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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 2022Show all

5 papers · 1 filter

cs.LG2022

Risk-Sensitive Policy with Distributional Reinforcement Learning

Thibaut Théate, Damien Ernst

Classical reinforcement learning (RL) techniques are generally concerned with the design of decision-making policies driven by the maximisation of the expected outcome. Nevertheles…

cs.LG2022★ 3 cited

Value-based CTDE Methods in Symmetric Two-team Markov Game: from Cooperation to Team Competition

Pascal Leroy, Jonathan Pisane, Damien Ernst

In this paper, we identify the best learning scenario to train a team of agents to compete against multiple possible strategies of opposing teams. We evaluate cooperative value-bas…

cs.LG2022★ 1 cited

Recurrent networks, hidden states and beliefs in partially observable environments

Gaspard Lambrechts, Adrien Bolland, Damien Ernst

Reinforcement learning aims to learn optimal policies from interaction with environments whose dynamics are unknown. Many methods rely on the approximation of a value function to d…

cs.CE2022

Optimal Connection Phase Selection of Residential Distributed Energy Resources and its Impact on Aggregated Demand

Amina Benzerga, Alireza Bahmanyar, Damien Ernst

The recent major increase in decentralized energy resources (DERs) such as photovoltaic (PV) panels alters the loading profile of distribution systems (DS) and impacts higher volta…

cs.LG2022★ 3 cited

Churn prediction in online gambling

Florian Merchie, Damien Ernst

In business retention, churn prevention has always been a major concern. This work contributes to this domain by formalizing the problem of churn prediction in the context of onlin…