Search Results for author: Ziyi Xia

Found 2 papers, 2 papers with code

Dynamic Datasets and Market Environments for Financial Reinforcement Learning

4 code implementations • 25 Apr 2023 • Xiao-Yang Liu, Ziyi Xia, Hongyang Yang, Jiechao Gao, Daochen Zha, Ming Zhu, Christina Dan Wang, Zhaoran Wang, Jian Guo

The financial market is a particularly challenging playground for deep reinforcement learning due to its unique feature of dynamic datasets.

reinforcement-learning

9,016

Paper
Code

FinRL-Meta: Market Environments and Benchmarks for Data-Driven Financial Reinforcement Learning

4 code implementations • 6 Nov 2022 • Xiao-Yang Liu, Ziyi Xia, Jingyang Rui, Jiechao Gao, Hongyang Yang, Ming Zhu, Christina Dan Wang, Zhaoran Wang, Jian Guo

However, establishing high-quality market environments and benchmarks for financial reinforcement learning is challenging due to three major factors, namely, low signal-to-noise ratio of financial data, survivorship bias of historical data, and model overfitting in the backtesting stage.

reinforcement-learning Reinforcement Learning (RL)

9,016

Paper
Code

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