5 accepted papers
Quantitative trading using mathematical models and automated execution to generate trading decisions has been widely applied acorss financial markets. Recently, reinforcement learning (RL) has emerged as a promising approach for developing profitable trading strategies, especially in highly volatile
Despite their success in specific scenarios, existing foundation agents still struggle to generalize across various virtual scenarios, mainly due to the dramatically different encapsulations of environments with manually designed observation and action spaces. To handle this issue, we propose the Ge…
Options markets represent one of the most sophisticated segments of the financial ecosystem, with prices that directly reflect market uncertainty. In this paper, we introduce the first reinforcement learning (RL) framework specifically designed for volatility trading through options, focusing on pro…
High-frequency trading (HFT) is using computer algorithms to make trading decisions in short time scales (e.g., second-level), which is widely used in the Cryptocurrency (Crypto) market, (e.g., Bitcoin). Reinforcement learning (RL) in financial research has shown stellar performance on many quantita…
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 financial trading (RLFT) research has shown stellar performance on many quantitative trading tasks. However,…