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20112023
most citedAn Application of Deep Reinforcement Learning to Algorithmic Trading

222 citations · 600 across the 46 of their papers we have counts for

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Showing 2021Show all

8 papers · 1 filter

math.OC2021

Computing Necessary Conditions for Near-Optimality in Capacity Expansion Planning Problems

Antoine Dubois, Damien Ernst

In power systems, large-scale optimisation problems are extensively used to plan for capacity expansion at the supra-national level. However, their cost-optimal solutions are often…

cs.LG2021★ 6 cited

Distributional Reinforcement Learning with Unconstrained Monotonic Neural Networks

Thibaut Théate, Antoine Wehenkel, Adrien Bolland +2

The distributional reinforcement learning (RL) approach advocates for representing the complete probability distribution of the random return instead of only modelling its expectat…

cs.LG2021★ 1 cited

Warming up recurrent neural networks to maximise reachable multistability greatly improves learning

Gaspard Lambrechts, Florent De Geeter, Nicolas Vecoven +2

Training recurrent neural networks is known to be difficult when time dependencies become long. In this work, we show that most standard cells only have one stable equilibrium at i…

cs.LG2021★ 9 cited

Gym-ANM: Open-source software to leverage reinforcement learning for power system management in research and education

Robin Henry, Damien Ernst

Gym-ANM is a Python package that facilitates the design of reinforcement learning (RL) environments that model active network management (ANM) tasks in electricity networks. Here,…

eess.SY2021

Model Reduction in Capacity Expansion Planning Problems via Renewable Generation Site Selection

David Radu, Antoine Dubois, Mathias Berger +1

The accurate representation of variable renewable generation (RES, e.g., wind, solar PV) assets in capacity expansion planning (CEP) studies is paramount to capture spatial and tem…

cs.AI2021

Sparse Training Theory for Scalable and Efficient Agents

Decebal Constantin Mocanu, Elena Mocanu, Tiago Pinto +5

A fundamental task for artificial intelligence is learning. Deep Neural Networks have proven to cope perfectly with all learning paradigms, i.e. supervised, unsupervised, and reinf…