Machine learning methods have recently seen a growing number of applications in financial trading. Being able to automatically extract patterns from past price data and consistently apply them in the future has been the focus of many quantitative trading applications. However, developing machine learning-based methods for financial trading is not straightforward, requiring carefully designed targets/rewards, hyperparameter fine-tuning, and so on. Furthermore, most of the existing methods are unable to effectively exploit the information available across various financial instruments. In this article, we propose a deep reinforcement learning-based approach, which ensures that consistent rewards are provided to the trading agent, mitigating the noisy nature of profit-and-loss rewards that are usually used. To this end, we employ a novel price trailing-based reward shaping approach, significantly improving the performance of the agent in terms of profit, Sharpe ratio, and maximum drawdown. Furthermore, we carefully designed a data preprocessing method that allows for training the agent on different FOREX currency pairs, providing a way for developing market-wide RL agents and allowing, at the same time, to exploit more powerful recurrent deep learning models without the risk of overfitting. The ability of the proposed methods to improve various performance metrics is demonstrated using a challenging large-scale data set, containing 28 instruments, provided by Speedlab AG.

Patients with diabetes struggle to control blood glucose with appropriate insulin doses. Classic prediction methods such as multi-linear regression often lead to ineffective blood’s glucose control, because they are not capable to identify the correct neighborhood (other similar patients) of the target patient, since they do not take under consideration demographic (age, gender, etc.) or other clinical similarities of patients’ therapeutics (blood glucose levels, etc.). In this paper, we use deep reinforcement learning (DRL), and define a transition probability function to intelligently select the right neighbors of the target patient. We also define a reward and policy function for our DRL method, which can predict the optimal insulin dose for a patient and achieves optimal glucose control, while decreasing hypoglycemia risk. Our experimental results show that our Deep Q Network (DQN) algorithm can assist doctors to administer optimal insulin dose for diabetes treatment and keep the glucose levels in blood for longer time periods in accepted values range.

Drug recommendation is denoted as the task of predicting drug combinations for patients' therapies with complex diseases (i.e., thrombosis, diabetes, etc.). These patients usually suffer from polypharmacy, and consequently various drug drug interactions. In this paper, we integrate the patients' Electronic Health Records (EHRs) with an adversarial Drug-Drug Interaction (DDI) knowledge graph to predict the next drug combination for a patient's therapy and minimize the drug side effects. In particular, we integrate an EHR graph, which incorporates the patient, the disease, the therapy, and the drug information, with an Adversarial DDI knowledge graph to recommend both accurate and safe medication. We also predict mortality and the time to death of critically-ill patients, to identify clinically meaningful predictors (e.g., harmful drug combinations). By identifying those drugs which can act adversarially, we are able to improve either the efficacy of the patient's therapy or minimize the toxicity and drug side effects. We have run experiments with a real-life medical data set. Our results show that we can assist doctors to prescribe effective and safe medication for the patients' treatment.