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DeepScalper: A Risk-Aware Reinforcement Learning Framework to Capture
  Fleeting Intraday Trading Opportunities
v1v2v3 (latest)

DeepScalper: A Risk-Aware Reinforcement Learning Framework to Capture Fleeting Intraday Trading Opportunities

15 December 2021
Shuo Sun
Wanqi Xue
Rongpin Wang
Xu He
Junlei Zhu
Jian Li
Bo An
ArXiv (abs)PDFHTML

Papers citing "DeepScalper: A Risk-Aware Reinforcement Learning Framework to Capture Fleeting Intraday Trading Opportunities"

7 / 7 papers shown
MILLION: A General Multi-Objective Framework with Controllable Risk for
  Portfolio Management
MILLION: A General Multi-Objective Framework with Controllable Risk for Portfolio ManagementProceedings of the VLDB Endowment (PVLDB), 2024
Liwei Deng
Tianfu Wang
Yan Zhao
Kai Zheng
255
6
0
04 Dec 2024
Robot See, Robot Do: Imitation Reward for Noisy Financial Environments
Robot See, Robot Do: Imitation Reward for Noisy Financial EnvironmentsBigData Congress [Services Society] (BSS), 2024
Sven Goluža
Tomislav Kovačević
Stjepan Begušić
Z. Kostanjčar
242
0
0
13 Nov 2024
Large Investment Model
Large Investment Model
Jian Guo
H. Shum
AIFin
459
1
0
12 Aug 2024
DeepClair: Utilizing Market Forecasts for Effective Portfolio Selection
DeepClair: Utilizing Market Forecasts for Effective Portfolio Selection
Donghee Choi
Jinkyu Kim
Mogan Gim
Jinho Lee
Jaewoo Kang
374
5
0
18 Jul 2024
MacroHFT: Memory Augmented Context-aware Reinforcement Learning On High
  Frequency Trading
MacroHFT: Memory Augmented Context-aware Reinforcement Learning On High Frequency Trading
Chuqiao Zong
Chaojie Wang
Molei Qin
Lei Feng
Xinrun Wang
Bo An
AIFin
287
8
0
20 Jun 2024
Reinforcement Learning with Maskable Stock Representation for Portfolio
  Management in Customizable Stock Pools
Reinforcement Learning with Maskable Stock Representation for Portfolio Management in Customizable Stock Pools
Wentao Zhang
Yilei Zhao
Shuo Sun
Jie Ying
Yonggang Xie
Zitao Song
Xinrun Wang
Rui Hu
AIFinOOD
532
18
0
17 Nov 2023
PRUDEX-Compass: Towards Systematic Evaluation of Reinforcement Learning
  in Financial Markets
PRUDEX-Compass: Towards Systematic Evaluation of Reinforcement Learning in Financial Markets
Shuo Sun
Molei Qin
Xinrun Wang
Bo An
FaMLOffRLAIFin
432
10
0
14 Jan 2023
1
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