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cond-mat.mtrl-sci2023
Use of Deep Neural Networks for Uncertain Stress Functions with Extensions to Impact Mechanics
Garrett Blum, Ryan Doris, Diego Klabjan +2
Stress-strain curves, or more generally, stress functions, are an extremely important characterization of a material's mechanical properties. However, stress functions are often di…
cs.LG2023
On the Second-Order Convergence of Biased Policy Gradient Algorithms
Siqiao Mu, Diego Klabjan
Since the objective functions of reinforcement learning problems are typically highly nonconvex, it is desirable that policy gradient, the most popular algorithm, escapes saddle po…
q-fin.TR2023
An Ensemble Method of Deep Reinforcement Learning for Automated Cryptocurrency Trading
Shuyang Wang, Diego Klabjan
We propose an ensemble method to improve the generalization performance of trading strategies trained by deep reinforcement learning algorithms in a highly stochastic environment o…