← Search

Hongyang Yang

2 accepted papers

2023

Anti-drifting Feature Selection via Deep Reinforcement Learning (Student Abstract)

AAAI 2023technical

Feature selection (FS) is a crucial procedure in machine learning pipelines for its significant benefits in removing data redundancy and mitigating model overfitting. Since concept drift is a widespread phenomenon in streaming data and could severely affect model performance, effective FS on concept…

Cited by 0SourcePDFScholar
2022

FinRL-Meta: Market Environments and Benchmarks for Data-Driven Financial Reinforcement Learning

NeurIPS 2022accept

Finance is a particularly challenging playground for deep reinforcement learning. However, establishing high-quality market environments and benchmarks for financial reinforcement learning is challenging due to three major factors, namely, low signal-to-noise ratio of financial data, survivorship bi…