208 citations · 360 across the 12 of their papers we have counts for
Showing 2023Show all
3 papers · 1 filter
cs.LG2023★ 1 cited
IMM: An Imitative Reinforcement Learning Approach with Predictive Representation Learning for Automatic Market Making
Hui Niu, Siyuan Li, Jiahao Zheng +4
Market making (MM) has attracted significant attention in financial trading owing to its essential function in ensuring market liquidity. With strong capabilities in sequential dec…
q-fin.CP2023★ 11 cited
Alpha-GPT: Human-AI Interactive Alpha Mining for Quantitative Investment
Saizhuo Wang, Hang Yuan, Leon Zhou +3
One of the most important tasks in quantitative investment research is mining new alphas (effective trading signals or factors). Traditional alpha mining methods, either hand-craft…
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…