Machine learning influences numerous aspects of modern society, empowers new technologies, from Alphago to ChatGPT, and increasingly materializes in consumer products such as smartphones and self-driving cars. Despite the vital role and broad applications of artificial neural networks, we lack systematic approaches, such as network science, to understand their underlying mechanism. The difficulty is rooted in many possible model configurations, each with different hyper-parameters and weighted architectures determined by noisy data.
View Article and Find Full Text PDFFinancial portfolio management (PM) is one of the most applicable problems in reinforcement learning (RL) owing to its sequential decision-making nature. However, existing RL-based approaches rarely focus on scalability or reusability to adapt to the ever-changing markets. These approaches are rigid and unscalable to accommodate the varying number of assets of portfolios and increasing need for heterogeneous data input.
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