Search Results for author: Wenhang Bao

Found 3 papers, 1 papers with code

Fairness in Multi-agent Reinforcement Learning for Stock Trading

no code implementations14 Dec 2019 Wenhang Bao

In this paper, we propose a novel scheme that utilizes multi-agent reinforcement learning systems to derive stock trading strategies for all clients which keep a balance between revenue and fairness.

Fairness Multi-agent Reinforcement Learning +2

Spatial Influence-aware Reinforcement Learning for Intelligent Transportation System

no code implementations14 Dec 2019 Wenhang Bao, Xiao-Yang Liu

We demonstrate three types of directed communications to show the effect of directions of social influence on the entire network utility and individual utility.

reinforcement-learning Reinforcement Learning (RL)

Multi-Agent Deep Reinforcement Learning for Liquidation Strategy Analysis

5 code implementations24 Jun 2019 Wenhang Bao, Xiao-Yang Liu

Liquidation is the process of selling a large number of shares of one stock sequentially within a given time frame, taking into consideration the costs arising from market impact and a trader's risk aversion.

reinforcement-learning Reinforcement Learning (RL)

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