activity
20172026
most citedREST: Relational Event-driven Stock Trend Forecasting

47 citations · 194 across the 36 of their papers we have counts for

collaborators
Showing 2023Show all

5 papers · 1 filter

cs.AI2023

Leveraging Large Language Model for Automatic Evolving of Industrial Data-Centric R&D Cycle

Xu Yang, Xiao Yang, Weiqing Liu +4

In the wake of relentless digital transformation, data-driven solutions are emerging as powerful tools to address multifarious industrial tasks such as forecasting, anomaly detecti…

q-fin.ST2023★ 1 cited

Microstructure-Empowered Stock Factor Extraction and Utilization

Xianfeng Jiao, Zizhong Li, Chang Xu +3

High-frequency quantitative investment is a crucial aspect of stock investment. Notably, order flow data plays a critical role as it provides the most detailed level of information…

cs.AI2023★ 8 cited

Learning Multi-Agent Intention-Aware Communication for Optimal Multi-Order Execution in Finance

Yuchen Fang, Zhenggang Tang, Kan Ren +7

Order execution is a fundamental task in quantitative finance, aiming at finishing acquisition or liquidation for a number of trading orders of the specific assets. Recent advance…

cs.MA2023

Agent-Based Modelling for Real-World Stock Markets under Behavioral Economic Principles

Tianlang He, Fengming Zhu, Keyan Lu +6

The reproduction of realistic dynamics in financial markets is of great significance, as it enhances our understanding of market evolution beyond other physical processes, and faci…

cs.AI2023

Scalable and Safe Remediation of Defective Actions in Self-Learning Conversational Systems

Sarthak Ahuja, Mohammad Kachuee, Fateme Sheikholeslami +2

Off-Policy reinforcement learning has been a driving force for the state-of-the-art conversational AIs leading to more natural humanagent interactions and improving the user satisf…