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Lingxuan Zhao

dblp:232/5098 · DBLP profile ↗
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3ranked-venue papers
0as first author
3since 2021 · last 2024
—ORCID · conflict

Domains — the database's venue-derived domains; a paper can count in several

Artificial intelligence and machine learning · 3 · 3 since 2021Systems, architecture and hardware · 1 · 1 since 2021Databases, data management, data science and information retrieval · 1 · 1 since 2021

Expertise — from the expertise taxonomy: the topics of the expert's papers under the CCF categories. A weight counts papers with recency: 1 for a paper about the topic, 0.3 when the topic is its context, halved every five years.

Interdisciplinary, comprehensive, and emerging computing
2 papers
Computational finance and economics · 100%
Artificial intelligence
1 paper
Reinforcement learning · 100%

Topics — the 4 heaviest of 5, each with the papers that count most for it

TopicWeightPapersLastEvidence papers
Computational finance and economics
algorithmic trading
0.812024
A Multimodal Foundation Agent for Financial Trading: Tool-Augmented, Diversified, and Generalist · KDD 2024
Computational finance and economics › quantitative investment
quantitative trading
0.712023
TradeMaster: A Holistic Quantitative Trading Platform Empowered by Reinforcement Learning · NeurIPS 2023
Computational finance and economics › algorithmic trading
reinforcement learning for trading
0.712023
TradeMaster: A Holistic Quantitative Trading Platform Empowered by Reinforcement Learning · NeurIPS 2023
Computational finance and economics › financial market analysis
financial market simulation
0.212023
TradeMaster: A Holistic Quantitative Trading Platform Empowered by Reinforcement Learning · NeurIPS 2023

Methods — techniques the papers use, named apart from their topics

reinforcement learning · 2.1multimodal foundation model · 0.8memory retrieval · 0.8
YearPublicationVenuePosition
2024 Feasible Region Construction by Polygon Merging for Continuous Bipedal Walking
abstract
Feasible regions for continuous walking must provide necessary information for footstep planning, including surrounding landing areas and details about obstacles to be avoided during foot swing. However, the current frame lacks sufficient information to construct a feasible region needed at the current moment due to knee occlusion. To this end, this paper uses polygon merging to construct an information-complete feasible region. This polygon merging refers to merging polygons from the current frame and a specific previous frame. Since the polygon is more concise and efficient than point cloud for environmental representation, construction can be completed quickly without GPU acceleration. Experiments show that the proposed method successfully constructs informative feasible regions within the allowed time frame, enabling the robot to navigate stairs.
Xuechao Chen, Hengbo Qi, Qingqing Li 0004, Qingrui Zhao, Yongliang Shi, Zhangguo Yu, Lingxuan Zhao, Zhihong Jiang
IROS8
2024 A Multimodal Foundation Agent for Financial Trading: Tool-Augmented, Diversified, and Generalist
abstract
Financial trading is a crucial component of the markets, informed by a multimodal information landscape encompassing news, prices, and Kline charts, and encompasses diverse tasks such as quantitative trading and high-frequency trading with various assets. While advanced AI techniques like deep learning and reinforcement learning are extensively utilized in finance, their application in financial trading tasks often faces challenges due to inadequate handling of multimodal data and limited generalizability across various tasks. To address these challenges, we present FinAgent, a multimodal foundational agent with tool augmentation for financial trading. FinAgent's market intelligence module processes a diverse range of data-numerical, textual, and visual-to accurately analyze the financial market. Its unique dual-level reflection module not only enables rapid adaptation to market dynamics but also incorporates a diversified memory retrieval system, enhancing the agent's ability to learn from historical data and improve decision-making processes. The agent's emphasis on reasoning for actions fosters trust in its financial decisions. Moreover, FinAgent integrates established trading strategies and expert insights, ensuring that its trading approaches are both data-driven and rooted in sound financial principles. With comprehensive experiments on 6 financial datasets, including stocks and Crypto, FinAgent significantly outperforms 12 state-of-the-art baselines in terms of 6 financial metrics with over 36% average improvement on profit. Specifically, a 92.27% return (a 84.39% relative improvement) is achieved on one dataset. Notably, FinAgent is the first advanced multimodal foundation agent designed for financial trading tasks.
Wentao Zhang 0007, Lingxuan Zhao, Haochong Xia, Jiaze Sun, Molei Qin, Yilei Zhao 0001, Xinyu Cai, Longtao Zheng, Xinrun Wang, Bo An 0001
KDD2
2023 TradeMaster: A Holistic Quantitative Trading Platform Empowered by Reinforcement Learning
abstract
The financial markets, which involve over \$90 trillion market capitals, attract the attention of innumerable profit-seeking investors globally. Recent explosion of reinforcement learning in financial trading (RLFT) research has shown stellar performance on many quantitative trading tasks. However, it is still challenging to deploy reinforcement learning (RL) methods into real-world financial markets due to the highly composite nature of this domain, which entails design choices and interactions between components that collect financial data, conduct feature engineering, build market environments, make investment decisions, evaluate model behaviors and offers user interfaces. Despite the availability of abundant financial data and advanced RL techniques, a remarkable gap still exists between the potential and realized utilization of RL in financial trading. In particular, orchestrating an RLFT project lifecycle poses challenges in engineering (i.e. hard to build), benchmarking (i.e. hard to compare) and usability (i.e. hard to optimize, maintain and use). To overcome these challenges, we introduce TradeMaster, a holistic open-source RLFT platform that serves as a i) software toolkit, ii) empirical benchmark, and iii) user interface. Our ultimate goal is to provide infrastructures for transparent and reproducible RLFT research and facilitate their real-world deployment with industry impact. TradeMaster will be updated continuously and welcomes contributions from both RL and finance communities.
Molei Qin, Wentao Zhang 0007, Haochong Xia, Chuqiao Zong, Yonggang Xie, Lingxuan Zhao, Xinrun Wang, Bo An 0001
NeurIPS8