IMM: An Imitative Reinforcement Learning Approach with Predictive Representation Learning for Automatic Market Making

no code implementations • 17 Aug 2023 • Hui Niu, Siyuan Li, Jiahao Zheng, Zhouchi Lin, Jian Li, Jian Guo, Bo An

Market making (MM) has attracted significant attention in financial trading owing to its essential function in ensuring market liquidity.

Imitation Learning Reinforcement Learning (RL) +1

MetaTrader: An Reinforcement Learning Approach Integrating Diverse Policies for Portfolio Optimization

no code implementations • 1 Sep 2022 • Hui Niu, Siyuan Li, Jian Li

We evaluate the proposed approach on three real-world index datasets and compare it to state-of-the-art baselines.

Imitation Learning Management +3

Trade When Opportunity Comes: Price Movement Forecasting via Locality-Aware Attention and Iterative Refinement Labeling

no code implementations • 26 Jul 2021 • Liang Zeng, Lei Wang, Hui Niu, Ruchen Zhang, Ling Wang, Jian Li

In a set of experiments on three real-world financial markets: stocks, cryptocurrencies, and ETFs, LARA significantly outperforms several machine learning based methods on the Qlib quantitative investment platform.

Metric Learning Time Series Analysis