This thesis evaluates the use of a Deep Reinforcement Learning (DRL) approach to portfolio management on the Swedish stock market. The idea is to construct a portfolio that is adjusted daily using the DRL algorithm Proximal policy optimization (PPO) with a multi perceptron neural network. The input to the neural network was historical data in the form of open, high, and low price data. The portfolio is evaluated by its performance against the OMX Stockholm 30 index (OMXS30). Furthermore, three different approaches for optimization are going to be studied, in that three different reward functions are going to be used. These functions are Sharp ratio, cumulative reward (Daily return) and Value at risk reward (which is a daily return with a value at risk penalty). The historival data that is going to be used is from the period 2010-01-01 to 2015-12-31 and the DRL approach is then tested on two different time periods which represents different marked conditions, 2016-01-01 to 2018-12-31 and 2019-01-01 to 2021-12-31. The results show that in the first test period all three methods (corresponding to the three different reward functions) outperform the OMXS30 benchmark in returns and sharp ratio, while in the second test period none of the methods outperform the OMXS30 index. / Målet med det här arbetet var att utvärdera användningen av "Deep reinforcement learning" (DRL) metod för portföljförvaltning på den svenska aktiemarknaden. Idén är att konstruera en portfölj som justeras dagligen med hjälp av DRL algoritmen "Proximal policy optimization" (PPO) med ett neuralt nätverk med flera perceptroner. Inmatningen till det neurala nätverket var historiska data i form av öppnings, lägsta och högsta priser. Portföljen utvärderades utifrån dess prestation mot OMX Stockholm 30 index (OMXS30). Dessutom studerades tre olika tillvägagångssätt för optimering, genom att använda tre olika belöningsfunktioner. Dessa funktioner var Sharp ratio, kumulativ belöning (Daglig avkastning) och Value at risk-belöning (som är en daglig avkastning minus Value at risk-belöning). Den historiska data som användes var från perioden 2010-01-01 till 2015-12-31 och DRL-metoden testades sedan på två olika tidsperioder som representerar olika marknadsförhållanden, 2016-01-01 till 2018-12-31 och 2019-01-01 till 2021-12-31. Resultatet visar att i den första testperioden så överträffade alla tre metoder (vilket motsvarar de tre olika belöningsfunktionerna) OMXS30 indexet i avkastning och sharp ratio, medan i den andra testperioden så överträffade ingen av metoderna OMXS30 indexet.

Deep reinforcement learning is an area of research that has blossomed tremendously in recent years and has shown remarkable potential in computer games. Real-time strategy game has become an important field of artificial intelligence in game for several years. This paper is about to introduce a kind of algorithm that used to train agents to fight against computer bots. Not only because games are excellent tools to test deep reinforcement learning algorithms for their valuable insight into how well an algorithm can perform in isolated environments without the real-life consequences, but also real-time strategy games are a very complex genre that challenges artificial intelligence agents in both short-term or long-term planning. In this paper, we introduce some history of deep learning and reinforcement learning. Then we combine them with StarCraft. PPO is the algorithm which have some of the benefits of trust region policy optimization (TRPO), but it is much simpler to implement, more general for environment, and have better sample complexity. The StarCraft environment: Blood War Application Programming Interface (BWAPI) is open source to test. The results show that PPO can work well in BWAPI and train units to defeat the opponents. The algorithm presented in the thesis is corroborated by experiments.

In this thesis, we study the problem of buying or selling a given volume of a financial asset within a given time horizon to the best possible price, a problem formally known as optimized trade execution. Our approach is an empirical one. We use historical data to simulate the process of placing artificial orders in a market. This simulation enables us to model the problem as a Markov decision process (MDP). Given this MDP, we train and evaluate a set of reinforcement learning (RL) algorithms all with the objective to minimize the transaction cost on unseen test data. We train and evaluate these for various instruments and problem settings, such as different trading horizons. Our first model was developed with the goal to validate results achieved by Nevmyvaka, Feng and Kearns [9], and it is thus called NFK. We extended this model into what we call Dual NFK, in an attempt to regularize the model against external price movement. Furthermore, we implemented and evaluated a classical RL algorithm, namely Sarsa(λ) with a modified reward function. Lastly, we evaluated proximal policy optimization (PPO), an actor-critic RL algorithm incorporating neural networks in order to find the optimal policy. Along with these models, we implemented five simple baseline strategies with various characteristics. These baseline strategies have partly been found in the literature and partly been developed by us, and are used to the evaluate the performance of our models. We achieve results on par with those found by Nevmyvaka, Feng and Kearns [9], but only for a few cases. Furthermore, dual NFK performed very similar to NFK, indicating that one can train one model (for both the buy and sell case) instead of two for the optimized trade execution problem. We also found that Sarsa(λ) with a modified reward function performed better than both these models, but is still outperformed by baseline strategies for many problem settings. Finally, we evaluated PPO for one problem setting and found that it outperformed even the best of the baseline strategies and models, showing promise for deep reinforcement learning methods for the problem of optimized trade execution.

An intelligent sensor system has the potential of providing its operator with relevant information, lowering the risk of human errors, and easing the operator's workload. One way of creating such a system is by using reinforcement learning, and this thesis studies how reinforcement learning can be applied to a simple sensor control task within a detailed 3D rendered environment. The studied agent controls a stationary camera (pan, tilt, zoom) and has the task of finding stationary targets in its surrounding environment. The agent is end-to-end, meaning that it only uses its sensory input, in this case images, to derive its actions. The aim was to study how an agent using a simple neural network performs on the given task and whether behavior cloning can be used to improve the agent's performance. The best-performing agents in this thesis developed a behavior of rotating until a target came into their view. Then they directed their camera to place the target at the image center. The performance of these agents was not perfect, their movement contained quite a bit of randomness and sometimes they failed their task. But even though the performance was not perfect, the results were positive since the developed behavior would be able to solve the task efficiently given that it is refined. This indicates that the problem is solvable using methods similar to ours. The best agent using behavior cloning performed on par with the best agent that did not use behavior cloning. Therefore, behavior cloning did not lead to improved performance.

Given the recent advances within a subfield of machine learning called reinforcement learning, several papers have shown that it is possible to create self-learning digital agents, agents that take actions and pursue strategies in complex environments without any prior knowledge. This thesis investigates the performance of the state-of-the-art reinforcement learning algorithm proximal policy optimization, when trained on a task with nondeterministic state transitions. The agent’s policy was constructed using a convolutional neural network and the game Candy Crush Friends Saga, a single-player match-three tile game, was used as the environment. The purpose of this research was to evaluate if the described agent could achieve a higher win rate than average human performance when playing the game of Candy Crush Friends Saga. The research also analyzed the algorithm's generalization capabilities on this task. The results showed that all trained models perform better than a random policy baseline, thus showing it is possible to use the proximal policy optimization algorithm to learn tasks in an environment with nondeterministic state transitions. It also showed that, given the hyperparameters chosen, it was not able to perform better than average human performance.

La maladie d'Alzheimer (MA) est une maladie cérébrale dégénérative qui entraîne une perte progressive de la mémoire, un déclin cognitif et une détérioration graduelle de la capacité d'une personne à faire face à la complexité et à l'exigence des tâches quotidiennes nécessaires pour vivre en autonomie dans notre société actuelle. Les traitements pharmacologiques actuels peuvent ralentir le processus de dégradation attribué à la maladie, mais ces traitements peuvent également provoquer certains effets secondaires indésirables. L'un des traitements non pharmacologiques qui peut soulager efficacement les symptômes est la thérapie assistée par l'animal (T.A.A.). Mais en raison de certaines limitations telles que le prix des animaux et des problèmes d'hygiène, des animaux virtuels sont utilisés dans ce domaine. Cependant, les animaux virtuels animés, la qualité d'image approximative et le mode d'interaction unidirectionnel des animaux qui attendent passivement les instructions de l’utilisateur, peuvent difficilement stimuler le retour émotionnel entre l'utilisateur et les animaux virtuels, ce qui affaiblit considérablement l'effet thérapeutique. Cette étude vise à explorer l'efficacité de l'utilisation d'animaux virtuels à la place d’animaux vivants et leur impact sur la réduction des émotions négatives chez le patient. Cet objectif a été gardé à l'esprit lors de la conception du projet Zoo Therapy, qui présente un environnement immersif d'animaux virtuels en 3D, où l'impact sur l'émotion du patient est mesuré en temps réel par électroencéphalographie (EEG). Les objets statiques et les animaux virtuels de Zoo Therapy sont tous présentés à l'aide de modèles 3D réels. Les mouvements des animaux, les sons et les systèmes de repérage spécialement développés prennent en charge le comportement interactif simulé des animaux virtuels. De plus, pour que l'expérience d'interaction de l'utilisateur soit plus réelle, Zoo Therapy propose un mécanisme de communication novateur qui met en œuvre une interaction bidirectionnelle homme-machine soutenue par 3 méthodes d'interaction : le menu sur les panneaux, les instructions vocales et le Neurofeedback. La manière la plus directe d'interagir avec l'environnement de réalité virtuelle (RV) est le menu sur les panneaux, c'est-à-dire une interaction en cliquant sur les boutons des panneaux par le contrôleur de RV. Cependant, il était difficile pour certains utilisateurs ayant la MA d'utiliser le contrôleur de RV. Pour accommoder ceux qui ne sont pas bien adaptés ou compatibles avec le contrôleur de RV, un système d'instructions vocales peut être utilisé comme interface. Ce système a été reçu positivement par les 5 participants qui l'ont essayé. Même si l'utilisateur choisit de ne pas interagir activement avec l'animal virtuel dans les deux méthodes ci-dessus, le système de Neurofeedback guidera l'animal pour qu'il interagisse activement avec l'utilisateur en fonction des émotions de ce dernier. Le système de Neurofeedback classique utilise un système de règles pour donner des instructions. Les limites de cette méthode sont la rigidité et l'impossibilité de prendre en compte la relation entre les différentes émotions du participant. Pour résoudre ces problèmes, ce mémoire présente une méthode basée sur l'apprentissage par renforcement (AR) qui donne des instructions à différentes personnes en fonction des différentes émotions. Dans l'expérience de simulation des données émotionnelles synthétiques de la MD, la méthode basée sur l’AR est plus sensible aux changements émotionnels que la méthode basée sur les règles et peut apprendre automatiquement des règles potentielles pour maximiser les émotions positives de l'utilisateur. En raison de l'épidémie de Covid-19, nous n'avons pas été en mesure de mener des expériences à grande échelle. Cependant, un projet de suivi a combiné la thérapie de RV Zoo avec la reconnaissance des gestes et a prouvé son efficacité en évaluant les valeurs d'émotion EEG des participants. / Alzheimer’s disease (AD) is a degenerative brain disease that causes progressive memory loss, cognitive decline, and gradually impairs one’s ability to cope with the complexity and requirement of the daily routine tasks necessary to live in autonomy in our current society. Actual pharmacological treatments can slow down the degradation process attributed to the disease, but such treatments may also cause some undesirable side effects. One of the non-pharmacological treatments that can effectively relieve symptoms is animal-assisted treatment (AAT). But due to some limitations such as animal cost and hygiene issues, virtual animals are used in this field. However, the animated virtual animals, the rough picture quality presentation, and the one-direction interaction mode of animals passively waiting for the user's instructions can hardly stimulate the emotional feedback background between the user and the virtual animals, which greatly weakens the therapeutic effect. This study aims to explore the effectiveness of using virtual animals in place of their living counterpart and their impact on the reduction of negative emotions in the patient. This approach has been implemented in the Zoo Therapy project, which presents an immersive 3D virtual reality animal environment, where the impact on the patient’s emotion is measured in real-time by using electroencephalography (EEG). The static objects and virtual animals in Zoo Therapy are all presented using real 3D models. The specially developed animal movements, sounds, and pathfinding systems support the simulated interactive behavior of virtual animals. In addition, for the user's interaction experience to be more real, the innovation of this approach is also in its communication mechanism as it implements a bidirectional human-computer interaction supported by 3 interaction methods: Menu panel, Speech instruction, and Neurofeedback. The most straightforward way to interact with the VR environment is through Menu panel, i.e., interaction by clicking buttons on panels by the VR controller. However, it was difficult for some AD users to use the VR controller. To accommodate those who are not well suited or compatible with VR controllers, a speech instruction system can be used as an interface, which was received positively by the 5 participants who tried it. Even if the user chooses not to actively interact with the virtual animal in the above two methods, the Neurofeedback system will guide the animal to actively interact with the user according to the user's emotions. The mainstream Neurofeedback system has been using artificial rules to give instructions. The limitation of this method is inflexibility and cannot take into account the relationship between the various emotions of the participant. To solve these problems, this thesis presents a reinforcement learning (RL)-based method that gives instructions to different people based on multiple emotions accordingly. In the synthetic AD emotional data simulation experiment, the RL-based method is more sensitive to emotional changes than the rule-based method and can automatically learn potential rules to maximize the user's positive emotions. Due to the Covid-19 epidemic, we were unable to conduct large-scale experiments. However, a follow-up project combined VR Zoo Therapy with gesture recognition and proved the effectiveness by evaluating participant's EEG emotion values.