Reinforcement learning for quantitative trading S Sun, R Wang, B An ACM Transactions on Intelligent Systems and Technology 14 (3), 1-29, 2023 | 82 | 2023 |
PrefRec: recommender systems with human preferences for reinforcing long-term user engagement W Xue, Q Cai, Z Xue, S Sun, S Liu, D Zheng, P Jiang, K Gai, B An Proceedings of the 29th ACM SIGKDD Conference on Knowledge Discovery and …, 2023 | 29* | 2023 |
DeepScalper: A risk-aware reinforcement learning framework to capture fleeting intraday trading opportunities S Sun, W Xue, R Wang, X He, J Zhu, J Li, B An Proceedings of the 31st ACM International Conference on Information …, 2022 | 28* | 2022 |
Deep reinforcement learning for quantitative trading: Challenges and opportunities B An, S Sun, R Wang IEEE Intelligent Systems 37 (2), 23-26, 2022 | 28 | 2022 |
Value functions for depth-limited solving in imperfect-information games beyond poker D Seitz, V Kovařík, V Lisý, J Rudolf, S Sun, K Ha Artificial Intelligence, 2023 | 26* | 2023 |
Earnhft: Efficient hierarchical reinforcement learning for high frequency trading M Qin, S Sun, W Zhang, H Xia, X Wang, B An Proceedings of the AAAI Conference on Artificial Intelligence 38 (13), 14669 …, 2024 | 21 | 2024 |
FinAgent: A Multimodal Foundation Agent for Financial Trading: Tool-Augmented, Diversified, and Generalist W Zhang, L Zhao, H Xia, S Sun, J Sun, M Qin, X Li, Y Zhao, Y Zhao, X Cai, ... arXiv preprint arXiv:2402.18485, 2024 | 13 | 2024 |
A multimodal foundation agent for financial trading: Tool-augmented, diversified, and generalist W Zhang, L Zhao, H Xia, S Sun, J Sun, M Qin, X Li, Y Zhao, Y Zhao, X Cai, ... Proceedings of the 30th ACM SIGKDD Conference on Knowledge Discovery and …, 2024 | 12 | 2024 |
Mastering stock markets with efficient mixture of diversified trading experts S Sun, X Wang, W Xue, X Lou, B An Proceedings of the 29th ACM SIGKDD Conference on Knowledge Discovery and …, 2023 | 12 | 2023 |
Value functions for depth-limited solving in imperfect-information games V Kovarık, D Seitz, V Lisý, J Rudolf, S Sun, K Ha AAAI Reinforcement Learning in Games Workshop 132, 133-138, 2021 | 10 | 2021 |
PRUDEX-compass: Towards systematic evaluation of reinforcement learning in financial markets S Sun, M Qin, X Wang, B An arXiv preprint arXiv:2302.00586, 2023 | 8 | 2023 |
Reinforcement Learning with Maskable Stock Representation for Portfolio Management in Customizable Stock Pools W Zhang, Y Zhao, S Sun, J Ying, Y Xie, Z Song, X Wang, B An Proceedings of the ACM on Web Conference 2024, 187-198, 2024 | 6 | 2024 |
TradeMaster: a holistic quantitative trading platform empowered by reinforcement learning S Sun, M Qin, W Zhang, H Xia, C Zong, J Ying, Y Xie, L Zhao, X Wang, ... Advances in Neural Information Processing Systems 36, 59047-59061, 2023 | 6 | 2023 |
Market-GAN: Adding Control to Financial Market Data Generation with Semantic Context H Xia, S Sun, X Wang, B An Proceedings of the AAAI Conference on Artificial Intelligence 38 (14), 15996 …, 2024 | 3 | 2024 |
Quantitative stock investment by routing uncertainty-aware trading experts: A multi-task learning approach S Sun, R Wang, B An arXiv preprint arXiv:2207.07578, 2022 | 3 | 2022 |
Reinforcement learning for financial trading: algorithms, evaluations and platforms S Sun Nanyang Technological University, 2024 | | 2024 |
TradeMaster Appendix S Sun, M Qin, WZHXC Zong, JYYXL Zhao, XWB An | | |
Feature Shapley: A general framework to discovering useful feature interactions Z Lin, B Ye, X He, S Sun, R Wang, R Yin, X Chi, CK Kwoh | | |