6 citations · 30 across the 12 of their papers we have counts for
4 papers · 1 filter
Reinforcement Learning with Maskable Stock Representation for Portfolio Management in Customizable Stock Pools
Wentao Zhang, Yilei Zhao, Shuo Sun +5
Portfolio management (PM) is a fundamental financial trading task, which explores the optimal periodical reallocation of capitals into different stocks to pursue long-term profits.…
EarnHFT: Efficient Hierarchical Reinforcement Learning for High Frequency Trading
Molei Qin, Shuo Sun, Wentao Zhang +3
High-frequency trading (HFT) uses computer algorithms to make trading decisions in short time scales (e.g., second-level), which is widely used in the Cryptocurrency (Crypto) marke…
Market-GAN: Adding Control to Financial Market Data Generation with Semantic Context
Haochong Xia, Shuo Sun, Xinrun Wang +1
Financial simulators play an important role in enhancing forecasting accuracy, managing risks, and fostering strategic financial decision-making. Despite the development of financi…
PRUDEX-Compass: Towards Systematic Evaluation of Reinforcement Learning in Financial Markets
Shuo Sun, Molei Qin, Xinrun Wang +1
The financial markets, which involve more than $90 trillion market capitals, attract the attention of innumerable investors around the world. Recently, reinforcement learning in fi…