no code implementations • 19 Nov 2021 • Peng Zhou, Fangyi Li
The net value of the fund is affected by performance and market, and the researchers try to quantify these effects to predict the future net value by establishing different models.
no code implementations • 19 Nov 2021 • Yizhuo Li, Peng Zhou, Fangyi Li, Xiao Yang
The authors combined the deep Q network in reinforcement learning with the sentiment quantitative indicator ARBR to build a high-frequency stock trading model for the share market.
no code implementations • 4 Dec 2020 • Nan Tang, Ju Fan, Fangyi Li, Jianhong Tu, Xiaoyong Du, Guoliang Li, Sam Madden, Mourad Ouzzani
RPT is pre-trained for a tuple-to-tuple model by corrupting the input tuple and then learning a model to reconstruct the original tuple.