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Zeting Chen

dblp:343/9753 · DBLP profile ↗
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1ranked-venue papers
1as first author
1since 2021 · last 2025
—ORCID · none

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

Artificial intelligence and machine learning · 1 · 1 first-author · 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
1 paper
Computational finance and economics · 100%
Artificial intelligence
1 paper
Reinforcement learning · 100%

Topics — the 3 heaviest of 4, each with the papers that count most for it

TopicWeightPapersLastEvidence papers
Machine learning › Reinforcement learning
multi-agent reinforcement learning
0.912025
OPHR: Mastering Volatility Trading with Multi-Agent Deep Reinforcement Learning · NeurIPS 2025
Computational finance and economics
hedging
0.312025
OPHR: Mastering Volatility Trading with Multi-Agent Deep Reinforcement Learning · NeurIPS 2025
Computational finance and economics
risk management
0.312025
OPHR: Mastering Volatility Trading with Multi-Agent Deep Reinforcement Learning · NeurIPS 2025

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

multi-agent deep reinforcement learning · 1.7
YearPublicationVenuePosition
2025 OPHR: Mastering Volatility Trading with Multi-Agent Deep Reinforcement Learning
abstract
Options markets represent one of the most sophisticated segments of the financial ecosystem, with prices that directly reflect market uncertainty. In this paper, we introduce the first reinforcement learning (RL) framework specifically designed for volatility trading through options, focusing on profit from the difference between implied volatility and realized volatility. Our multi-agent architecture consists of an Option Position Agent (OP-Agent) responsible for volatility timing by controlling long/short volatility positions, and a Hedger Routing Agent (HR-Agent) that manages risk and maximizes path-dependent profits by selecting optimal hedging strategies with different risk preferences. Evaluating our approach using cryptocurrency options data from 2021-2024, we demonstrate superior performance on BTC and ETH, significantly outperforming traditional strategies and machine learning baselines across all profit and risk-adjusted metrics while exhibiting sophisticated trading behavior. The code framework and sample data of this paper have been released on https://github.com/Edwicn/OPHR-MasteringVolatilityTradingwithMultiAgentDeepReinforcementLearning
Zeting Chen, Xinyu Cai, Molei Qin, Bo An 0001
NeurIPS1