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arXiv research

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.

168,695 papers · 148 categories

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3897781,1661,555 · Jun 202019922001200920172026
48 results for hybrid reinforcement learning

Hybrid controller combines model-based and policy-based reinforcement learning.

problem Combining model-based and policy-based reinforcement learning for stability and robustness.
method Designs a hybrid controller that interpolates a model-based linear controller and a differentiable policy.
result Proven to maintain stability and universal approximation properties.

Existing imitation learning approaches often require that the complete demonstration data, including sequences of actions and states, are available. In this paper, we consider a more realistic and difficult scenario where a reinforcement learning agent only has access to the state sequences of an expert, while the expe…

2019-03-11abs ↗pdf ↗

Physics-informed GCRL tackles sparse feedback learning with hybrid dynamics.

problem Sparse feedback learning with high-dimensional, hybrid, or contact-dependent dynamics.
method Introduces physics-informed inductive biases into goal-conditioned value learning.
result Contact-rich manipulation tasks degrade existing Pi-GCRL methods.

Hybrid framework optimizes reinsurance using generative models and reinforcement learning.

problem Traditional reinsurance optimization relies on restrictive assumptions and static designs.
method Combines VAEs for joint distribution learning and PPO for dynamic treaty parameter adaptation.
result Hybrid method produces more resilient outcomes with higher surpluses and lower tail risk.

Paper proposes a hybrid RL algorithm that combines offline and online data without needing reward info.

problem How to efficiently use online data to improve RL policies using only offline data.
method A three-stage hybrid RL algorithm that uses reward-agnostic exploration and model-based offline RL.
result The hybrid RL algorithm outperforms both pure offline and pure online RL in sample complexity.

Hybrid quantum-classical RL model solves standard benchmark tasks and proves quantum advantage.

problem Challenges in reinforcement learning, especially in solving standard benchmarking tasks.
method Parametrized quantum circuits in a hybrid quantum-classical RL model.
result Demonstrates quantum advantage in solving standard benchmarking tasks and intractable classical problems.

Hybrid approach combines Markowitz's theory with reinforcement learning for optimal portfolio management.

problem Optimizing investment portfolios while balancing returns and risks.
method Knowledge distillation for training reinforcement learning agents.
result Achieves highest yield and Sharpe ratio of 2.03, ensuring top profitability with low risk.

This work proposes robust reinforcement learning methods using both offline and online data.

problem Designing robust policies against parameter uncertainties in high-dimensional systems.
method Proposes RPQ for model-free learning with historical data and HyTQ for hybrid learning with both historical and online data.
result Unified analysis and theoretical guarantees for robust optimal policies in high-dimensional systems.

Hybrid Policy Optimization tackles reinforcement learning in hybrid spaces, improving performance over PPO.

problem Credit assignment issues and biased gradients in hybrid discrete-continuous action spaces.
method Mixed gradient estimator combining pathwise and score-function gradients, reformulating problems in hybrid form.
result HPO substantially outperforms PPO on inventory control and switched systems, with performance gaps increasing with continuous action dimension.

Quantum variational circuits improve reinforcement learning efficiency.

problem Improving reinforcement learning algorithms using quantum computing.
method Investigation of quantum variational circuits for DQN and Double DQN, encoding classical data for quantum circuits.
result Quantum variational circuits can solve reinforcement learning tasks with a smaller parameter space.

HySRL improves RL sample efficiency with shifted-dynamics data.

problem Leveraging historical data with shifted dynamics to improve sample efficiency in RL.
method HySRL, a hybrid transfer RL algorithm that uses prior information on dynamics shift to achieve better sample complexity.
result HySRL achieves problem-dependent sample complexity and outperforms pure online RL.

Study proposes adaptive RL for dynamic portfolio optimization.

problem Traditional portfolio optimization models fail to adapt to regime shifts.
method Regime-aware reinforcement learning framework with hybrid observations and constrained reward functions.
result Transformer PPO achieves highest risk-adjusted returns, while LSTM variants offer a good balance.

Paper presents a hybrid framework combining sentiment analysis and market indicators for financial portfolio optimization.

problem Improving financial portfolio optimization through better integration of sentiment and market data.
method A three-tier hierarchical RL framework integrating LLMs, DRL, and market data.
result Achieved a 26% annualized return and Sharpe ratio of 1.2, outperforming benchmarks.

Hybrid LSTM-PPO optimizes dynamic portfolios with better performance.

problem Dynamic portfolio optimization under non-stationary market conditions.
method Combines LSTM for forecasting and PPO for adaptive portfolio adjustments.
result Hybrid framework outperforms single-model and equal-weight approaches in various metrics.

New hybrid model combines GARCH and reinforcement learning for improved VaR estimation.

problem Inaccurate VaR estimation in volatile financial markets.
method Combines GARCH volatility models with DDQN reinforcement learning for dynamic risk forecasting.
result Significant improvement in VaR accuracy and reduction in breaches.

Extends reinforcement learning alignment to scalar rewards, improving math reasoning.

problem Designing reinforcement learning algorithms for general LLM alignment.
method Introduces f-GRPO and f-HAL, estimating f-divergences between reward-aligned and unaligned distributions.
result Improves math reasoning RLVR tasks and mitigates reward hacking.

Hybrid RL method optimizes trading by balancing continuous and discrete actions.

problem Optimal execution in algorithmic trading with continuous-discrete action space.
method Combines continuous and discrete RL agents for better trading decisions.
result Significantly outperforms existing methods in trading efficiency and stability.

New algorithm fills gaps in offline data for hybrid RL, achieving similar gains without coverage assumptions.

problem Lack of provable benefits in hybrid RL with coverage assumptions.
method Warm-starting optimistic online algorithms with offline data in experience replay buffer.
result Hybrid RL gains similar to offline-only RL without coverage assumptions, demonstrating efficient exploration.

Unified hybrid RL algorithm improves online RL performance with offline data.

problem Improving reinforcement learning performance with limited online data.
method A unified hybrid RL algorithm combining offline and online data.
result Unified algorithm achieves state-of-the-art results in sub-optimality gap and online learning regret.

Paper analyzes AIRL in high-dimensional spaces using random matrix theory.

problem AIRL's performance challenges in high-dimensional environments.
method Examined the rank of the matrix derived from transition matrix, applied random matrix theory.
result High-dimensional scenarios reveal transfer limitations not inherent to AIRL framework.

Adaptive RL optimizes testing resource allocation for dynamic software environments.

problem Optimizing resource allocation for evolving software testing environments.
method Integrates Q-learning with hybrid reward design for sequential decision-making.
result Consistently outperforms static and optimization-based baselines in simulation studies.

New algorithm uses density ratios for efficient online reinforcement learning.

problem Challenges in collecting exploratory data for online reinforcement learning.
method Density ratio modeling for online exploration, combining truncation and optimism.
result Sample-efficient online exploration achieved with GLOW and HyGLOW.

RP1 uses active learning to improve world model in fewest samples.

problem Improving sample efficiency in MBRL for continuous control tasks.
method RP1 views MBRL as active learning, using a hybrid objective function and principled termination.
result Statistically significant gains over existing approaches on continuous control tasks.

Paper uses RL to optimize derivative hedging with reduced costs.

problem Optimizing hedging strategies for derivatives with transaction costs.
method Reinforcement learning with two Q-functions, continuous state/action space, hybrid valuation model.
result Optimal hedging reduces mean and variance of hedging costs.

Off-policy reinforcement learning has many applications including: learning from demonstration, learning multiple goal seeking policies in parallel, and representing predictive knowledge. Recently there has been an proliferation of new policy-evaluation algorithms that fill a longstanding algorithmic void in reinforcem…

2016-02-28abs ↗pdf ↗

Hybrid model uses GNNs and pathfinding to optimize portfolio rebalancing costs.

problem Optimizing transaction costs in dynamic portfolio rebalancing.
method Combines GNNs for cost prediction and Dijkstra's algorithm for pathfinding.
result Significantly reduces transaction costs in financial asset graphs.

Neural Architecture Search has shown potential to automate the design of neural networks. Deep Reinforcement Learning based agents can learn complex architectural patterns, as well as explore a vast and compositional search space. On the other hand, evolutionary algorithms offer higher sample efficiency, which is criti…

2018-11-24abs ↗pdf ↗

A novel framework combines LLMs and RL for financial portfolio optimization.

problem Optimizing financial portfolios using sentiment analysis and market indicators.
method Hierarchical RL structure with base, meta, and super-agents.
result Achieved a 26% annualized return and Sharpe ratio of 1.2.

Paper uses DRL to optimize portfolios, balancing risk and return.

problem Optimizing portfolios under market uncertainty and risk constraints.
method Integrates Sharpe ratio-based reward with risk control mechanisms, uses PPO for adaptive asset allocation.
result DRL agent stabilizes volatility but sacrifices risk-adjusted returns.

Hybridizes CEM and gradient descent for efficient model-predictive control.

problem Efficiently planning optimal action sequences in high-dimensional spaces.
method Interleaves Cross-Entropy Method (CEM) and gradient descent steps.
result Faster convergence and avoidance of local optima compared to CEM.

Quantum model outperforms classical in training but underperforms in real-world metrics.

problem Mismatch between proxy reward signals and true investment objectives in financial domains.
method Hybrid quantum-classical reinforcement learning framework with automated feature engineering.
result Quantum models achieve higher training rewards but underperform in real-world metrics.

Hybrid framework injects TSLM insights into GRLM for robust time-series reasoning.

problem Lack of domain-specific knowledge in large language models for time-series reasoning.
method Hybrid knowledge-injection framework combining RLVR for efficient knowledge transfer.
result Consistently outperforms existing models by 7.9%-26.1% on multivariate time-series benchmarks.