Empirical analysis of automated stock trading using deep reinforcement learning

M Kong, J So - Applied Sciences, 2023 - mdpi.com
empirically analyzed the performance of automated stock trading based on deep reinforcement
learning … We conducted empirical analysis in three ways to determine whether it is …

Empirical priors for reinforcement learning models

SJ Gershman - Journal of Mathematical Psychology, 2016 - Elsevier
… Computational models of reinforcement learning have played an important role in understanding
learning and decision making behavior, as well as the neural mechanisms underlying …

Empirical study of off-policy policy evaluation for reinforcement learning

C Voloshin, HM Le, N Jiang, Y Yue - arXiv preprint arXiv:1911.06854, 2019 - arxiv.org
reinforcement learning, which is a key problem in many safety critical applications. Given the
increasing interest in deploying learning… to a need for standardized empirical analyses. Our …

A sharp analysis of model-based reinforcement learning with self-play

Q Liu, T Yu, Y Bai, C Jin - … Conference on Machine Learning, 2021 - proceedings.mlr.press
… This paper is concerned with the problem of multi-agent reinforcement learning (multi-agent
RL), in which multiple agents learn to make decisions in an unknown environment in order …

A comparative analysis of expected and distributional reinforcement learning

C Lyle, MG Bellemare, PS Castro - Proceedings of the AAAI Conference on …, 2019 - aaai.org
… Since their introduction a year ago, distributional approaches to reinforcement learning (…
We then continue with an empirical analysis comparing distributional and expected RL …

What matters in on-policy reinforcement learning? a large-scale empirical study

M Andrychowicz, A Raichuk, P Stańczyk… - arXiv preprint arXiv …, 2020 - arxiv.org
… We consider the standard reinforcement learning formalism consisting of an agent
interacting with an environment. To simplify the exposition we assume in this section that the …

Explaining reinforcement learning to mere mortals: An empirical study

A Anderson, J Dodge, A Sadarangani… - arXiv preprint arXiv …, 2019 - arxiv.org
… And perhaps most critical, one type of empirical analysis (strictly quantitative or strictly
qualitative… an arsenal of empirical techniques, can we gain the rich insights needed to learn how to …

[PDF][PDF] Empirical analysis of off-policy policy evaluation for reinforcement learning

C Voloshin, HM Le, Y Yue - Real-world Sequential Decision …, 2019 - realworld-sdm.github.io
… In this paper, we present the first comprehensive empirical analysis of most of the recently
proposed OPE methods. Based on thousands of experiments and detailed empirical analyses, …

Deep reinforcement learning: An overview

Y Li - arXiv preprint arXiv:1701.07274, 2017 - arxiv.org
… We give an overview of recent exciting achievements of deep reinforcement learning (RL). …
We start with background of machine learning, deep learning and reinforcement learning. …

A distributional analysis of sampling-based reinforcement learning algorithms

P Amortila, D Precup, P Panangaden… - International …, 2020 - proceedings.mlr.press
… We present a distributional approach to theoretical analyses of reinforcement learning
algorithms for constant step-sizes. We demonstrate its effectiveness by presenting simple and …