Yuxin Fan

Yuxin Fan, Zhuohuan Hu, Lei Fu et al.

High-frequency trading (HFT) represents a pivotal and intensely competitive domain within the financial markets. The velocity and accuracy of data processing exert a direct influence on profitability, underscoring the significance of this field. The objective of this work is to optimise the real-time processing of data in high-frequency trading algorithms. The dynamic feature selection mechanism is responsible for monitoring and analysing market data in real time through clustering and feature weight analysis, with the objective of automatically selecting the most relevant features. This process employs an adaptive feature extraction method, which enables the system to respond and adjust its feature set in a timely manner when the data input changes, thus ensuring the efficient utilisation of data. The lightweight neural networks are designed in a modular fashion, comprising fast convolutional layers and pruning techniques that facilitate the expeditious completion of data processing and output prediction. In contrast to conventional deep learning models, the neural network architecture has been specifically designed to minimise the number of parameters and computational complexity, thereby markedly reducing the inference time. The experimental results demonstrate that the model is capable of maintaining consistent performance in the context of varying market conditions, thereby illustrating its advantages in terms of processing speed and revenue enhancement.

Yue Deng, Weiyu Ma, Yuxin Fan et al.

StarCraft Multi-Agent Challenge (SMAC) has been one of the most commonly used experimental environments in multi-agent reinforcement learning (MARL), where the specific task is to control a set number of allied units to defeat enemy forces. Traditional MARL algorithms often require interacting with the environment for millions of steps to train a parametric model, of which the resulting policies are typically non-interpretable with weak transferability. In this paper, we introduce SMAC-R1 which is based on the Qwen2.5-7B-Base LLM distilled from DeepSeek-Coder-v2.5-236B. Similar to online reinforcement learning after behavior cloning in offline learning process, in our pipeline, agents leverage the DeepSeek LLM to generate decision tree code by providing task descriptions, and the agents are further self-reflected using feedback from the rewards provided by the environment. Based on that, we augment the generated scripts to fine-tune a small LLM, Qwen2.5-7B-Base, to distill the decision-making ability via Supervised Fine-Tuning (SFT) and enhance the script generation ability by the Group Relative Policy Optimization (GRPO) algorithm. We conduct experiments in the original 23 SMAC tasks and 10 newly-designed tasks to demonstrate that our method can produce high-quality, interpretable decision trees with minimal environmental exploration. Moreover, these scripts exhibit strong transferability, successfully applying to homogeneous SMAC environments without modification. We believe this approach offers a new direction for solving decision-making tasks and domain-specific LLM training pipelines in the future.