Nurettin Safak, Durdu Can Yerdeyatar, Muhammet Sefa Demirel +3eess.SP cs.LG
Automatic RF modulation recognition is of critical importance in spectrum monitoring, electronic warfare, and cognitive radio applications, where low signal-to-noise ratio (SNR) conditions and the growing diversity of modulation schemes limit the performance of existing methods. This paper proposes an uncertainty-driven hybrid deep learning architecture for recognizing RF signals over a broad modulation space. The proposed approach carries out a multi-stage classification process by combining spectral information obtained through low-cost FFT-based preprocessing with time-frequency features extracted from short-time Fourier transform (STFT) spectrograms. The architecture comprises a 2D convolutional neural network (2D CNN)-based path for fast, low-latency primary classification, MC Dropout-supported Bayesian uncertainty estimation for assessing classification reliability, and a BiLSTM-based secondary decision mechanism activated under high-uncertainty conditions. The proposed system is evaluated in a controlled simulation environment spanning different SNR levels and modulation classes. Experimental results show that the primary 2D CNN path achieves $83.3\pm0.7\%$ accuracy with an inference time of only 0.138 ms per sample, providing superior performance compared with traditional rule-based and classical machine-learning approaches. Furthermore, the obtained findings reveal the limitations of compact spectral feature representations and classifiers lacking temporal modeling, particularly in disambiguating FSK-based modulations. The uncertainty estimation module offers promising results for detecting low-confidence decisions, and the proposed approach demonstrates the potential of a low-latency and scalable solution for real-time RF modulation recognition.
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 distributional, epistemic, and aleatoric uncertainty estimations. Our approach enhances uncertainty estimation using SHAP-weighted reconstruction uncertainty, MC Dropout, and an LSTM-based technical indicator consensus mechanism. Experimental results on five major U.S. stock indices demonstrate that RL agents equipped with uncertainty estimation significantly outperform traditional models in return and risk management. This study advances uncertainty estimation in RL-based financial trading, with future research extending its application to other asset classes and alternative RL architectures for greater adaptability.