activity
20212023
most citedFinRL: Deep Reinforcement Learning Framework to Automate Trading in Quantitative Finance

83 citations · 104 across the 6 of their papers we have counts for

collaborators

6 papers

cs.LG2023★ 1 cited

Dynamic Datasets and Market Environments for Financial Reinforcement Learning

Xiao-Yang Liu, Ziyi Xia, Hongyang Yang +6

The financial market is a particularly challenging playground for deep reinforcement learning due to its unique feature of dynamic datasets. Building high-quality market environmen…

q-fin.TR2022★ 8 cited

FinRL-Meta: Market Environments and Benchmarks for Data-Driven Financial Reinforcement Learning

Xiao-Yang Liu, Ziyi Xia, Jingyang Rui +6

Finance is a particularly difficult playground for deep reinforcement learning. However, establishing high-quality market environments and benchmarks for financial reinforcement le…

q-fin.ST2022★ 7 cited

Deep Reinforcement Learning for Cryptocurrency Trading: Practical Approach to Address Backtest Overfitting

Berend Jelmer Dirk Gort, Xiao-Yang Liu, Xinghang Sun +3

Designing profitable and reliable trading strategies is challenging in the highly volatile cryptocurrency market. Existing works applied deep reinforcement learning methods and opt…

cs.LG2022★ 1 cited

Graph Neural Networks in IoT: A Survey

Guimin Dong, Mingyue Tang, Zhiyuan Wang +7

The Internet of Things (IoT) boom has revolutionized almost every corner of people's daily lives: healthcare, home, transportation, manufacturing, supply chain, and so on. With the…

q-fin.TR2021★ 4 cited

FinRL-Meta: A Universe of Near-Real Market Environments for Data-Driven Deep Reinforcement Learning in Quantitative Finance

Xiao-Yang Liu, Jingyang Rui, Jiechao Gao +5

Deep reinforcement learning (DRL) has shown huge potentials in building financial market simulators recently. However, due to the highly complex and dynamic nature of real-world ma…

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…