activity
20202023
most citedFinRL: Deep Reinforcement Learning Framework to Automate Trading in Quantitative Finance

83 citations · 195 across the 8 of their papers we have counts for

collaborators

8 papers

cs.CL2023★ 8 cited

Enhancing Financial Sentiment Analysis via Retrieval Augmented Large Language Models

Boyu Zhang, Hongyang Yang, Tianyu Zhou +2

Financial sentiment analysis is critical for valuation and investment decision-making. Traditional NLP models, however, are limited by their parameter size and the scope of their t…

q-fin.PM2021

Explainable Deep Reinforcement Learning for Portfolio Management: An Empirical Approach

Mao Guan, Xiao-Yang Liu

Deep reinforcement learning (DRL) has been widely studied in the portfolio management task. However, it is challenging to understand a DRL-based trading strategy because of the bla…

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.CP2021★ 22 cited

FinRL-Podracer: High Performance and Scalable Deep Reinforcement Learning for Quantitative Finance

Zechu Li, Xiao-Yang Liu, Jiahao Zheng +3

Machine learning techniques are playing more and more important roles in finance market investment. However, finance quantitative modeling with conventional supervised learning app…

cs.CV2021★ 5 cited

Towards Extremely Compact RNNs for Video Recognition with Fully Decomposed Hierarchical Tucker Structure

Miao Yin, Siyu Liao, Xiao-Yang Liu +2

Recurrent Neural Networks (RNNs) have been widely used in sequence analysis and modeling. However, when processing high-dimensional data, RNNs typically require very large model si…

cs.CV2021★ 44 cited

Deep Learning Based 3D Segmentation: A Survey

Yong He, Hongshan Yu, Xiaoyan Liu +4

3D segmentation is a fundamental and challenging problem in computer vision with applications in autonomous driving and robotics. It has received significant attention from the com…

cs.LG2020★ 25 cited

Differentially Private Synthetic Data: Applied Evaluations and Enhancements

Lucas Rosenblatt, Xiaoyan Liu, Samira Pouyanfar +3

Machine learning practitioners frequently seek to leverage the most informative available data, without violating the data owner's privacy, when building predictive models. Differe…

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…