The retail industry faces increasing challenges in matching supply with demand due to evolving consumer behaviors, market volatility, and supply chain disruptions. While existing approaches employ statistical and machine learning methods for demand forecasting, they often fail to capture complex temporal dependencies and lack the ability to simultaneously optimize inventory decisions. This paper proposes a novel multi-agent deep reinforcement learning framework that jointly optimizes demand forecasting and inventory management in retail supply chains, leveraging data from IoT sensors, RFID tracking systems, and smart shelf monitoring devices. Our approach combines transformer-based sequence modeling for demand patterns with hierarchical reinforcement learning agents that coordinate inventory decisions across distribution networks. The framework integrates both historical sales data and real-time sensor measurements, employing attention mechanisms to capture seasonal patterns, promotional effects, and environmental conditions detected through temperature and humidity sensors. Through extensive experiments on large-scale retail datasets incorporating sensor network data, we demonstrate that our method achieves 18.2% lower forecast error and 23.5% reduced stockout rates compared with state-of-the-art baselines. The results show particular improvements in handling promotional events and seasonal transitions, where traditional methods often struggle. Our work provides new insights into leveraging deep reinforcement learning for integrated retail operations optimization and offers a scalable solution for modern sensor-enabled supply chain challenges.

With the proliferation of mobile devices and payment systems in modern financial services, there is an increasing need to process and analyze continuous streams of transaction data for credit risk assessment. Leveraging the inherent symmetries in financial markets and data structures, this paper introduces DeepCreditRisk, a symmetry-aware deep learning framework that addresses key challenges while maintaining critical invariance properties in financial data representation. The framework incorporates three main components: an adaptive temporal fusion mechanism, a heterogeneous graph neural network, and an attention-based interpretable output layer. The temporal fusion mechanism effectively models both short-term fluctuations and long-term trends in financial time series, while the heterogeneous graph neural network captures intricate relationships within the financial ecosystem. The framework maintains important symmetrical properties in both temporal and structural representations, ensuring balanced feature learning and invariant risk assessment. The attention-based output layer preserves representation symmetry while enhancing model interpretability. Extensive experiments on a large-scale credit risk dataset demonstrate DeepCreditRisk’s superior performance, achieving a 7.2% improvement in the Area Under the Receiver Operating Characteristic Curve (AUC-ROC) and an 18.6% improvement in the Kolmogorov–Smirnov (KS) statistic over state-of-the-art baseline models. The framework maintains high predictive power across various time horizons and provides interpretable insights into feature importance. DeepCreditRisk represents a significant advancement in applying deep learning to credit risk assessment, offering financial institutions a more accurate, robust, and transparent approach for evaluating creditworthiness and managing risk.

Modern supply chain systems face significant challenges, including lack of transparency, inefficient inventory management, and vulnerability to disruptions and security threats. Traditional optimization methods often struggle to adapt to the complex and dynamic nature of these systems. This paper presents a novel blockchain-based zero-trust supply chain security framework integrated with deep reinforcement learning (SAC-rainbow) to address these challenges. The SAC-rainbow framework leverages the Soft Actor–Critic (SAC) algorithm with prioritized experience replay for inventory optimization and a blockchain-based zero-trust mechanism for secure supply chain management. The SAC-rainbow algorithm learns adaptive policies under demand uncertainty, while the blockchain architecture ensures secure, transparent, and traceable record-keeping and automated execution of supply chain transactions. An experiment using real-world supply chain data demonstrated the superior performance of the proposed framework in terms of reward maximization, inventory stability, and security metrics. The SAC-rainbow framework offers a promising solution for addressing the challenges of modern supply chains by leveraging blockchain, deep reinforcement learning, and zero-trust security principles. This research paves the way for developing secure, transparent, and efficient supply chain management systems in the face of growing complexity and security risks.

Detecting anomalies in distributed systems through log analysis remains challenging due to the complex temporal dependencies between log events, the diverse manifestation of system states, and the intricate causal relationships across distributed components. This paper introduces a TLAN (Temporal Logical Attention Network), a novel deep learning framework that integrates temporal sequence modeling with logical dependency analysis for robust anomaly detection in distributed system logs. Our approach makes three key contributions: (1) a temporal logical attention mechanism that explicitly models both time-series patterns and logical dependencies between log events across distributed components, (2) a multi-scale feature extraction module that captures system behaviors at different temporal granularities while preserving causal relationships, and (3) an adaptive threshold strategy that dynamically adjusts detection sensitivity based on system load and component interactions. Extensive experiments on a large-scale synthetic distributed system log dataset show that TLAN outperforms existing methods by achieving a 9.4% improvement in F1-score and reducing false alarms by 15.3% while maintaining low latency in real-time detection. The framework demonstrates particular effectiveness in identifying complex anomalies that involve multiple interacting components and cascading failures. Through comprehensive empirical analysis and case studies, we validate that TLAN can effectively capture both temporal patterns and logical correlations in log sequences, making it especially suitable for modern distributed architectures. Our approach also shows strong generalization capability across different system scales and deployment scenarios, supported by thorough ablation studies and performance evaluations.

Fossil fuel power plants are a significant contributor to global carbon dioxide (CO₂) and nitrogen oxide (NO_x) emissions. Accurate monitoring and effective reduction of these emissions are crucial for mitigating climate change. This systematic review examines the current state of research on the application of machine learning techniques in evaluating the emissions from fossil fuel power plants. This review first briefly introduces the continuous emission monitoring (CEM) systems and predictive emission monitoring (PEM) systems that are commonly used in power plants and highlights that machine learning models can significantly improve PEM systems through their capability to process and interpret large datasets intelligently to transform traditional emission monitoring systems by enhancing their precision, effectiveness, and cost-efficiency. Compared to previously published review articles, the key contribution and innovation in this present review is the discussion of machine learning models in CO₂/NO_x emissions according to the different algorithms used, including their advantages and disadvantages in a systematic way, which aims to help future researchers to develop more effective machine learning models. The most popular machine learning model includes reinforcement learning, a forward neural network, a long short-term memory neural network, and support vector regression. While each model method has its own advantages and disadvantages, we noted that training data quality, as well as the proper selection of model parameters, plays an important role. The challenges and research gaps, such as model transferability, a deep understanding of the physics of CO₂/NO_x emissions, and the availability of high-quality data for training machine learning models, are identified, and recommendations as well as potential future research directions to address these challenges are proposed and discussed.

Accurate prediction of the Sharpe ratio, a key metric for risk-adjusted returns in financial markets, remains a significant challenge due to the complex and stochastic nature of stock price movements. This paper introduces a novel deep learning model, the Temporal Fusion Transformer with Adaptive Sharpe Ratio Optimization (TFT-ASRO), designed to address this challenge. The model incorporates real-time market sensor data and financial indicators as input signals, leveraging multiple data streams including price sensors, volume sensors, and market sentiment sensors to capture the complete market state. Using a comprehensive dataset of US historical stock prices and earnings data, we demonstrate that TFT-ASRO outperforms traditional methods and existing deep learning models in predicting Sharpe ratios across various time horizons. The model’s multi-task learning framework, which simultaneously predicts returns and volatility, provides a more nuanced understanding of risk-adjusted performance. Furthermore, our adaptive optimization approach effectively balances the trade-off between return maximization and risk minimization, leading to more robust predictions. Empirical results show that TFT-ASRO achieves a $18\%$ improvement in Sharpe ratio prediction accuracy compared to state-of-the-art baselines, with particularly strong performance in volatile market conditions. The model also demonstrates superior uncertainty quantification, providing reliable confidence intervals for its predictions. These findings have significant implications for portfolio management and investment strategy optimization, offering a powerful tool for financial decision-makers in the era of data-driven investing.