Invention Grant
- Patent Title: Trade platform with reinforcement learning
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Application No.: US16426196Application Date: 2019-05-30
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Publication No.: US11715017B2Publication Date: 2023-08-01
- Inventor: Hasham Burhani , Shary Mudassir , Xiao Qi Shi , Connor Lawless , Weiguang Ding
- Applicant: ROYAL BANK OF CANADA
- Applicant Address: CA Montreal
- Assignee: ROYAL BANK OF CANADA
- Current Assignee: ROYAL BANK OF CANADA
- Current Assignee Address: CA Montreal
- Agency: Norton Rose Fulbright Canada LLP
- Main IPC: G06N3/02
- IPC: G06N3/02 ; G06N3/088 ; G06Q40/04 ; G06N20/00

Abstract:
Systems are methods are provided for training an automated agent. The automated agent maintains a reinforcement learning neural network and generates, according to outputs of the reinforcement learning neural network, signals for communicating resource task requests. First and second task data are received. The task data are processed to compute a first performance metric reflective of performance of the automated agent relative to other entities in a first time interval, and a second performance metric reflective of performance of the automated agent relative to other entities in a second time interval. A reward for the reinforcement learning neural network that reflects a difference between the second performance metric and the first performance metric is computed and provided to the reinforcement learning neural network to train the automated agent.
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