DEEP REINFORCEMENT LEARNING ON STOCK DATA

Learning ability is the basic characteristic of human intelligence. The July 1, 2005 issue of Science published a list of 125 important questions in science. Among them, the question 94 “What are the limits of learning by machines?”. The annotation “Computers can already beat the world’s best chess players, and they have a wealth of information on the Web to draw on. But abstract reasoning is still beyond any machine”. In recent artificial intelligence has made great progresses. In 1997, the rise of the man-machine war, IBM Supercomputer Deep Blue defeated the chess master Garry Kasparov. On February 14, 2011, IBM’s Watson supercomputer won a practice round against Jeopardy champions Ken Jennings and Brad Rutter. In March 2016, Google DeepMind’s AlphaGo sealed a 4-1 victory over a South Korean Go grandmaster Lee Se-dol. This paper focuses on the machine learning methods of AlphaGo, including reinforcement learning, deep learning, deep reinforcement learning, analysis of the existing problems and the latest research progress. Deep reinforcement learning is the combination of deep learning and reinforcement learning, which can realize the learning algorithm from the perception to action. Simply said, this is the same as human behavior, input sensing information such as vision, and then, direct output action through the deep neural network. Deep reinforcement learning has the potential to learn a variety of skills for the robot to achieve full autonomy. Even though reinforcement learning is practiced successfully, but feature states need to manually set, for complex scene is a difficult thing, especially easy to cause the dimension disaster, and expression is not good. In 2010, Sascha Lange and Martin Riedmiller proposed deep auto-encoder neural networks in reinforcement learning to extract feature, which is used to control the visual correlation. In 2013, DeepMind proposed deep Q-network (DQN) in NIPS 2013, using convolution neural network to extract features, and then applied in reinforcement learning. They continue to improve and published an improved version of DQN on Nature in 2015, which has aroused widespread concern. In order to break through the limits of learning by machines, cognitive machine learning is proposed, which is the combination of machine learning and brain cognition, so that the machine intelligence is constantly evolving, and gradually reaches the human level of artificial intelligence. A cognitive model entitled Consciousness And Memory (CAM) is proposed by author, which consists of memory, consciousness, high-level cognitive functions, perception and motor. High-level cognitive functions of the brain include learning, language, thinking, decision making, emotion, and so on. Learning is a course to accept the stimulus through the nervous system and obtain new behavior, habits and accumulation experience. According to the current research progress of brain science and cognitive science, cognitive machine learning may be interested in learning emergence, procedural memory knowledge learning, learning evolution and so on. For intelligence, so-called evolution is refers to the learning of learning and the structure also follows the change. It is important to record the learning result by structure changing and improve the learning method.

Deep reinforcement learning (DRL) is one of the emerging areas of machine learning which focuses on maximized rewards. DRL is a type of machine learning that combines reinforcement learning and deep learning. It uses a series of algorithms to enable an agent to learn how to make decisions in a complex environment. DRL is a subset of artificial intelligence that focuses on making decisions based on the environment and the rewards associated with each action.The goal of DRL is to maximize the long-term reward of an agent. In order to do this, the agent must use a combination of deep learning, reinforcement learning and other AI techniques to learn which actions will lead to the highest reward. DRL is used to solve a variety of problems, from playing video games to controlling robots. It is also used in autonomous driving and robotics, as well as for financial trading. DRL is a powerful tool for solving complex problems and has been used in a variety of research projects. DRL has the potential to revolutionize the way we interact with machines and the environment.

Forecasting the behavior of the stock market is a classic but difficult topic, one that has attracted the interest of both economists and computer scientists. Over the course of the last couple of decades, researchers have investigated linear models as well as models that are based on machine learning (ML), deep learning (DL), reinforcement learning (RL), and deep reinforcement learning (DRL) in order to create an accurate predictive model. Machine learning algorithms can now extract high-level financial market data patterns. Investors are using deep learning models to anticipate and evaluate stock and foreign exchange markets due to the advantage of artificial intelligence. Recent years have seen a proliferation of the deep reinforcement learning algorithm’s application in algorithmic trading. DRL agents, which combine price prediction and trading signal production, have been used to construct several completely automated trading systems or strategies. Our objective is to enable interested researchers to stay current and easily imitate earlier findings. In this paper, we have worked to explain the utility of Machine Learning, Deep Learning, Reinforcement Learning, and Deep Reinforcement Learning in Quantitative Finance (QF) and the Stock Market. We also outline potential future study paths in this area based on the overview that was presented before.

Design automation is undergoing a new generation of changes caused by artificial intelligence technologies represented by deep learning and reinforcement learning. Notably, the advantages of deep reinforcement learning in addressing solution optimisation and decision-making tasks with cognitive automation functionality have garnered attention in design. In the context of surrogate model-driven engineering design optimisation, this paper addresses current research challenges such as reliance on domain knowledge for local development, shortcomings in the self-learning and adaptive capabilities of optimisation algorithms for global exploration, etc. Centred around the deep reinforcement learning model, Deep Q-learning, and complemented by self-organising maps and neural network technologies, we propose a methodology considering multi-fidelity simulation data for design space exploration. This approach effectively reduces sampling costs and enables the optimisation model to learn the optimal direction for high-precision predictions and achieve rapid, accurate optimisation. Finally, the effectiveness of the proposed method is comprehensively validated through four typical optimisation scenarios and a case study involving the optimisation of a wheeled robot's suspension swing arm structure. This work will be a crucial reference for applying deep reinforcement learning in simulation-driven engineering design optimisation.

Path planning refers to that the mobile robot can obtain the surrounding environment information and its own state information through the sensor carried by itself, which can avoid obstacles and move towards the target point. Deep reinforcement learning consists of two parts: reinforcement learning and deep learning, mainly used to deal with perception and decision-making problems, has become an important research branch in the field of artificial intelligence. This paper first introduces the basic knowledge of deep learning and reinforcement learning. Then, the research status of deep reinforcement learning algorithm based on value function and strategy gradient in path planning is described, and the application research of deep reinforcement learning in computer game, video game and autonomous navigation is described. Finally, I made a brief summary and outlook on the algorithms and applications of deep reinforcement learning.

In recent years, deep reinforcement learning (DRL) has made impressive achievements in many fields. However, existing DRL algorithms usually require a large amount of exploration to obtain a good action policy. In addition, in many complex situations, the reward function cannot be well designed to meet task requirements. These two problems will make it difficult for DRL to learn a good action policy within a relatively short period. The use of expert data can provide effective guidance and avoid unnecessary exploration. This study proposes a deep imitation reinforcement learning (DIRL) algorithm that uses a certain amount of expert demonstration data to speed up the training of DRL. In the proposed method, the learning agent imitates the expert's action policy by learning from demonstration data. After imitation learning, DRL is used to optimise the action policy in a self‐learning way. By experimental comparison on a video game called the Mario racing game, it is shown that the proposed DIRL algorithm with expert demonstration data can obtain much better performance than previous DRL algorithms without expert guidance.

This paper discusses an autonomous driving control strategy based on Deep Reinforcement Learning (DRL), which aims to improve the decision-making ability of autonomous driving system in complex traffic environments. Deep reinforcement learning has a wide range of applications in many fields, such as robotics and medicine. Autonomous driving has emerged as a significant research focus in recent years. By combining deep learning and reinforcement learning, the model is able to autonomously learn and optimize driving behavior under dynamically changing road conditions. The DRL-based control strategy performs well in vehicle obstacle avoidance, pedestrian recognition, and traffic rule compliance in the face of complex environments such as city streets, intersections, and congested road sections, significantly improving the safety and efficiency of autonomous driving. This article will first introduce deep reinforcement learning. Then, the autonomous driving control strategy based on deep reinforcement learning is introduced. This research provides valuable insights for developing and implementing DRL-based autonomous driving systems.

This paper investigates the use of Deep Reinforcement Learning (DRL) to control a profit-seeking storage device trading in the European Continuous Intra-day Electricity Market (CIM). The main objective is to study whether model-free DRL can profitably trade on the CIM. Two DRL agents are compared: Twin Delayed Deep Deterministic Policy Gradients (TD3), and TD3 with behavior cloning. The agents are trained and evaluated in a simulated CIM environment, which uses historical market data to simulate other market participants. A Rolling Intrinsic (RI) algorithm is used as a benchmark. Results indicate that the agents are profitable and occasionally outperform RI, in one instance obtaining 162.03% of RI profit. However, none of the agents consistently outperforms the baseline. These results suggest that DRL has the potential to increase profitability considerably compared to RI, but that the observation provided to the agent is not descriptive enough of the CIM to learn a robust policy. Future research could use additional features in the observation, or model-based DRL to improve performance.

A new ensemble deep graph reinforcement learning network for spatio-temporal traffic volume forecasting in a freeway network

Reinforcement learning is a mathematical framework for agents to interact intelligently with their environment. Unlike supervised learning, where a system learns with the help of labeled data, reinforcement learning agents learn how to act by trial and error only receiving a reward signal from their environments. A field where reinforcement learning has been prominently successful is robotics [3]. However, real-world control problems are also particularly challenging because of the noise and high- dimensionality of input data (e.g., visual input). In recent years, in the field of supervised learning, deep neural networks have been successfully used to extract meaning from this kind of data. Building on these advances, deep reinforcement learning was used to solve complex problems like Atari games and Go. Mnih et al. [1] built a system with fixed hyper parameters able to learn to play 49 different Atari games only from raw pixel inputs. However, in order to apply the same methods to real-world control problems, deep reinforcement learning has to be able to deal with continuous action spaces. Discretizing continuous action spaces would scale poorly, since the number of discrete actions grows exponentially with the dimensionality of the action. Furthermore, having a parametrized policy can be advantageous because it can generalize in the action space. Therefore with this thesis we study state-of-the-art deep reinforcement learning algorithm, Deep Deterministic Policy Gradients. We provide a theoretical comparison to other popular methods, an evaluation of its performance, identify its limitations and investigate future directions of research. The remainder of the thesis is organized as follows. We start by introducing the field of interest, machine learning, focusing our attention of deep learning and reinforcement learning. We continue by describing in details the two main algorithms, core of this study, namely Deep Q-Network (DQN) and Deep Deterministic Policy Gradients (DDPG). We then provide implementatory details of DDPG and our test environment, followed by a description of benchmark test cases. Finally, we discuss the results of our evaluation, identifying limitations of the current approach and proposing future avenues of research.

With the improvement in the intelligence level of UAVs and the development of cluster control technology, the intelligent decision-making method of UAV cluster confrontation will become the key technology of UAV combat in the future. The UAV cluster confrontation learning environment is of complex characteristics of high dimension, non-linearity, incomplete information, continuous action space, and so on. Recently, artificial intelligence technology represented by deep learning and reinforcement learning has made a great breakthrough. Deep reinforcement learning has shown a great ability to solve intelligent decision-making problems in complex environments. In this paper, enlightened by the multi-agent centralized training distributed execution framework and the idea of maximum policy entropy, we propose a deep reinforcement learning method of the multi-agent soft actor-critic (MASAC) with incomplete information. A game model for UAV cluster confrontation based on multi-agent deep reinforcement learning is established, and a continuous space multiple UAV combat environment is constructed. Simulation experiments are performed on the asymmetric confrontation of UAV clusters with red and blue teams. The experimental results show that MASAC outperforms the existing popular multi-agent deep reinforcement learning methods, making the game players converge to a higher return equilibrium point of the game. Moreover, the convergence of MASAC is investigated and analyzed extensively, and the results show that MASAC is of good convergence and stability, ensuring the practicability of MASAC in intelligent decision-making regarding UAV cluster confrontation.

Deep Reinforcement Learning (DRL) has emerged as a transformative paradigm in the field of artificial intelligence (AI), offering unprecedented capabilities in decision-making across diverse domains. This article explores the profound impact of DRL on enhancing the decision-making capabilities of AI systems, elucidating its underlying principles, applications, and implications.DRL represents a fusion of deep learning and reinforcement learning, enabling machines to learn complex behaviors and make decisions by interacting with their environment. The utilization of neural networks allows DRL algorithms to handle high-dimensional input spaces, making it well-suited for tasks that involve intricate decision-making processes.One of the key strengths of DRL lies in its ability to address problems with sparse and delayed rewards, common challenges in traditional reinforcement learning. Through a process of trial and error, DRL algorithms can learn optimal decision strategies by navigating through a vast decision space, adapting to dynamic environments, and maximizing cumulative rewards over time.The applications of DRL span various domains, including robotics, finance, healthcare, gaming, and autonomous systems. In robotics, DRL facilitates the development of intelligent agents capable of autonomously navigating complex environments, performing intricate tasks, and adapting to unforeseen circumstances. In finance, DRL is leveraged for portfolio optimization, algorithmic trading, and risk management, demonstrating its potential to revolutionize traditional financial strategies.

Improving Alzheimer’s disease classification using novel rewards in deep reinforcement learning

Traffic signal control is a complex problem and it is difficult to determine an optimal strategy to control multi-directional traffic at multiple intersections. Recent years have witnessed numerous successes of deep learning neural networks in the fields of artificial intelligence. Motivated by the dominant performance of neural networks, this study attempts to develop a novel adaptive signal control approach by fusing deep learning (DL) and reinforcement learning (RL), i.e., deep reinforcement learning (DRL), for arterial signal coordination. DRL can considerably improve the ability to deal with large amounts of data processing, systematic perception and expression, which is key to coordinated control of arterial intersections. The proposed algorithm is implemented by utilizing real-time traffic detection data and aims to optimize the hybrid global and local reward functions. The experimental results obtained by traffic simulation software SUMO demonstrate the advantage of the proposed approach, as well as its efficiency and effectiveness compared with fixed-time and actual signal control methods.

Irrigation decision-making using Reinforcement Learning (RL) performs well in changing environment, but easily falls into sub-optimal solutions with high-dimensional data. Deep Reinforcement Learning (DRL) has fused RL with Deep Learning (DL) and excels at learning adaptive and long-term irrigation strategies directly from high-dimensional environment data. This paper systematically reviews the applications of DRL in irrigation optimization, covering both pre-trained environments based on crop growth simulators and dynamic environments driven by real-time sensors. We discussed the strengths of classic DRL algorithms, including their ability to handle dynamic and non-linear environments, and reviewed their performance in irrigation multi-objective optimization and decision-making. In addition, we identified constraints in applying DRL in irrigation decision making, which include data scarcity, poor model interpretability, and difficulties in field deployment. It shows DRL can provide a powerful framework for adaptive irrigation, but is constrained by the gap between simulation and real-world complexity. To address these limitations, we discussed approaches in future work, such as developing multi-objective DRL algorithms. These approaches will improve DRL modeling outcomes and provide a technological foundation for smart agriculture and sustainable resource management. • Review the application of Deep Reinforcement Learning (DRL) in agricultural irrigation. • Analyze the performance of DRL algorithms in irrigation decision-making. • Compare DRL models based on different environment in irrigation optimization. • Discuss the further work to improve DRL performance in irrigation optimization.