Zhixia Zhang

dblp:199/0416 · DBLP profile ↗
← Back
5ranked-venue papers in the field
2as first author
5since 2021 · last 2026
—ORCID · conflict

Domains — venue-derived; a paper can count in several

Knowledge Engineering, Semantic Web & Information Systems · 4 (2 first)Data Mining & Knowledge Discovery · 1
YearPublicationVenuePosition
2026 Bayesian Robust Financial Trading with Adversarial Synthetic Market Data
abstract
Algorithmic trading relies on machine learning models to make trading decisions. Despite strong in-sample performance, these models often degrade when confronted with evolving real-world market regimes, which can shift dramatically due to macroeconomic changes—e.g., monetary policy updates or unanticipated fluctuations in participant behavior. We identify two core challenges that perpetuate this mismatch: (1) insufficient robustness in existing policy against uncertainties in high-level market fluctuations, and (2) the absence of a realistic and diverse simulation environment for training, leading to policy overfitting. To address these issues, we propose a Bayesian Robust Framework that systematically integrates a macro-conditioned generative model with robust policy learning. On the data side, to generate realistic and diverse data, we propose a macro-conditioned GAN-based generator that leverages macroeconomic indicators as primary control variables, synthesizing data with faithful temporal, cross-instrument, and macro correlations. On the policy side, to learn robust policy against market fluctuations, we cast the trading process as a two-player zero-sum Bayesian Markov game, wherein an adversarial agent simulates shifting regimes by perturbing macroeconomic indicators in the macro-conditioned generator, while the trading agent—guided by a quantile belief network—maintains and updates its belief over hidden market states. The trading agent seeks a Robust Perfect Bayesian Equilibrium via Bayesian neural fictitious self-play, stabilizing learning under adversarial market perturbations. Extensive experiments on 9 financial instruments demonstrate that our framework outperforms 9 state-of-the-art baselines. In extreme events like the COVID pandemic, our method shows improved profitability and risk management, offering a reliable solution for trading under uncertain and rapidly shifting market dynamics.
Haochong Xia, Ruixiao Xu, Zhixia Zhang, Zhiqian Liu, Teng Yao Long, Molei Qin, Chuqiao Zong, Bo An 0001
KDD (1)4
2024 Resource-aware multi-criteria vehicle participation for federated learning in Internet of vehicles
Jie Wen 0008, Zhixia Zhang, Zhihua Cui, Xingjuan Cai, Jinjun Chen
Inf. Sci.3
2023 An interval multi-objective optimization algorithm based on elite genetic strategy
Zhihua Cui, Yaqing Jin, Zhixia Zhang, Jinjun Chen
Inf. Sci.3
2023 Cooperative-competitive two-stage game mechanism assisted many-objective evolutionary algorithm
Zhixia Zhang, Hui Wang 0002, Wensheng Zhang 0002, Zhihua Cui
Inf. Sci.1
2022 An efficient interval many-objective evolutionary algorithm for cloud task scheduling problem under uncertainty
Zhixia Zhang, Mengkai Zhao, Hui Wang 0002, Zhihua Cui, Wensheng Zhang 0002
Inf. Sci.1