Liuqing Yang

h-index21
2papers
1,666citations

2 Papers

24.4TRNov 19, 2020Code
FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance

Xiao-Yang Liu, Hongyang Yang, Qian Chen et al.

As deep reinforcement learning (DRL) has been recognized as an effective approach in quantitative finance, getting hands-on experiences is attractive to beginners. However, to train a practical DRL trading agent that decides where to trade, at what price, and what quantity involves error-prone and arduous development and debugging. In this paper, we introduce a DRL library FinRL that facilitates beginners to expose themselves to quantitative finance and to develop their own stock trading strategies. Along with easily-reproducible tutorials, FinRL library allows users to streamline their own developments and to compare with existing schemes easily. Within FinRL, virtual environments are configured with stock market datasets, trading agents are trained with neural networks, and extensive backtesting is analyzed via trading performance. Moreover, it incorporates important trading constraints such as transaction cost, market liquidity and the investor's degree of risk-aversion. FinRL is featured with completeness, hands-on tutorial and reproducibility that favors beginners: (i) at multiple levels of time granularity, FinRL simulates trading environments across various stock markets, including NASDAQ-100, DJIA, S&P 500, HSI, SSE 50, and CSI 300; (ii) organized in a layered architecture with modular structure, FinRL provides fine-tuned state-of-the-art DRL algorithms (DQN, DDPG, PPO, SAC, A2C, TD3, etc.), commonly-used reward functions and standard evaluation baselines to alleviate the debugging workloads and promote the reproducibility, and (iii) being highly extendable, FinRL reserves a complete set of user-import interfaces. Furthermore, we incorporated three application demonstrations, namely single stock trading, multiple stock trading, and portfolio allocation. The FinRL library will be available on Github at link https://github.com/AI4Finance-LLC/FinRL-Library.

2.3SPJul 29, 2025
Bayesian-Driven Graph Reasoning for Active Radio Map Construction

Wenlihan Lu, Shijian Gao, Miaowen Wen et al.

With the emergence of the low-altitude economy, radio maps have become essential for ensuring reliable wireless connectivity to aerial platforms. Autonomous aerial agents are commonly deployed for data collection using waypoint-based navigation; however, their limited battery capacity significantly constrains coverage and efficiency. To address this, we propose an uncertainty-aware radio map (URAM) reconstruction framework that explicitly leverages graph-based reasoning tailored for waypoint navigation. Our approach integrates two key deep learning components: (1) a Bayesian neural network that estimates spatial uncertainty in real time, and (2) an attention-based reinforcement learning policy that performs global reasoning over a probabilistic roadmap, using uncertainty estimates to plan informative and energy-efficient trajectories. This graph-based reasoning enables intelligent, non-myopic trajectory planning, guiding agents toward the most informative regions while satisfying safety constraints. Experimental results show that URAM improves reconstruction accuracy by up to 34% over existing baselines.