STORM: A Spatio-Temporal Factor Model Based on Dual Vector Quantized Variational Autoencoders for Financial Trading

no code implementations • 12 Dec 2024 • Yilei Zhao, Wentao Zhang, Tingran Yang, Yong Jiang, Fei Huang, Wei Yang Bryan Lim

In financial trading, factor models are widely used to price assets and capture excess returns from mispricing.

Diversity

A Multimodal Foundation Agent for Financial Trading: Tool-Augmented, Diversified, and Generalist

no code implementations • 28 Feb 2024 • Wentao Zhang, Lingxuan Zhao, Haochong Xia, Shuo Sun, Jiaze Sun, Molei Qin, Xinyi Li, Yuqing Zhao, Yilei Zhao, Xinyu Cai, Longtao Zheng, Xinrun Wang, Bo An

Notably, FinAgent is the first advanced multimodal foundation agent designed for financial trading tasks.

Reinforcement Learning with Maskable Stock Representation for Portfolio Management in Customizable Stock Pools

1 code implementation • 17 Nov 2023 • Wentao Zhang, Yilei Zhao, Shuo Sun, Jie Ying, Yonggang Xie, Zitao Song, Xinrun Wang, Bo An

Specifically, the target stock pool of different investors varies dramatically due to their discrepancy on market states and individual investors may temporally adjust stocks they desire to trade (e. g., adding one popular stocks), which lead to customizable stock pools (CSPs).

Management reinforcement-learning +1