82 citations · 132 across the 8 of their papers we have counts for
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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.LG2023
Is Risk-Sensitive Reinforcement Learning Properly Resolved?
Ruiwen Zhou, Minghuan Liu, Kan Ren +3
Due to the nature of risk management in learning applicable policies, risk-sensitive reinforcement learning (RSRL) has been realized as an important direction. RSRL is usually achi…