Reinforcement learning has demonstrated great potential for performing financial tasks. However, it faces two major challenges: policy instability and sampling bottlenecks. In this paper, we revisit ensemble methods with massively parallel simulations on graphics processing units (GPUs), significantly enhancing the computational efficiency and robustness of trained models in volatile financial markets. Our approach leverages the parallel processing capability of GPUs to significantly improve the sampling speed for training ensemble models. The ensemble models combine the strengths of component agents to improve the robustness of financial decision-making strategies. We conduct experiments in both stock and cryptocurrency trading tasks to evaluate the effectiveness of our approach. Massively parallel simulation on a single GPU improves the sampling speed by up to $1,746\times$ using $2,048$ parallel environments compared to a single environment. The ensemble models have high cumulative returns and outperform some individual agents, reducing maximum drawdown by up to $4.17\%$ and improving the Sharpe ratio by up to $0.21$. This paper describes trading tasks at ACM ICAIF FinRL Contests in 2023 and 2024.

Safe navigation of cluttered environments is a critical challenge in robotics. It is typically approached by separating the planning and tracking problems, with planning executed on a reduced order model to generate reference trajectories, and control techniques used to track these trajectories on the full order dynamics. Inevitable tracking error necessitates robustification of the nominal plan to ensure safety; in many cases, this is accomplished via worst-case bounding, which ignores the fact that some trajectories of the planning model may be easier to track than others. In this work, we present a novel method leveraging massively parallel simulation to learn a dynamic tube representation, which characterizes tracking performance as a function of actions taken by the planning model. Planning model trajectories are then optimized such that the dynamic tube lies in the free space, allowing a balance between performance and safety to be traded off in real time. The resulting Dynamic Tube MPC is applied to the 3D hopping robot ARCHER, enabling agile and performant navigation of cluttered environments, and safe collision-free traversal of narrow corridors.