arXiv:2608. 15770v1 Announce Type: new Abstract: Designing effective trading strategies using reinforcement learning remains challenging due to delayed and noisy rewards, poor exploration, and the difficulty of enforcing explicit risk constraints.
arXiv:2608. 15841v1 Announce Type: new Abstract: Reinforcement learning has gained increasing attention as a data-driven approach for stock trading.
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. 02864v1 Announce Type: new Abstract: Reinforcement Learning (RL) has emerged as a powerful approach in financial trading, enabling agents to learn optimal strategies through direct market interaction.
arXiv:2605. 11020v2 Announce Type: replace-cross Abstract: Inverse reinforcement learning (IRL) is typically formulated as maximizing entropy subject to matching the distribution of expert trajectories.
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:2608. 11052v1 Announce Type: new Abstract: Inverse reinforcement learning (IRL) aims to recover a reward function under which the resulting policy reproduces the behavior observed in expert demonstrations.
arXiv:2608. 16888v1 Announce Type: new Abstract: The development of safe and beneficial AI requires that systems can learn and act in accordance with human preferences.
arXiv:2607. 06610v1 Announce Type: cross Abstract: Portfolio optimization under uncertainty is inherently a multi-objective decision problem involving complex interactions among return, risk, market dynamics, and practical investment constraints.
arXiv:2606. 05888v1 Announce Type: new Abstract: Retry-based objectives such as pass@K and max@K optimize the best return obtained from multiple sampled trajectories, and recent work has shown that they can promote exploration without explicit exploration bonuses.
arXiv:2606. 30997v1 Announce Type: new Abstract: We present a three-phase deep reinforcement learning system for personalized portfolio management that addresses three limitations shared by all prior financial RL work: 1) ticker lock-in, 2) monolithic objectives , and 3) static user models.
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:2606. 28943v1 Announce Type: cross Abstract: Learning to bid in repeated multi-unit auctions with bandit feedback poses a fundamental challenge.