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arxiv.org πŸ“… 2022 πŸ“° arXiv πŸ“„ PDF
Applications of Reinforcement Learning in Finance -- Trading with a Double Deep Q-Network
πŸ‘€ Frensi Zejnullahu; Maurice Moser; Joerg Osterrieder

This paper presents a Double Deep Q-Network algorithm for trading single assets, namely the E-mini S&P 500 continuous futures contract. We use a proven setup as the foundation for our environment with multiple extensions. The features of our trading agent are constantly being expanded to include additional assets such …

cs.LG q-fin.TR
arxiv.org πŸ“… 2019 πŸ“° arXiv πŸ“„ PDF
A Benchmark Study of Machine Learning Models for Online Fake News Detection
πŸ‘€ Junaed Younus Khan; Md. Tawkat Islam Khondaker; Sadia Afroz; Gias Uddin; Anindya Iqbal

The proliferation of fake news and its propagation on social media has become a major concern due to its ability to create devastating impacts. Different machine learning approaches have been suggested to detect fake news. However, most of those focused on a specific type of news (such as political) which leads us to t…

cs.CL cs.IR cs.LG stat.ML
DOI: 10.1016/j.mlwa.2021.100032
arxiv.org πŸ“… 2023 πŸ“° arXiv πŸ“„ PDF
Multi-intention Inverse Q-learning for Interpretable Behavior Representation
πŸ‘€ Hao Zhu; Brice De La Crompe; Gabriel Kalweit; Artur Schneider; Maria Kalweit; Ilka Diester; Joschka Boedecker

In advancing the understanding of natural decision-making processes, inverse reinforcement learning (IRL) methods have proven instrumental in reconstructing animal's intentions underlying complex behaviors. Given the recent development of a continuous-time multi-intention IRL framework, there has been persistent inquir…

cs.LG q-bio.NC
arxiv.org πŸ“… 2021 πŸ“° arXiv πŸ“„ PDF
Deep Hedging, Generative Adversarial Networks, and Beyond
πŸ‘€ Hyunsu Kim

This paper introduces a potential application of deep learning and artificial intelligence in finance, particularly its application in hedging. The major goal encompasses two objectives. First, we present a framework of a direct policy search reinforcement agent replicating a simple vanilla European call option and use…

q-fin.CP cs.LG q-fin.RM
arxiv.org πŸ“… 2018 πŸ“° arXiv πŸ“„ PDF
Learning Representations from Dendrograms
πŸ‘€ Morteza Haghir Chehreghani; Mostafa Haghir Chehreghani

We propose unsupervised representation learning and feature extraction from dendrograms. The commonly used Minimax distance measures correspond to building a dendrogram with single linkage criterion, with defining specific forms of a level function and a distance function over that. Therefore, we extend this method to …

cs.LG stat.ML
DOI: 10.1007/s10994-020-05895-3
arxiv.org πŸ“… 2024 πŸ“° arXiv πŸ“„ PDF
Deviations from the Nash equilibrium in a two-player optimal execution game with reinforcement learning
πŸ‘€ Fabrizio Lillo; Andrea MacrΓ¬

The use of reinforcement learning algorithms in financial trading is becoming increasingly prevalent. However, the autonomous nature of these algorithms can lead to unexpected outcomes that deviate from traditional game-theoretical predictions and may even destabilize markets. In this study, we examine a scenario in wh…

q-fin.TR econ.GN q-fin.CP stat.ML
arxiv.org πŸ“… 2023 πŸ“° arXiv πŸ“„ PDF
Drug Discovery under Covariate Shift with Domain-Informed Prior Distributions over Functions
πŸ‘€ Leo Klarner; Tim G. J. Rudner; Michael Reutlinger; Torsten Schindler; Garrett M. Morris; Charlotte Deane; Yee Whye Teh

Accelerating the discovery of novel and more effective therapeutics is an important pharmaceutical problem in which deep learning is playing an increasingly significant role. However, real-world drug discovery tasks are often characterized by a scarcity of labeled data and significant covariate shift$\unicode{x2013}\un…

q-bio.BM cs.LG stat.ML
arxiv.org πŸ“… 2023 πŸ“° arXiv πŸ“„ PDF
Q-Drug: a Framework to bring Drug Design into Quantum Space using Deep Learning
πŸ‘€ Zhaoping Xiong; Xiaopeng Cui; Xinyuan Lin; Feixiao Ren; Bowen Liu; Yunting Li; Manhong Yung; Nan Qiao

Optimizing the properties of molecules (materials or drugs) for stronger toughness, lower toxicity, or better bioavailability has been a long-standing challenge. In this context, we propose a molecular optimization framework called Q-Drug (Quantum-inspired optimization algorithm for Drugs) that leverages quantum-inspir…

quant-ph q-bio.MN q-bio.QM
arxiv.org πŸ“… 2025 πŸ“° arXiv πŸ“„ PDF
Can Artificial Intelligence Trade the Stock Market?
πŸ‘€ JΔ™drzej Maskiewicz; PaweΕ‚ Sakowski

The paper explores the use of Deep Reinforcement Learning (DRL) in stock market trading, focusing on two algorithms: Double Deep Q-Network (DDQN) and Proximal Policy Optimization (PPO) and compares them with Buy and Hold benchmark. It evaluates these algorithms across three currency pairs, the S&P 500 index and Bitcoin…

q-fin.TR cs.LG q-fin.CP
arxiv.org πŸ“… 2025 πŸ“° arXiv πŸ“„ PDF
Diagnosis of Pulmonary Hypertension by Integrating Multimodal Data with a Hybrid Graph Convolutional and Transformer Network
πŸ‘€ Fubao Zhu; Yang Zhang; Gengmin Liang; Jiaofen Nan; Yanting Li; Chuang Han; Danyang Sun; Zhiguo Wang; Chen Zhao; Wenxuan Zhou; Jian He; Yi Xu; Iokfai Cheang; Xu Zhu; Yanli Zhou; Weihua Zhou

Early and accurate diagnosis of pulmonary hypertension (PH) is essential for optimal patient management. Differentiating between pre-capillary and post-capillary PH is critical for guiding treatment decisions. This study develops and validates a deep learning-based diagnostic model for PH, designed to classify patients…

eess.IV cs.AI cs.CV physics.med-ph
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