Algorithmic Trading Using Continuous Action Space Deep Reinforcement Learning
Price movement prediction has always been one of the traders' concerns in financial market trading. In order to increase their profit, they can analyze the historical data and predict the price movement. The large size of the data and complex relations between them lead us to use algorithmic trading and artificial intelligence.
This paper aims to offer an approach using Twin-Delayed DDPG (TD3) and the daily close price in order to achieve a trading strategy in the stock and cryptocurrency markets. Unlike previous studies using a discrete action space reinforcement learning algorithm, the TD3 is continuous, offering both position and the number of trading shares. Both the stock (Amazon) and cryptocurrency (Bitcoin) markets are addressed in this research to evaluate the performance of the proposed algorithm.
The achieved strategy using the TD3 is compared with some algorithms using technical analysis, reinforcement learning, stochastic, and deterministic strategies through two standard metrics, Return and Sharpe ratio. The results indicate that employing both position and the number of trading shares can improve the performance of a trading system based on the mentioned metrics.
Swarm of UAVs for Network Management in 6G: A Technical Review
Fifth-generation (5G) cellular networks have led to the implementation of beyond 5G (B5G) networks, which are capable of incorporating autonomous services to swarm of unmanned aerial vehicles (UAVs). They provide capacity expansion strategies to address massive connectivity issues and guarantee ultra-high throughput and low latency, especially in extreme or emergency situations where network density, bandwidth, and traffic patterns fluctuate. On the one hand, 6G technology integrates AI/ML, IoT, and blockchain to establish ultra-reliable, intelligent, secure, and ubiquitous UAV networks. 6G networks, on the other hand, rely on new enabling technologies such as air interface and transmission technologies, as well as a unique network design, posing new challenges for the swarm of UAVs. Keeping these challenges in mind, this article focuses on the security and privacy, intelligence, and energy-efficiency issues faced by swarms of UAVs operating in 6G mobile networks. In this state-of-the-art review, we integrated blockchain and AI/ML with UAV networks utilizing the 6G ecosystem. The key findings are then presented, and potential research challenges are identified. We conclude the review by shedding light on future research in this emerging field of research.
Perspectives on a 6G Architecture
Mobile communications have been undergoing a generational change every ten years. Whilst we are just beginning to roll out 5G networks, significant efforts are planned to standardize 6G that is expected to be commercially introduced by 2030. This paper looks at the use cases for 6G and their impact on the network architecture to meet the anticipated performance requirements. The new architecture is based on integrating various network functions in virtual cloud environments, leveraging the advancement of artificial intelligence in all domains, integrating different sub-networks constituting the 6G system, and on enhanced means of exposing data and services to third parties.
On Routing Optimization in Networks with Embedded Computational Services
Modern communication networks are increasingly equipped with in-network computational capabilities and services. Routing in such networks is significantly more complicated than the traditional routing. A legitimate route for a flow not only needs to have enough communication and computation resources, but also has to conform to various application-specific routing constraints. This paper presents a comprehensive study on routing optimization problems in networks with embedded computational services. We develop a set of routing optimization models and derive low-complexity heuristic routing algorithms for diverse computation scenarios. For dynamic demands, we also develop an online routing algorithm with performance guarantees. Through evaluations over emerging applications on real topologies, we demonstrate that our models can be flexibly customized to meet the diverse routing requirements of different computation applications. Our proposed heuristic algorithms significantly outperform baseline algorithms and can achieve close-to-optimal performance in various scenarios.
Network Intrusion Detection System in a Light Bulb
Internet of Things (IoT) devices are progressively being utilised in a variety of edge applications to monitor and control home and industry infrastructure. Due to the limited compute and energy resources, active security protections are usually minimal in many IoT devices. This has created a critical security challenge that has attracted researchers' attention in the field of network security. Despite a large number of proposed Network Intrusion Detection Systems (NIDSs), there is limited research into practical IoT implementations, and to the best of our knowledge, no edge-based NIDS has been demonstrated to operate on common low-power chipsets found in the majority of IoT devices, such as the ESP8266. This research aims to address this gap by pushing the boundaries on low-power Machine Learning (ML) based NIDSs. We propose and develop an efficient and low-power ML-based NIDS, and demonstrate its applicability for IoT edge applications by running it on a typical smart light bulb. We also evaluate our system against other proposed edge-based NIDSs and show that our model has a higher detection performance, and is significantly faster and smaller, and therefore more applicable to a wider range of IoT edge devices.