A multimodal foundation agent for financial trading: Tool-augmented, diversified, and generalist

W Zhang, L Zhao, H Xia, S Sun, J Sun, M Qin… - Proceedings of the 30th …, 2024 - dl.acm.org
Financial trading is a crucial component of the markets, informed by a multimodal
information landscape encompassing news, prices, and Kline charts, and encompasses …

TradeMaster: a holistic quantitative trading platform empowered by reinforcement learning

S Sun, M Qin, W Zhang, H Xia, C Zong… - Advances in …, 2023 - proceedings.neurips.cc
The financial markets, which involve over\$90 trillion market capitals, attract the attention of
innumerable profit-seeking investors globally. Recent explosion of reinforcement learning in …

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) …

Frequant: A reinforcement-learning based adaptive portfolio optimization with multi-frequency decomposition

J Jeon, J Park, C Park, U Kang - Proceedings of the 30th ACM SIGKDD …, 2024 - dl.acm.org
How can we leverage inherent frequency features of stock signals for effective portfolio
optimization? Portfolio optimization in the domain of finance revolves around strategically …

FinAgent: A Multimodal Foundation Agent for Financial Trading: Tool-Augmented, Diversified, and Generalist

W Zhang, L Zhao, H Xia, S Sun, J Sun, M Qin… - arXiv preprint arXiv …, 2024 - arxiv.org
Financial trading is a crucial component of the markets, informed by a multimodal
information landscape encompassing news, prices, and Kline charts, and encompasses …

Deep Learning for Stock Market Prediction: A Review

J Ohliati - 2024 International Conference on Information …, 2024 - ieeexplore.ieee.org
The success of stock market predictions will be a useful asset for stock market securities
institutions, as well as allowing shareholders and investors to grasp market forces and focus …

Separating the predictable part of returns with CNN-GRU-attention from inputs to predict stock returns

J Yang, M Zhang, R Fang, W Zhang, J Zhou - Applied Soft Computing, 2024 - Elsevier
The noise and high randomness of the stock market are primary obstacles to profitability.
These factors cause stock returns to consist of short-term predictable and stock-specific …

Relational Stock Selection via Probabilistic State Space Learning

Q Gao, Z Liu, L Huang, K Zhang… - IEEE Transactions on …, 2024 - ieeexplore.ieee.org
Optimizing stock selection through stock ranking is one of the critical but intricate tasks in
quantitative trading areas because of the non-stationary dynamics and complicated …

A hierarchical deep model integrating economic facts for stock movement prediction

J Yang, M Zhang, S Feng, X Zhang, X Bai - Engineering Applications of …, 2024 - Elsevier
Accurate stock movement prediction is essential to profit from the stock market. However,
this task is challenging due to the complexity and non-stationary nature of the market. Deep …

IMM: An Imitative Reinforcement Learning Approach with Predictive Representation Learning for Automatic Market Making

H Niu, S Li, J Zheng, Z Lin, J Li, J Guo, B An - arXiv preprint arXiv …, 2023 - arxiv.org
Market making (MM) has attracted significant attention in financial trading owing to its
essential function in ensuring market liquidity. With strong capabilities in sequential decision …