MacroHFT: Memory Augmented Context-aware Reinforcement Learning On High
Frequency Trading

MacroHFT: Memory Augmented Context-aware Reinforcement Learning On High Frequency Trading

20 June 2024

Chuqiao Zong

Chaojie Wang

Molei Qin

Lei Feng

Xinrun Wang

Bo An

Papers citing "MacroHFT: Memory Augmented Context-aware Reinforcement Learning On High Frequency Trading"

13 / 13 papers shown

Title
Towards Generalizable Reinforcement Learning for Trade Execution Wei Shen Yitong Duan Xiaoyu Chen Jianyu Chen Jian Li L. Zhao OffRL 27 7 0 12 May 2023
A Novel Deep Reinforcement Learning Based Automated Stock Trading System Using Cascaded LSTM Networks Jie Zou Jiashu Lou Baohua Wang Sixue Liu AIFin 34 29 0 06 Dec 2022
MetaTrader: An Reinforcement Learning Approach Integrating Diverse Policies for Portfolio Optimization Hui Niu Siyuan Li Jian Li AIFin 43 31 0 01 Sep 2022
DeepScalper: A Risk-Aware Reinforcement Learning Framework to Capture Fleeting Intraday Trading Opportunities Shuo Sun Wanqi Xue Rongpin Wang Xu He Junlei Zhu Jian Li Bo An 42 20 0 15 Dec 2021
Deep Reinforcement Learning for Active High Frequency Trading Antonio Briola J. Turiel Riccardo Marcaccioli Alvaro Cauderan T. Aste AIFin AI4TS 23 33 0 18 Jan 2021
Deep Stock Trading: A Hierarchical Reinforcement Learning Framework for Portfolio Optimization and Order Execution Rongpin Wang Hongxin Wei Bo An Zhouyan Feng Jun Yao AIFin 28 43 0 23 Dec 2020
FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance Xiao-Yang Liu Hongyang Yang Qian Chen Runjia Zhang Liuqing Yang Bowen Xiao Chris Wang AIFin OffRL 32 121 0 19 Nov 2020
An Application of Deep Reinforcement Learning to Algorithmic Trading Thibaut Théate D. Ernst AIFin 26 166 0 07 Apr 2020
Deep Reinforcement Learning for Trading Zihao Zhang S. Zohren Stephen J. Roberts AIFin 28 207 0 22 Nov 2019
Episodic Memory Deep Q-Networks Zichuan Lin Tianqi Zhao Guangwen Yang Lintao Zhang OffRL 35 85 0 19 May 2018
Proximal Policy Optimization Algorithms John Schulman Filip Wolski Prafulla Dhariwal Alec Radford Oleg Klimov OffRL 241 18,685 0 20 Jul 2017
Neural Episodic Control Alexander Pritzel Benigno Uria Sriram Srinivasan A. Badia Oriol Vinyals Demis Hassabis Daan Wierstra Charles Blundell OffRL BDL 77 344 0 06 Mar 2017
Dueling Network Architectures for Deep Reinforcement Learning Ziyun Wang Tom Schaul Matteo Hessel H. V. Hasselt Marc Lanctot Nando de Freitas OffRL 67 3,742 0 20 Nov 2015