2024
MacroHFT: Memory Augmented Context-aware Reinforcement Learning On High Frequency Trading.
Proceedings of the 30th ACM SIGKDD Conference on Knowledge Discovery and Data Mining, 2024

A Multimodal Foundation Agent for Financial Trading: Tool-Augmented, Diversified, and Generalist.
Proceedings of the 30th ACM SIGKDD Conference on Knowledge Discovery and Data Mining, 2024

EarnHFT: Efficient Hierarchical Reinforcement Learning for High Frequency Trading.
Proceedings of the Thirty-Eighth AAAI Conference on Artificial Intelligence, 2024

2023
PRUDEX-Compass: Towards Systematic Evaluation of Reinforcement Learning in Financial Markets.
Trans. Mach. Learn. Res., 2023

TradeMaster: A Holistic Quantitative Trading Platform Empowered by Reinforcement Learning.
Proceedings of the Advances in Neural Information Processing Systems 36: Annual Conference on Neural Information Processing Systems 2023, 2023