2 papers
cs.LG2024
ODRL: A Benchmark for Off-Dynamics Reinforcement Learning
Jiafei Lyu, Kang Xu, Jiacheng Xu +6
We consider off-dynamics reinforcement learning (RL) where one needs to transfer policies across different domains with dynamics mismatch. Despite the focus on developing dynamics-…
q-fin.CP2024
: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning
Feng Xu, Yan Yin, Xinyu Zhang +3
Alphas are pivotal in providing signals for quantitative trading. The industry highly values the discovery of formulaic alphas for their interpretability and ease of analysis, comp…