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AAAI 2025

March 01, 2025

Philadelphia, United States

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Deep reinforcement learning (DRL) has revolutionized quantitative trading (Q-trading) by achieving decent performance without significant human expert knowledge. Despite its achievements, we observe that the current state-of-the-art DRL models are still ineffective in identifying the market trends, causing them to miss good trading opportunity or suffer from large drawdowns when encountering market crashes. To tackle this limitation, a natural idea is to embed human expert knowledge regarding market analysis. Whereas, such knowledge is abstract and hard to be quantified. In order to effectively leverage the abstract human expert knowledge, in this paper, we propose a universal \underline{logic}-guided deep reinforcement learning framework for Q-trading, called Logic-Q. Particularly, Logic-Q adopts program synthesis by sketching paradigm and introduces a logic-guided model design that leverages a lightweight, plug-and-play market trend-aware program sketch to determine the market trend and correspondingly adjusts the DRL policy in a post-hoc manner. Extensive evaluations on two popular quantitative trading tasks demonstrate that Logic-Q can significantly improve the performance of previous state-of-the-art DRL trading strategies.

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Sequential Joint Dependency Aware Human Pose Estimation with State Space Model
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Sequential Joint Dependency Aware Human Pose Estimation with State Space Model

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Hanxi Yin and 3 other authors

01 March 2025

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