38 citations · 43 across the 3 of their papers we have counts for
3 papers
q-fin.TR2023★ 2 cited
Towards Generalizable Reinforcement Learning for Trade Execution
Chuheng Zhang, Yitong Duan, Xiaoyu Chen +3
Optimized trade execution is to sell (or buy) a given amount of assets in a given time with the lowest possible trading cost. Recently, reinforcement learning (RL) has been applied…
q-fin.CP2022★ 38 cited
MetaTrader: An Reinforcement Learning Approach Integrating Diverse Policies for Portfolio Optimization
Hui Niu, Siyuan Li, Jian Li
Portfolio management is a fundamental problem in finance. It involves periodic reallocations of assets to maximize the expected returns within an appropriate level of risk exposure…
cs.LG2019★ 3 cited
Policy Search by Target Distribution Learning for Continuous Control
Chuheng Zhang, Yuanqi Li, Jian Li
We observe that several existing policy gradient methods (such as vanilla policy gradient, PPO, A2C) may suffer from overly large gradients when the current policy is close to dete…