Dynamic datasets and market environments for financial reinforcement learning

XY Liu, Z Xia, H Yang, J Gao, D Zha, M Zhu, CD Wang… - Machine Learning, 2024 - Springer
The financial market is a particularly challenging playground for deep reinforcement
learning due to its unique feature of dynamic datasets. Building high-quality market …

TradeMaster: a holistic quantitative trading platform empowered by reinforcement learning

S Sun, M Qin, W Zhang, H Xia, C Zong… - Advances in …, 2024 - proceedings.neurips.cc
The financial markets, which involve over\$90 trillion market capitals, attract the attention of
innumerable profit-seeking investors globally. Recent explosion of reinforcement learning in …

Automation of membrane capacitive deionization process using reinforcement learning

N Yoon, S Park, M Son, KH Cho - Water Research, 2022 - Elsevier
Capacitive deionization (CDI) is an alternative desalination technology that uses
electrochemical ion separation. Although several attempts have been made to maximize the …

[HTML][HTML] Resilient multi-agent RL: introducing DQ-RTS for distributed environments with data loss

L Canese, GC Cardarilli, L Di Nunzio, R Fazzolari… - Scientific Reports, 2024 - nature.com
This paper proposes DQ-RTS, a novel decentralized Multi-Agent Reinforcement Learning
algorithm designed to address challenges posed by non-ideal communication and a varying …

Interpretable reward redistribution in reinforcement learning: a causal approach

Y Zhang, Y Du, B Huang, Z Wang… - Advances in …, 2024 - proceedings.neurips.cc
A major challenge in reinforcement learning is to determine which state-action pairs are
responsible for future rewards that are delayed. Reward redistribution serves as a solution to …

Algorithmic trading using continuous action space deep reinforcement learning

N Majidi, M Shamsi, F Marvasti - Expert Systems with Applications, 2024 - Elsevier
Finding a more efficient trading strategy has always been one of the main concerns in
financial market trading. In order to create trading strategies that lead to higher profits …

On reinforcement learning with adversarial corruption and its application to block mdp

T Wu, Y Yang, S Du, L Wang - International Conference on …, 2021 - proceedings.mlr.press
We study reinforcement learning (RL) in episodic tabular MDPs with adversarial corruptions,
where some episodes can be adversarially corrupted. When the total number of corrupted …

Finrl-podracer: high performance and scalable deep reinforcement learning for quantitative finance

Z Li, XY Liu, J Zheng, Z Wang, A Walid… - Proceedings of the second …, 2021 - dl.acm.org
Machine learning techniques are playing more and more important roles in finance market
investment. However, finance quantitative modeling with conventional supervised learning …

FinMem: A performance-enhanced LLM trading agent with layered memory and character design

Y Yu, H Li, Z Chen, Y Jiang, Y Li, D Zhang… - Proceedings of the …, 2024 - ojs.aaai.org
Abstract Recent advancements in Large Language Models (LLMs) have exhibited notable
efficacy in question-answering (QA) tasks across diverse domains. Their prowess in …

[HTML][HTML] Empirical analysis of automated stock trading using deep reinforcement learning

M Kong, J So - Applied Sciences, 2023 - mdpi.com
There are several automated stock trading programs using reinforcement learning, one of
which is an ensemble strategy. The main idea of the ensemble strategy is to train DRL …