most citedA Dataset for Learning Graph Representations to Predict Customer Returns in Fashion Retail

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q-fin.TR2023

Integrating Tick-level Data and Periodical Signal for High-frequency Market Making

Jiafa He, Cong Zheng, Can Yang

We focus on the problem of market making in high-frequency trading. Market making is a critical function in financial markets that involves providing liquidity by buying and sellin…

q-fin.TR2023

Optimal Execution Using Reinforcement Learning

Cong Zheng, Jiafa He, Can Yang

This work is about optimal order execution, where a large order is split into several small orders to maximize the implementation shortfall. Based on the diversity of cryptocurrenc…