Image de couverture de livre

Mining Intraday Risk Factor Collections via Hierarchical Reinforcement Learning based on Transferred Options

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Xu, Wenyan, Chen, Jiayu, Xiang, Dawei, Li, Chen, Hu, Yonghong, Lu, Zhonghua
Format:	Preprint
Publié:	2025
Sujets:	Computational Engineering, Finance, and Science
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

HRFT: Mining High-Frequency Risk Factor Collections End-to-End via Transformer
par: Xu, Wenyan, et autres
Publié: (2024)

Learning Explainable Stock Predictions with Tweets Using Mixture of Experts
par: Xu, Wenyan, et autres
Publié: (2025)

Deep Reinforcement Learning Algorithms for Option Hedging
par: Neagu, Andrei, et autres
Publié: (2025)

IVE: Enhanced Probabilistic Forecasting of Intraday Volume Ratio with Transformers
par: Lee, Hanwool, et autres
Publié: (2024)

FinMultiTime: A Four-Modal Bilingual Dataset for Financial Time-Series Analysis
par: Xu, Wenyan, et autres
Publié: (2025)

Numin: Weighted-Majority Ensembles for Intraday Trading
par: Mukherjee, Aniruddha, et autres
Publié: (2024)

Designing On-Chain Options: Amortizing Perpetual Options
par: Bichuch, Maxim, et autres
Publié: (2026)

The Value of Battery Energy Storage in the Continuous Intraday Market: Forecast vs. Perfect Foresight Strategies
par: Hornek, Timothée, et autres
Publié: (2025)

Learning Collective Medication Effects via Multi-level Abstraction for Medication Recommendation
par: Wang, Yanda, et autres
Publié: (2026)

From Flat to Hierarchical: Evolving Tree-structured Thoughts for Fine-grained Alpha Mining
par: Ren, Junji, et autres
Publié: (2025)

Multi-granularity Score-based Generative Framework Enables Efficient Inverse Design of Complex Organics
par: Chen, Zijun, et autres
Publié: (2024)

Option pricing model under the G-expectation framework
par: Pei, Ziting, et autres
Publié: (2026)

Optimization of Pressure Management Strategies for Geological CO2 Sequestration Using Surrogate Model-based Reinforcement Learning
par: Chen, Jungang, et autres
Publié: (2024)

Intelligent Optimization of Mine Environmental Damage Assessment and Repair Strategies Based on Deep Learning
par: Cheng, Qishuo
Publié: (2024)

UAV Trajectory and Bandwidth Allocation for Efficient Data Collection in Low-Altitude Intelligent IoT: A Hierarchical DRL Approach
par: Xu, Zhenjia, et autres
Publié: (2026)

Resilience-based post disaster recovery optimization for infrastructure system via Deep Reinforcement Learning
par: Liang, Huangbin, et autres
Publié: (2024)

Quantum-Enhanced Reinforcement Learning with LSTM Forecasting Signals for Optimizing Fintech Trading Decisions
par: Liu, Yen-Ku, et autres
Publié: (2025)

Option Pricing with Convolutional Kolmogorov-Arnold Networks
par: Li, Zeyuan, et autres
Publié: (2024)

AeroTSBoost: Temporal-Statistical Boosting for Real-World UAV Telemetry Anomaly Mining
par: Wei, Junhao, et autres
Publié: (2026)

Deep Reinforcement Learning in Factor Investment
par: Liu, Junlin
Publié: (2025)

Efficient Top-k Vulnerable Nodes Detection in Uncertain Graphs
par: Cheng, Dawei, et autres
Publié: (2019)

Research on stock price forecast of general electric based on mixed CNN-LSTM model
par: Hu, Zi-xi, et autres
Publié: (2025)

Reinforcement Learning from Human Feedback for Lane Changing of Autonomous Vehicles in Mixed Traffic
par: Wang, Yuting, et autres
Publié: (2024)

Alphanetv4: Alpha Mining Model
par: Wu, Wenjun
Publié: (2024)

Portfolio Optimization under Recursive Utility via Reinforcement Learning
par: Chang, Minkey
Publié: (2026)

Fair Interest Rates Are Impossible for Lending Pools: Results from Options Pricing
par: Halpern, Joe, et autres
Publié: (2024)

Reasoning-Driven Retrosynthesis Prediction with Large Language Models via Reinforcement Learning
par: Zhang, Situo, et autres
Publié: (2025)

Hedging Beyond the Mean: A Distributional Reinforcement Learning Perspective for Hedging Portfolios with Structured Products
par: Sharma, Anil, et autres
Publié: (2024)

Navigating Chemical-Linguistic Sharing Space with Heterogeneous Molecular Encoding
par: Lv, Liuzhenghao, et autres
Publié: (2024)

Identifying Evidence Subgraphs for Financial Risk Detection via Graph Counterfactual and Factual Reasoning
par: Du, Huaming, et autres
Publié: (2025)

Optimal Intraday Power Trading for Single-Price Balancing Markets: An Adaptive Risk-Averse Strategy using Mixture Models
par: Bruneel, Robin, et autres
Publié: (2024)

Adaptive Coordinate Transforms for Neural Operators
par: Liu, Chaoyu, et autres
Publié: (2026)

Discovering Flow Separation Control Strategies in 3D Wings via Deep Reinforcement Learning
par: Montalà, R., et autres
Publié: (2025)

Q-A3C2: Quantum Reinforcement Learning with Time-Series Dynamic Clustering for Adaptive ETF Stock Selection
par: Liu, Yen-Ku, et autres
Publié: (2025)

KANOP: A Data-Efficient Option Pricing Model using Kolmogorov-Arnold Networks
par: Handal, Rushikesh, et autres
Publié: (2024)

Evaluation of Deep Reinforcement Learning Algorithms for Portfolio Optimisation
par: Lu, Chung I
Publié: (2023)

Physical regularized Hierarchical Generative Model for Metallic Glass Structural Generation and Energy Prediction
par: Chen, Qiyuan, et autres
Publié: (2025)

Expected Revenue, Risk, and Grid Impact of Bitcoin Mining: A Decision-Theoretic Perspective
par: Cai, Yuting, et autres
Publié: (2025)

Hierarchical Multi-Objective Optimization for Precise Performance Design of Closed-Chain Legged Mechanisms
par: Guo, Long, et autres
Publié: (2025)

HypeR Adaptivity: Joint $hr$-Adaptive Meshing via Hypergraph Multi-Agent Deep Reinforcement Learning
par: Grillo, Niccolò, et autres
Publié: (2025)