 计算机科学 2024-01-31 Imanol Echeverria , Maialen Murua , Roberto Santana

Dynamic hedging is the practice of periodically transacting financial instruments to offset the risk caused by an investment or a liability. Dynamic hedging optimization can be framed as a sequential decision problem; thus, Reinforcement…

计算金融 · 定量金融 2024-02-26 Andrei Neagu , Frédéric Godin , Clarence Simard , Leila Kosseim

In e-commerce markets, on time delivery is of great importance to customer satisfaction. In this paper, we present a Deep Reinforcement Learning (DRL) approach for deciding how and when orders should be batched and picked in a warehouse to…

机器学习 · 计算机科学 2021-10-13 Bram Cals , Yingqian Zhang , Remco Dijkman , Claudy van Dorst