92 citations · 595 across the 75 of their papers we have counts for
Showing 2023 · cs.LGShow all
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cs.LG2023★ 4 cited
HireVAE: An Online and Adaptive Factor Model Based on Hierarchical and Regime-Switch VAE
Zikai Wei, Anyi Rao, Bo Dai +1
Factor model is a fundamental investment tool in quantitative investment, which can be empowered by deep learning to become more flexible and efficient in practical complicated inv…
cs.LG2023★ 2 cited
The Role of Baselines in Policy Gradient Optimization
Jincheng Mei, Wesley Chung, Valentin Thomas +3
We study the effect of baselines in on-policy stochastic policy gradient optimization, and close the gap between the theory and practice of policy optimization methods. Our first c…