4 citations · 7 across the 3 of their papers we have counts for
3 papers
cs.LG2024
MacroHFT: Memory Augmented Context-aware Reinforcement Learning On High Frequency Trading
Chuqiao Zong, Chaojie Wang, Molei Qin +3
High-frequency trading (HFT) that executes algorithmic trading in short time scales, has recently occupied the majority of cryptocurrency market. Besides traditional quantitative t…
q-fin.TR2023★ 4 cited
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…
q-fin.TR2023★ 3 cited
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…