Cross-contextual Sequential Optimization via Deep Reinforcement Learning for Algorithmic Trading.

@inproceedings{pan-2024-crosscontextual, author = {Kaiming Pan and Yifan Hu and Li Han and Haoyu Sun and Dawei Cheng and Yuqi Liang}, editor = {Edoardo Serra and Francesca Spezzano}, title = {{Cross-contextual Sequential Optimization via Deep Reinforcement Learning for Algorithmic Trading}}, booktitle = {{Proceedings of the 33rd ACM International Conference on Information and Knowledge Management, CIKM 2024, Boise, ID, USA, October 21-25, 2024}}, pages = {4811--4818}, publisher = {ACM}, year = {2024}, url = {https://doi.org/10.1145/3627673.3680101}, doi = {https://doi.org/10.1145/3627673.3680101} }