arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2004.01509q-fin.STcs.LGecon.GNq-fin.ECstat.ML
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深度强化学习方法及其在经济学中的应用综述

Comprehensive Review of Deep Reinforcement Learning Methods and Applications in Economics

Technische Universität Dresden(德累斯顿工业大学);Oxford Brookes University(牛津布鲁克斯大学);Helmholtz-Zentrum Dresden-Rossendorf(德累斯顿-罗森多夫亥姆霍兹中心);University of Lisbon(里斯本大学);Hunan University(湖南大学)

Amir Mosavi, Pedram Ghamisi, Yaser Faghan, Puhong Duan

摘要:

深度强化学习(DRL)方法在经济学中的普及程度呈指数级增长。DRL通过强化学习(RL)和深度学习(DL)等各种功能来处理复杂的动态业务环境,提供了巨大的机会。DRL的特点是可扩展性与潜在的应用到高维问题,结合噪声和非线性模式的经济数据。在这项工作中,我们首先考虑在经济学的各种应用中的DL,RL和深度RL方法的简要回顾,提供了一个深入的了解最先进的状态。此外,DRL的架构应用于经济应用进行了研究,以突出的复杂性,鲁棒性,准确性,性能,计算任务,风险约束和盈利能力。调查结果表明,DRL可以提供更好的性能和更高的精度相比,传统的算法,而面对现实的经济问题中存在的风险参数和不断增加的不确定性。

英文摘要:

The popularity of deep reinforcement learning (DRL) methods in economics have been exponentially increased. DRL through a wide range of capabilities from reinforcement learning (RL) and deep learning (DL) for handling sophisticated dynamic business environments offers vast opportunities. DRL is characterized by scalability with the potential to be applied to high-dimensional problems in conjunction with noisy and nonlinear patterns of economic data. In this work, we first consider a brief review of DL, RL, and deep RL methods in diverse applications in economics providing an in-depth insight into the state of the art. Furthermore, the architecture of DRL applied to economic applications is investigated in order to highlight the complexity, robustness, accuracy, performance, computational tasks, risk constraints, and profitability. The survey results indicate that DRL can provide better performance and higher accuracy as compared to the traditional algorithms while facing real economic problems at the presence of risk parameters and the ever-increasing uncertainties.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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