A survey on model-based reinforcement learning

FM Luo, T Xu, H Lai, XH Chen, W Zhang… - Science China Information …, 2024 - Springer
Reinforcement learning (RL) interacts with the environment to solve sequential decision-
making problems via a trial-and-error approach. Errors are always undesirable in real-world …

Large models for time series and spatio-temporal data: A survey and outlook

M Jin, Q Wen, Y Liang, C Zhang, S Xue, X Wang… - arXiv preprint arXiv …, 2023 - arxiv.org
Temporal data, notably time series and spatio-temporal data, are prevalent in real-world
applications. They capture dynamic system measurements and are produced in vast …

FinRL-Meta: Market environments and benchmarks for data-driven financial reinforcement learning

XY Liu, Z Xia, J Rui, J Gao, H Yang… - Advances in …, 2022 - proceedings.neurips.cc
Finance is a particularly challenging playground for deep reinforcement learning. However,
establishing high-quality market environments and benchmarks for financial reinforcement …

NeoRL: A near real-world benchmark for offline reinforcement learning

RJ Qin, X Zhang, S Gao, XH Chen… - Advances in …, 2022 - proceedings.neurips.cc
Offline reinforcement learning (RL) aims at learning effective policies from historical data
without extra environment interactions. During our experience of applying offline RL, we …

A multi-agent reinforcement learning framework for optimizing financial trading strategies based on timesnet

Y Huang, C Zhou, K Cui, X Lu - Expert Systems with Applications, 2024 - Elsevier
An increasing number of studies have shown the effectiveness of using deep reinforcement
learning to learn profitable trading strategies from financial market data. However, a single …

Stock market prediction via deep learning techniques: A survey

J Zou, Q Zhao, Y Jiao, H Cao, Y Liu, Q Yan… - arXiv preprint arXiv …, 2022 - arxiv.org
Existing surveys on stock market prediction often focus on traditional machine learning
methods instead of deep learning methods. This motivates us to provide a structured and …

A novel deep reinforcement learning framework with BiLSTM-Attention networks for algorithmic trading

Y Huang, X Wan, L Zhang, X Lu - Expert Systems with Applications, 2024 - Elsevier
The financial market, as a complex nonlinear dynamic system frequently influenced by
various factors, such as international investment capital, is very challenging to build trading …

Provably efficient black-box action poisoning attacks against reinforcement learning

G Liu, L Lai - Advances in Neural Information Processing …, 2021 - proceedings.neurips.cc
Due to the broad range of applications of reinforcement learning (RL), understanding the
effects of adversarial attacks against RL model is essential for the safe applications of this …

Showing your offline reinforcement learning work: Online evaluation budget matters

V Kurenkov, S Kolesnikov - International Conference on …, 2022 - proceedings.mlr.press
In this work, we argue for the importance of an online evaluation budget for a reliable
comparison of deep offline RL algorithms. First, we delineate that the online evaluation …

GraphSAGE with deep reinforcement learning for financial portfolio optimization

Q Sun, X Wei, X Yang - Expert Systems with Applications, 2024 - Elsevier
Portfolio optimization is an active management strategy that aims to maximize returns and
control risk within reasonable limits. The Proximal Policy Optimization (PPO), a robust on …