Market making with signals through deep reinforcement learning

B Gašperov, Z Kostanjčar - IEEE access, 2021 - ieeexplore.ieee.org
… the inventory level is low, which is commonly the case with a risk-… Zhang, “Deep reinforcement
learning for resource … for humanlevel agents using deep reinforcement learning: a survey…

[HTML][HTML] Safe multi-agent deep reinforcement learning for joint bidding and maintenance scheduling of generation units

P Rokhforoz, M Montazeri, O Fink - Reliability Engineering & System Safety, 2023 - Elsevier
… However, neither bi-level optimization nor reinforcement learning … deep deterministic policy
gradient reinforcement learning algorithm, which is based on a combination of reinforcement

Malicious attacks against deep reinforcement learning interpretations

M Huai, J Sun, R Cai, L Yao, A Zhang - Proceedings of the 26th ACM …, 2020 - dl.acm.org
… However, the adoption of deep neural networks makes the … downstream interpretations
to extra adversarial risk. In spite of the … and the threat model, at high level, we formulate the …

Optimistic bull or pessimistic bear: Adaptive deep reinforcement learning for stock portfolio allocation

X Li, Y Li, Y Zhan, XY Liu - arXiv preprint arXiv:1907.01503, 2019 - arxiv.org
… We provide two base portfolio allocation methods for investors with different risk levels. The
first one is using meanvariance optimization to allocate the stocks, this method is suitable for …

[PDF][PDF] DEVELOPING A RISK MANAGEMENT APPROACH BASED ON REINFORCEMENT TRAINING IN THE FORMATION OF AN INVESTMENT PORTFOLIO.

V Martovytskyi, V Argunov, I Ruban… - … -European Journal of …, 2023 - researchgate.net
… using expected returns and risk levels, which are … Reinforcement training and deep
neural network training can help investors identify patterns of market behavior and develop risk

[HTML][HTML] Risk-Aware Deep Reinforcement Learning for Robot Crowd Navigation

X Sun, Q Zhang, Y Wei, M Liu - Electronics, 2023 - mdpi.com
… Given that robots allocate different levels of attention to the pedestrians in their vicinity, we
define the RH-Attention mechanism to capture the interactions between robots and humans. …

Challenges and countermeasures for adversarial attacks on deep reinforcement learning

I Ilahi, M Usama, J Qadir, MU Janjua… - IEEE Transactions …, 2021 - ieeexplore.ieee.org
Deep reinforcement learning (DRL) has numerous applications in the real world, thanks to
its ability to achieve high performance in a range of environments with little manual oversight. …

Multi-agent behavioral control system using deep reinforcement learning

ND Nguyen, T Nguyen, S Nahavandi - Neurocomputing, 2019 - Elsevier
… However, it is also critical to consider risk factors in designing an AI … In this study, we consider
a safety level in the sense of how … a certain level of safety in AI systems using deep RL. The …

[HTML][HTML] Deep reinforcement learning algorithms in intelligent infrastructure

W Serrano - Infrastructures, 2019 - mdpi.com
… BIM based tools to perform further risk analysis (although due to … deep reinforcement
learning [64]: a top level q value function learns a policy over intrinsic goals, while a lower level

Vulnerability assessment of deep reinforcement learning models for power system topology optimization

Y Zheng, Z Yan, K Chen, J Sun, Y Xu… - IEEE Transactions on …, 2021 - ieeexplore.ieee.org
… To evaluate and mitigate the security risks of DRL models in power systems, we propose a
vulnerability assessment method for such DRL models under noisy data and cyber-attack. In …