arXiv:2607.02864v1 Announce Type: new Abstract: Reinforcement Learning (RL) has emerged as a powerful approach in financial trading, enabling agents to learn optimal strategies through direct market interaction. However, financial markets are highly uncertain, with price fluctuations driven by stochastic volatility, model limitations, and regime shifts. Traditional RL models struggle in dynamic environments, often failing to adapt to sudden market disruptions, leading to suboptimal trading decisions. To address this challenge, we propose an uncertainty-aware RL framework that integrates distri

Source: arXiv cs.LG — read the full report at the original publisher.

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