Universal Trading for Order Execution with Oracle Policy Distillation

28 January 2021

Jiang Bian

Yong Yu

Tie-Yan Liu

OffRL

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Papers citing "Universal Trading for Order Execution with Oracle Policy Distillation"

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Title
QuantBench: Benchmarking AI Methods for Quantitative Investment Saizhuo Wang Hao Kong Jiadong Guo Fengrui Hua Yiyan Qi Wanyun Zhou Jiahao Zheng Xinyu Wang Lionel M. Ni Jian Guo 153 2 0 24 Apr 2025
From Deep Learning to LLMs: A survey of AI in Quantitative Investment Bokai Cao Saizhuo Wang Xinyi Lin Xiaojun Wu Haohan Zhang L. Ni Jian Guo AIFin 57 0 0 27 Mar 2025
Continuous Control of Diverse Skills in Quadruped Robots Without Complete Expert Datasets Jiaxin Tu Xiaoyi Wei Yueqi Zhang Taixian Hou Xiaofei Gao Zhiyan Dong Peng Zhai Lihua Zhang 55 0 0 05 Mar 2025
The Evolution of Reinforcement Learning in Quantitative Finance: A Survey Nikolaos Pippas Cagatay Turkay Elliot A. Ludvig AIFin 89 3 0 20 Aug 2024
Large Investment Model Jian Guo H. Shum AIFin 27 0 0 12 Aug 2024
On the Effectiveness of Distillation in Mitigating Backdoors in Pre-trained Encoder Tingxu Han Shenghan Huang Ziqi Ding Dongrui Liu Yebo Feng ... Hanwei Qian Cong Wu Quanjun Zhang Yang Liu Zhenyu Chen 28 8 0 06 Mar 2024
Curriculum Learning and Imitation Learning for Model-free Control on Financial Time-series Woosung Koh Insu Choi Yuntae Jang Gimin Kang Woo Chang Kim 25 1 0 22 Nov 2023
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 Bo An AIFin OOD 18 5 0 17 Nov 2023
IMM: An Imitative Reinforcement Learning Approach with Predictive Representation Learning for Automatic Market Making Hui Niu Siyuan Li Jiahao Zheng Zhou-Chen Lin Jian Li Jian Guo Bo An 27 3 0 17 Aug 2023
Microstructure-Empowered Stock Factor Extraction and Utilization Xianfeng Jiao Zizhong Li Chang Xu Yang Liu Weiqing Liu Jiangze Bian AIFin 14 2 0 16 Aug 2023
Learning Multi-Agent Intention-Aware Communication for Optimal Multi-Order Execution in Finance Yuchen Fang Zhen-Yu Tang Kan Ren Weiqing Liu Li Zhao Jiang Bian Dongsheng Li Weinan Zhang Yong Yu Tie-Yan Liu 30 7 0 06 Jul 2023
Towards Generalizable Reinforcement Learning for Trade Execution Chuheng Zhang Yitong Duan Xiaoyu Chen Jianyu Chen Jian Li L. Zhao OffRL 17 7 0 12 May 2023
PRUDEX-Compass: Towards Systematic Evaluation of Reinforcement Learning in Financial Markets Shuo Sun Molei Qin Xinrun Wang Bo An FaML OffRL AIFin 24 4 0 14 Jan 2023
Hierarchical Deep Reinforcement Learning for VWAP Strategy Optimization Xiaodong Li Pangjing Wu Chenxin Zou Qing Li 27 3 0 11 Dec 2022
Reinforcement Learning with Automated Auxiliary Loss Search Tairan He Yuge Zhang Kan Ren Minghuan Liu Che Wang Weinan Zhang Yuqing Yang Dongsheng Li 35 16 0 12 Oct 2022
A Modular Framework for Reinforcement Learning Optimal Execution Fernando de Meer Pardo Christoph Auth F. Dascalu OffRL 18 0 0 11 Aug 2022
Learn Continuously, Act Discretely: Hybrid Action-Space Reinforcement Learning For Optimal Execution Feiyang Pan Tongzhe Zhang Ling Luo Jia He Shuoli Liu 9 7 0 22 Jul 2022
Hindsight Learning for MDPs with Exogenous Inputs Sean R. Sinclair Felipe Vieira Frujeri Ching-An Cheng Luke Marshall Hugo Barbalho Jingling Li Jennifer Neville Ishai Menache Adith Swaminathan 18 22 0 13 Jul 2022
Bootstrapped Transformer for Offline Reinforcement Learning Kerong Wang Hanye Zhao Xufang Luo Kan Ren Weinan Zhang Dongsheng Li OffRL 16 37 0 17 Jun 2022
Safe-FinRL: A Low Bias and Variance Deep Reinforcement Learning Implementation for High-Freq Stock Trading Zitao Song Xuyang Jin Chenliang Li OffRL AIFin 21 1 0 13 Jun 2022
Towards Applicable Reinforcement Learning: Improving the Generalization and Sample Efficiency with Policy Ensemble Zhengyu Yang Kan Ren Xufang Luo Minghuan Liu Weiqing Liu Jiang Bian Weinan Zhang Dongsheng Li 33 19 0 19 May 2022
PerfectDou: Dominating DouDizhu with Perfect Information Distillation Yang Guan Minghuan Liu Weijun Hong Weinan Zhang Fei Fang Guangjun Zeng Yue Lin 25 26 0 30 Mar 2022
Data-Free Knowledge Transfer: A Survey Yuang Liu Wei Zhang Jun Wang Jianyong Wang 32 48 0 31 Dec 2021
DeepScalper: A Risk-Aware Reinforcement Learning Framework to Capture Fleeting Intraday Trading Opportunities Shuo Sun Wanqi Xue R. Wang Xu He Junlei Zhu Jian Li Bo An 11 20 0 15 Dec 2021
Reinforcement Learning for Quantitative Trading Shuo Sun R. Wang Bo An OffRL AIFin 16 51 0 28 Sep 2021
Reinforcement Learning with Non-Markovian Rewards Maor Gaon Ronen I. Brafman OffRL 38 75 0 05 Dec 2019