Search Results for author: Boyi Zhang

Found 2 papers, 1 papers with code

Mastering Pair Trading with Risk-Aware Recurrent Reinforcement Learning

no code implementations • 1 Apr 2023 • Weiguang Han, Jimin Huang, Qianqian Xie, Boyi Zhang, Yanzhao Lai, Min Peng

Although pair trading is the simplest hedging strategy for an investor to eliminate market risk, it is still a great challenge for reinforcement learning (RL) methods to perform pair trading as human expertise.

PAIR TRADING reinforcement-learning +1

Paper
Add Code

Select and Trade: Towards Unified Pair Trading with Hierarchical Reinforcement Learning

1 code implementation • 25 Jan 2023 • Weiguang Han, Boyi Zhang, Qianqian Xie, Min Peng, Yanzhao Lai, Jimin Huang

For pair selection, ignoring the trading performance results in the wrong assets being selected with irrelevant price movements, while the agent trained for trading can overfit to the selected assets without any historical information of other assets.

Ranked #1 on PAIR TRADING on S&P 500 Pair Trading

Hierarchical Reinforcement Learning PAIR TRADING +2

Paper
Code

Cannot find the paper you are looking for? You can Submit a new open access paper.