38 citations · 39 across the 2 of their papers we have counts for
2 papers
cs.LG2023★ 1 cited
IMM: An Imitative Reinforcement Learning Approach with Predictive Representation Learning for Automatic Market Making
Hui Niu, Siyuan Li, Jiahao Zheng +4
Market making (MM) has attracted significant attention in financial trading owing to its essential function in ensuring market liquidity. With strong capabilities in sequential dec…
q-fin.CP2022★ 38 cited
MetaTrader: An Reinforcement Learning Approach Integrating Diverse Policies for Portfolio Optimization
Hui Niu, Siyuan Li, Jian Li
Portfolio management is a fundamental problem in finance. It involves periodic reallocations of assets to maximize the expected returns within an appropriate level of risk exposure…