3 citations · 6 across the 2 of their papers we have counts for
2 papers
cs.LG2023★ 3 cited
Style Miner: Find Significant and Stable Explanatory Factors in Time Series with Constrained Reinforcement Learning
Dapeng Li, Feiyang Pan, Jia He +3
In high-dimensional time-series analysis, it is essential to have a set of key factors (namely, the style factors) that explain the change of the observed variable. For example, vo…
q-fin.TR2022★ 3 cited
Learn Continuously, Act Discretely: Hybrid Action-Space Reinforcement Learning For Optimal Execution
Feiyang Pan, Tongzhe Zhang, Ling Luo +2
Optimal execution is a sequential decision-making problem for cost-saving in algorithmic trading. Studies have found that reinforcement learning (RL) can help decide the order-spli…