arXiv · Semantic Scholar · PubMed · Indexed academic papers
This paper proposes a Deep Reinforcement Learning algorithm for financial portfolio trading based on Deep Q-learning. The algorithm is capable of trading high-dimensional portfolios from cross-sectional datasets of any size which may include data gaps and non-unique history lengths in the assets. We sequentially set up…
De novo genome assembly is a relevant but computationally complex task in genomics. Although de novo assemblers have been used successfully in several genomics projects, there is still no 'best assembler', and the choice and setup of assemblers still rely on bioinformatics experts. Thus, as with other computationally c…
Reinforcement learning (RL) is a subfield of machine learning that has been used in many fields, such as robotics, gaming, and autonomous systems. There has been growing interest in using RL for quantitative trading, where the goal is to make trades that generate profits in financial markets. This paper presents the us…
General reasoning represents a long-standing and formidable challenge in artificial intelligence (AI). Recent breakthroughs, exemplified by large language models (LLMs)1,2 and chain-of-thought (CoT) prompting3, have achieved considerable success on foundational reasoning tasks. However, this success is heavily continge…
This study enhances a Deep Q-Network (DQN) trading model by incorporating advanced techniques like Prioritized Experience Replay, Regularized Q-Learning, Noisy Networks, Dueling, and Double DQN. Extensive tests on assets like BTC/USD and AAPL demonstrate superior performance compared to the original model, with marked …
We propose a novel distributionally robust $Q$-learning algorithm for the non-tabular case accounting for continuous state spaces where the state transition of the underlying Markov decision process is subject to model uncertainty. The uncertainty is taken into account by considering the worst-case transition from a ba…
The rise of AI has brought remarkable advancements in education, with AI models demonstrating their ability to analyse and provide instructive solutions to complex problems. This study compared and analysed the responses of four Generative AI-powered chatbots (GenAIbots) - ChatGPT-3.5, ChatGPT-4, Bing Chat, and Bard - …
Straddle Option is a financial trading tool that explores volatility premiums in high-volatility markets without predicting price direction. Although deep reinforcement learning has emerged as a powerful approach to trading automation in financial markets, existing work mostly focused on predicting price trends and mak…
This research paper delves into the innovative integration of Shannon entropy and rough set theory, presenting a novel approach to generalize the evaluation approach in machine learning. The conventional application of entropy, primarily focused on information uncertainty, is extended through its combination with rough…
Occupational outcomes like entrepreneurship are generally considered personal information that individuals should have the autonomy to disclose. With the advancing capability of artificial intelligence (AI) to infer private details from widely available human-centric data (e.g., social media), it is crucial to investig…