A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Deep RL applied for Indian stock trading strategies.
In industrial environments, an increasing amount of wireless devices are used, which utilize license-free bands. As a consequence of these mutual interferences of wireless systems might decrease the state of coexistence. Therefore, a central coexistence management system is needed, which allocates conflict-free resourc…
Paper uses DDQN for trading assets, showing better performance than market benchmarks.
Enhanced DQN model boosts trading performance with advanced techniques.
We methodologically address the problem of Q-value overestimation in deep reinforcement learning to handle high-dimensional state spaces efficiently. By adapting concepts from information theory, we introduce an intrinsic penalty signal encouraging reduced Q-value estimates. The resultant algorithm encompasses a wide r…
AI algorithms outperform traditional trading methods in stock markets.
A new method prioritizes and recycles experiences for better reinforcement learning.
We study reinforcement learning (RL) in high dimensional episodic Markov decision processes (MDP). We consider value-based RL when the optimal Q-value is a linear function of d-dimensional state-action feature representation. For instance, in deep-Q networks (DQN), the Q-value is a linear function of the feature repres…
A simple DQN-based multi-agent RL system for binary actions.
Deep reinforcement learning (DRL) methods such as the Deep Q-Network (DQN) have achieved state-of-the-art results in a variety of challenging, high-dimensional domains. This success is mainly attributed to the power of deep neural networks to learn rich domain representations for approximating the value function or pol…
New hybrid model combines GARCH and reinforcement learning for improved VaR estimation.
Parameterised actions in reinforcement learning are composed of discrete actions with continuous action-parameters. This provides a framework for solving complex domains that require combining high-level actions with flexible control. The recent P-DQN algorithm extends deep Q-networks to learn over such action spaces. …
Study analyzes sensitivity of RL algorithm for ICU hemodynamic management.
We present a framework, which we call Molecule Deep -Networks (MolDQN), for molecule optimization by combining domain knowledge of chemistry and state-of-the-art reinforcement learning techniques (double -learning and randomized value functions). We directly define modifications on molecules, thereby ensuring 100…
Proposes an amortized variational framework for Deep Q Networks.
RL optimizes meta-order execution by adapting to market conditions.
UAVs learn to collect data from IoT sensors efficiently.
The paper examines various RL algorithms to address overestimation and noise issues.
DQN outperforms traditional stock market strategies by 30%.
We propose a framework that directly tackles the probability distribution of the value function parameters in Deep Q Network (DQN), with powerful variational inference subroutines to approximate the posterior of the parameters. We will establish the equivalence between our proposed surrogate objective and variational i…
This paper tackles task offloading in edge computing systems with dynamic interactions.
Deep Recurrent Q-Network improves autonomous driving in urban areas with pedestrians.
Replicates and improves Uniswap V3 model using DDQN and Mamba.
In classical Q-learning, the objective is to maximize the sum of discounted rewards through iteratively using the Bellman equation as an update, in an attempt to estimate the action value function of the optimal policy. Conventionally, the loss function is defined as the temporal difference between the action value and…
Auto-CASH uses Deep Q-Network to automatically select machine learning algorithms.
DQNs can approximate optimal Q-functions with high accuracy on compact sets.
Adaptive traffic control uses deep RL to improve decision-making.
Deep Reinforcement Learning (RL) recently emerged as one of the most competitive approaches for learning in sequential decision making problems with fully observable environments, e.g., computer Go. However, very little work has been done in deep RL to handle partially observable environments. We propose a new architec…
Paper uses deep Q-network to correct eye movement artifacts in OCT volumes.
This paper uses deep reinforcement learning to automate electric transmission voltage control.
Deep Reinforcement Learning (DRL) has been applied to address a variety of cooperative multi-agent problems with either discrete action spaces or continuous action spaces. However, to the best of our knowledge, no previous work has ever succeeded in applying DRL to multi-agent problems with discrete-continuous hybrid (…
Optimizes mobile notifications for multiple objectives using reinforcement learning.
This research introduces an autonomous robot navigation method using reinforcement learning.
Reinforcement learning (RL) algorithms have made huge progress in recent years by leveraging the power of deep neural networks (DNN). Despite the success, deep RL algorithms are known to be sample inefficient, often requiring many rounds of interaction with the environments to obtain satisfactory performance. Recently,…
The deep reinforcement learning method usually requires a large number of training images and executing actions to obtain sufficient results. When it is extended a real-task in the real environment with an actual robot, the method will be required more training images due to complexities or noises of the input images, …
Most existing deep reinforcement learning (DRL) frameworks consider either discrete action space or continuous action space solely. Motivated by applications in computer games, we consider the scenario with discrete-continuous hybrid action space. To handle hybrid action space, previous works either approximate the hyb…
A new method learns action representations for reinforcement learning.
Deep reinforcement learning improves trading performance in financial markets.
To improve the quality of computation experience for mobile devices, mobile-edge computing (MEC) is a promising paradigm by providing computing capabilities in close proximity within a sliced radio access network (RAN), which supports both traditional communication and MEC services. Nevertheless, the design of computat…
Uses news sentiment scores for direct reinforcement trading in financial markets.
Deep RL model optimizes pedestrian evacuation in multi-exit scenarios.
Recently deep reinforcement learning (DRL) has achieved outstanding success on solving many difficult and large-scale RL problems. However the high sample cost required for effective learning often makes DRL unaffordable in resource-limited applications. With the aim of improving sample efficiency and learning performa…
Researchers develop PAIN to improve self-driving safety through adversarial training.
For a safe, natural and effective human-robot social interaction, it is essential to develop a system that allows a robot to demonstrate the perceivable responsive behaviors to complex human behaviors. We introduce the Multimodal Deep Attention Recurrent Q-Network using which the robot exhibits human-like social intera…
In deep reinforcement learning (RL), adversarial attacks can trick an agent into unwanted states and disrupt training. We propose a system called Robust Student-DQN (RS-DQN), which permits online robustness training alongside Q networks, while preserving competitive performance. We show that RS-DQN can be combined with…
The deep Q-network (DQN) and return-based reinforcement learning are two promising algorithms proposed in recent years. DQN brings advances to complex sequential decision problems, while return-based algorithms have advantages in making use of sample trajectories. In this paper, we propose a general framework to combin…
Online random forests improve Q-learning performance in specific gym environments.
A new method for learning Gaussian Mixture Models using gradient descent.