For industrial control, developing high-performance controllers with few samples and low technical debt is appealing. Foundation models, possessing rich prior knowledge obtained …
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 …
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 …
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 …
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 …
The recent rapid advancement of deep learning, especially the development of the large language models (LLMs) has revolutionized the community of software engineering. Thanks …