activity
20192025
most citedFinRL: Deep Reinforcement Learning Framework to Automate Trading in Quantitative Finance

83 citations · 159 across the 12 of their papers we have counts for

collaborators

12 papers

cs.AI2025★ 1 cited

FinRobot: Generative Business Process AI Agents for Enterprise Resource Planning in Finance

Hongyang Yang, Likun Lin, Yang She +5

Enterprise Resource Planning (ERP) systems serve as the digital backbone of modern financial institutions, yet they continue to rely on static, rule-based workflows that limit adap…

cs.CL2024★ 2 cited

FinGPT: Enhancing Sentiment-Based Stock Movement Prediction with Dissemination-Aware and Context-Enriched LLMs

Yixuan Liang, Yuncong Liu, Neng Wang +3

Financial sentiment analysis is crucial for understanding the influence of news on stock prices. Recently, large language models (LLMs) have been widely adopted for this purpose du…

q-fin.ST2024★ 2 cited

FinRobot: An Open-Source AI Agent Platform for Financial Applications using Large Language Models

Hongyang Yang, Boyu Zhang, Neng Wang +8

As financial institutions and professionals increasingly incorporate Large Language Models (LLMs) into their workflows, substantial barriers, including proprietary data and special…

cs.CL2023★ 8 cited

FinGPT: Instruction Tuning Benchmark for Open-Source Large Language Models in Financial Datasets

Neng Wang, Hongyang Yang, Christina Dan Wang

In the swiftly expanding domain of Natural Language Processing (NLP), the potential of GPT-based models for the financial sector is increasingly evident. However, the integration o…

q-fin.ST2023★ 24 cited

FinGPT: Open-Source Financial Large Language Models

Hongyang Yang, Xiao-Yang Liu, Christina Dan Wang

Large language models (LLMs) have shown the potential of revolutionizing natural language processing tasks in diverse domains, sparking great interest in finance. Accessing high-qu…

cs.LG2023★ 1 cited

Dynamic Datasets and Market Environments for Financial Reinforcement Learning

Xiao-Yang Liu, Ziyi Xia, Hongyang Yang +6

The financial market is a particularly challenging playground for deep reinforcement learning due to its unique feature of dynamic datasets. Building high-quality market environmen…

q-fin.TR2022★ 8 cited

FinRL-Meta: Market Environments and Benchmarks for Data-Driven Financial Reinforcement Learning

Xiao-Yang Liu, Ziyi Xia, Jingyang Rui +6

Finance is a particularly difficult playground for deep reinforcement learning. However, establishing high-quality market environments and benchmarks for financial reinforcement le…

q-fin.ST2022★ 7 cited

Deep Reinforcement Learning for Cryptocurrency Trading: Practical Approach to Address Backtest Overfitting

Berend Jelmer Dirk Gort, Xiao-Yang Liu, Xinghang Sun +3

Designing profitable and reliable trading strategies is challenging in the highly volatile cryptocurrency market. Existing works applied deep reinforcement learning methods and opt…

q-fin.TR2021★ 4 cited

FinRL-Meta: A Universe of Near-Real Market Environments for Data-Driven Deep Reinforcement Learning in Quantitative Finance

Xiao-Yang Liu, Jingyang Rui, Jiechao Gao +5

Deep reinforcement learning (DRL) has shown huge potentials in building financial market simulators recently. However, due to the highly complex and dynamic nature of real-world ma…

q-fin.TR2021★ 83 cited

FinRL: Deep Reinforcement Learning Framework to Automate Trading in Quantitative Finance

Xiao-Yang Liu, Hongyang Yang, Jiechao Gao +1

Deep reinforcement learning (DRL) has been envisioned to have a competitive edge in quantitative finance. However, there is a steep development curve for quantitative traders to ob…

q-fin.TR2020★ 8 cited

FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance

Xiao-Yang Liu, Hongyang Yang, Qian Chen +4

As deep reinforcement learning (DRL) has been recognized as an effective approach in quantitative finance, getting hands-on experiences is attractive to beginners. However, to trai…

q-fin.ST2019★ 11 cited

Risk Management via Anomaly Circumvent: Mnemonic Deep Learning for Midterm Stock Prediction

Xinyi Li, Yinchuan Li, Xiao-Yang Liu +1

Midterm stock price prediction is crucial for value investments in the stock market. However, most deep learning models are essentially short-term and applying them to midterm pred…