7 citations · 8 across the 3 of their papers we have counts for
3 papers
cs.LG2025
Label Unbalance in High-frequency Trading
Zijian Zhao, Xuming Zhang, Jiayu Wen +2
In financial trading, return prediction is one of the foundation for a successful trading system. By the fast development of the deep learning in various areas such as graphical pr…
cs.LG2022★ 1 cited
Distributionally Robust Offline Reinforcement Learning with Linear Function Approximation
Xiaoteng Ma, Zhipeng Liang, Jose Blanchet +5
Among the reasons hindering reinforcement learning (RL) applications to real-world problems, two factors are critical: limited data and the mismatch between the testing environment…
q-fin.PR2021★ 7 cited
Stock Market Trend Analysis Using Hidden Markov Model and Long Short Term Memory
Mingwen Liu, Junbang Huo, Yulin Wu +1
This paper intends to apply the Hidden Markov Model into stock market and and make predictions. Moreover, four different methods of improvement, which are GMM-HMM, XGB-HMM, GMM-HMM…