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Microstructure-Empowered Stock Factor Extraction and Utilization

Microstructure-Empowered Stock Factor Extraction and Utilization

Xianfeng Jiao
Zizhong Li
Chang Xu
Yang Liu
Weiqing Liu
Jiangze Bian
ArXiv (abs)PDFHTML

Papers citing "Microstructure-Empowered Stock Factor Extraction and Utilization"

2 / 2 papers shown
Title
Universal Trading for Order Execution with Oracle Policy Distillation
Universal Trading for Order Execution with Oracle Policy Distillation
Yuchen Fang
Kan Ren
Weiqing Liu
Dong Zhou
Weinan Zhang
Jiang Bian
Yong Yu
Tie-Yan Liu
OffRL
76
46
0
28 Jan 2021
Model-based Reinforcement Learning for Predictions and Control for Limit Order Books
Model-based Reinforcement Learning for Predictions and Control for Limit Order Books
Haoran Wei
Yuanbo Wang
L. Mangu
Keith S. Decker
56
25
0
09 Oct 2019

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