Financial machine learning

B Kelly, D **u - Foundations and Trends® in Finance, 2023 - nowpublishers.com
We survey the nascent literature on machine learning in the study of financial markets. We
highlight the best examples of what this line of research has to offer and recommend …

Security and privacy issues in deep reinforcement learning: Threats and countermeasures

K Mo, P Ye, X Ren, S Wang, W Li, J Li - ACM Computing Surveys, 2024 - dl.acm.org
Deep Reinforcement Learning (DRL) is an essential subfield of Artificial Intelligence (AI),
where agents interact with environments to learn policies for solving complex tasks. In recent …

Recent developments in machine learning methods for stochastic control and games

R Hu, M Lauriere - arxiv preprint arxiv:2303.10257, 2023 - arxiv.org
Stochastic optimal control and games have a wide range of applications, from finance and
economics to social sciences, robotics, and energy management. Many real-world …

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

XY Liu, Z **a, 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 …

Reinforcement learning for quantitative trading

S Sun, R Wang, B An - ACM Transactions on Intelligent Systems and …, 2023 - dl.acm.org
Quantitative trading (QT), which refers to the usage of mathematical models and data-driven
techniques in analyzing the financial market, has been a popular topic in both academia and …

Deep reinforcement learning-based active flow control of vortex-induced vibration of a square cylinder

W Chen, Q Wang, L Yan, G Hu, BR Noack - Physics of Fluids, 2023 - pubs.aip.org
We mitigate vortex-induced vibrations of a square cylinder at a Reynolds number of 100
using deep reinforcement learning (DRL)-based active flow control (AFC). The proposed …

CVaR-constrained policy optimization for safe reinforcement learning

Q Zhang, S Leng, X Ma, Q Liu, X Wang… - … on Neural Networks …, 2024 - ieeexplore.ieee.org
Current constrained reinforcement learning (RL) methods guarantee constraint satisfaction
only in expectation, which is inadequate for safety-critical decision problems. Since a …

Dynamic datasets and market environments for financial reinforcement learning

XY Liu, Z **a, 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 …

[HTML][HTML] Machine learning for bridge wind engineering

Z Zhang, S Li, H Feng, X Zhou, N Xu, H Li… - Advances in Wind …, 2024 - Elsevier
Modeling and control are primary domains in bridge wind engineering. The natural wind
field characteristics (eg, non-stationary, non-uniform, spatial-temporal changing …

MetaTrader: An reinforcement learning approach integrating diverse policies for portfolio optimization

H Niu, S Li, J Li - Proceedings of the 31st ACM international conference …, 2022 - dl.acm.org
Portfolio management is a fundamental problem in finance. It involves periodic reallocations
of assets to maximize the expected returns within an appropriate level of risk exposure …