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cs.LG2024
FLOPS: Forward Learning with OPtimal Sampling
Tao Ren, Zishi Zhang, Jinyang Jiang +4
Given the limitations of backpropagation, perturbation-based gradient computation methods have recently gained focus for learning with only forward passes, also referred to as quer…
cs.AI2024
Deep Reinforcement Learning for Solving Management Problems: Towards A Large Management Mode
Jinyang Jiang, Xiaotian Liu, Tao Ren +5
We introduce a deep reinforcement learning (DRL) approach for solving management problems including inventory management, dynamic pricing, and recommendation. This DRL approach has…
q-fin.CP2024
RiskMiner: Discovering Formulaic Alphas via Risk Seeking Monte Carlo Tree Search
Tao Ren, Ruihan Zhou, Jinyang Jiang +3
The formulaic alphas are mathematical formulas that transform raw stock data into indicated signals. In the industry, a collection of formulaic alphas is combined to enhance modeli…