Earnhft: Efficient hierarchical reinforcement learning for high frequency trading

M Qin, S Sun, W Zhang, H Xia, X Wang… - Proceedings of the AAAI …, 2024 - ojs.aaai.org
High-frequency trading (HFT) is using computer algorithms to make trading decisions in
short time scales (eg, second-level), which is widely used in the Cryptocurrency (Crypto) …

Pre-trained large language models for industrial control

L Song, C Zhang, L Zhao, J Bian - arXiv preprint arXiv:2308.03028, 2023 - arxiv.org
For industrial control, developing high-performance controllers with few samples and low
technical debt is appealing. Foundation models, possessing rich prior knowledge obtained …

A versatile multi-agent reinforcement learning benchmark for inventory management

X Yang, Z Liu, W Jiang, C Zhang, L Zhao… - arXiv preprint arXiv …, 2023 - arxiv.org
Multi-agent reinforcement learning (MARL) models multiple agents that interact and learn
within a shared environment. This paradigm is applicable to various industrial scenarios …

MacroHFT: Memory Augmented Context-aware Reinforcement Learning On High Frequency Trading

C Zong, C Wang, M Qin, L Feng, X Wang… - Proceedings of the 30th …, 2024 - dl.acm.org
High-frequency trading (HFT) that executes algorithmic trading in short time scales, has
recently occupied the majority of cryptocurrency market. Besides traditional quantitative …

基于表征学习的离线强化学习方法研究综述

王雪松, 王荣荣, 程玉虎 - 自动化学报, 2024 - aas.net.cn
强化学习通过智能体与环境在线交互来学习最优策略, 近年来已成为解决复杂环境下感知决策
问题的重要手段. 然而, 在线收集数据的方式可能会引发安全, 时间或成本等问题 …

Mixtures of Experts for Scaling up Neural Networks in Order Execution

K Li, M Cucuringu, L Sánchez-Betancourt… - Proceedings of the 5th …, 2024 - dl.acm.org
We develop a methodology that employs mixture of experts to scale up the parameters of
reinforcement learning (RL) models in optimal execution tasks. The innovation of our …

Hedging and Pricing Structured Products Featuring Multiple Underlying Assets

A Sharma, F Chen, J Noh, J DeJesus… - arXiv preprint arXiv …, 2024 - arxiv.org
Hedging a portfolio containing autocallable notes presents unique challenges due to the
complex risk profile of these financial instruments. In addition to hedging, pricing these …

Towards generalizable neural program understanding and synthesis

Z Li - 2024 - dr.ntu.edu.sg
The recent rapid advancement of deep learning, especially the development of the large
language models (LLMs) has revolutionized the community of software engineering. Thanks …