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News/Mitigating Bias in Low-SNR Financial Reinforcement Learning via Quantum Representations
arxiv
PublishedJune 10, 2026 at 4:00 AM
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Mitigating Bias in Low-SNR Financial Reinforcement Learning via Quantum Representations

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arXiv:2606.10448v1 Announce Type: cross Abstract: The financial market is a typical low signal-to-noise ratio (SNR) setting, which often destabilizes off-policy maximum-entropy methods like Soft Actor-Critic (SAC). Specifically, noisy state representations may produce unreliable Q-value estimates, a

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