arXiv:2608. 04305v1 Announce Type: new Abstract: Risk-aware Q-learning (RaQL) provides a model-free, two-timescale estimator for dynamic risk objectives, but its finite-budget behavior remains fragile: fixed inner-loop hyperparameters can produce unstable value estimates, persistent Bellman residuals, and inefficient sample reuse.
arXiv:2606. 04574v1 Announce Type: new Abstract: This study aims to determine whether the application of Deep Reinforcement Learning (DRL) as a specialized execution overlay can enhance pair trading in highly volatile cryptocurrency markets.
arXiv:2607. 16028v1 Announce Type: new Abstract: This paper presents our system for Task 3 of the CLEF 2026 FinMMEval Lab, which requires daily long, flat, or short trading decisions for Bitcoin (BTC) and Tesla (TSLA) using news and historical market data.
arXiv:2608. 10375v1 Announce Type: cross Abstract: Volatility control converts risk estimates into portfolio exposure, yet existing approaches often rely on a fixed volatility estimator or a pre-defined control rule that may not adapt to changing market conditions.
arXiv:2606. 00143v1 Announce Type: cross Abstract: Financial markets are inherently non-stationary, exhibiting frequent regime shifts and structural changes that render traditional Portfolio Management (PM) approaches ineffective.
arXiv:2606. 10448v1 Announce Type: cross Abstract: The financial market is a typical low signal-to-noise ratio (SNR) setting, which often destabilizes off-policy maximum-entropy methods like Soft Actor-Critic (SAC).
arXiv:2606. 25068v1 Announce Type: new Abstract: Online time-series forecasters receive labels only after horizon-dependent delays, while every adaptation step spends limited compute.
arXiv:2606. 09104v1 Announce Type: cross Abstract: Deep reinforcement learning (DRL) frameworks for portfolio optimization have shown promise for their ability to learn allocation rules dynamically from market data.
arXiv:2607. 12455v1 Announce Type: new Abstract: Quantitative strategy optimization remains largely manual, requiring domain experts to identify weak signals, tune risk-control rules, and repeatedly validate iterative revisions.
arXiv:2605. 16103v2 Announce Type: replace Abstract: Q-learning is known to suffer from overestimation bias: because the Bellman update maximizes noisy or imperfect action-value estimates, positive errors can be selected and propagated, causing learned values to exceed the true optimal values.
arXiv:2607. 29491v1 Announce Type: cross Abstract: Reinforcement-learning-based quantum architecture search (RL-QAS) repeatedly optimizes a variational quantum eigensolver (VQE) after extending a circuit, although circuit construction and action legality are deterministic and known.
arXiv:2608. 03069v1 Announce Type: new Abstract: Deep Q-Networks (DQNs) learn value functions through bootstrapped temporal-difference updates, where future returns are approximated using a greedy maximization over next-state action values.
Quantitative strategy optimization remains largely manual, requiring domain experts to identify weak signals, tune risk-control rules, and repeatedly validate iterative revisions. Large language models can accelerate this process, but directly relying on them to rewrite trading strategies often introduces hallucinated edits, strategy drift, and backtest overfitting.