Yonghong Hu

Jan 13, 2025 | arxiv.org | Jiayu Chen |Chen Li |Yonghong Hu |Zhonghua Lu

[Submitted on 13 Jan 2025 ( v1 ), last revised 16 Jan 2025 (this version, v2)] Title:Mining Intraday Risk Factor Collections via Hierarchical Reinforcement Learning based on Transferred Options View a PDF of the paper titled Mining Intraday Risk Factor Collections via Hierarchical Reinforcement Learning based on Transferred Options, by Wenyan Xu and Jiayu Chen and Chen Li and Yonghong Hu and Zhonghua Lu View PDF HTML (experimental) Abstract:Traditional risk factors like beta, size/value, and...