Publications

(* and † indicate equal contribution and corresponding author)

A multimodal foundation agent for financial trading: Tool-augmented, diversified, and generalist
KDD 2024
Wentao Zhang, Lingxuan Zhao, Haochong Xia, Shuo Sun, Jiaze Sun, Molei Qin, Xinyi Li, Yuqing Zhao, Yilei Zhao, Xinyu Cai, Longtao Zheng, Xinrun Wang, Bo An

Reinforcement learning with maskable stock representation for portfolio management in customizable stock pools
WWW 2024
Wentao Zhang, Yilei Zhao, Shuo Sun†, Jie Ying, Yonggang Xie, Zitao Song, Xinrun Wang, Bo An

EarnHFT: Efficient hierarchical reinforcement learning for high frequency trading
AAAI 2024
Molei Qin^*, Shuo Sun^*, Wentao Zhang, Haochong Xia, Xinrun Wang, Bo An

Market-gan: Adding control to financial market data generation with semantic context
AAAI 2024
Haochong Xia, Shuo Sun, Xinrun Wang, Bo An

TradeMaster: A holistic quantitative trading platform empowered by reinforcement learning
NeurIPS 2023
Shuo Sun^*, Molei Qin^*, Wentao Zhang, Haochong Xia, Chuqiao Zong, Jie Ying, Yonggang Xie, Lingxuan Zhao, Xinrun Wang, Bo An

Towards systematic evaluation of reinforcement learning in financial markets
Transactions on Machine Learning Research 2023
Shuo Sun, Molei Qin, Xinrun Wang, Bo An

Mastering stock markets with efficient mixture of diversified trading experts
KDD 2023
Shuo Sun^*, Molei Qin^*, Wentao Zhang, Haochong Xia, Chuqiao Zong, Jie Ying, Yonggang Xie, Lingxuan Zhao, Xinrun Wang, Bo An

PrefRec: Recommender systems with human preferences for reinforcing long-term user engagement
KDD 2023
Wanqi Xue, Qingpeng Cai, Zhenghai Xue, Shuo Sun, Shuchang Liu, Dong Zheng, Peng Jiang, Kun Gai, Bo An

Reinforcement learning for quantitative trading
ACM Transactions on Intelligent Systems and Technology 2023
Shuo Sun, Rundong Wang, Bo An

Value functions for depth-limited solving in zero-sum imperfect-information games
Artificial Intelligence 2023
Vojtěch Kovařík, Dominik Seitz, Viliam Lisý, Jan Rudolf, Shuo Sun, Karel Ha

DeepScalper: A risk-aware reinforcement learning framework to capture fleeting intraday trading opportunities,
CIKM 2022
Shuo Sun, Rundong Wang, Wanqi Xue, Xu He, Junlei Zhu, Jian Li, Bo An

Deep Reinforcement learning for quantitative trading: Challenges and opportunities
IEEE Intelligent Systems 2023
Bo An, Shuo Sun, Rundong Wang