{"id":"https://openalex.org/W4306317483","doi":"https://doi.org/10.1145/3511808.3557283","title":"DeepScalper","display_name":"DeepScalper","publication_year":2022,"publication_date":"2022-10-16","ids":{"openalex":"https://openalex.org/W4306317483","doi":"https://doi.org/10.1145/3511808.3557283"},"language":"en","primary_location":{"id":"doi:10.1145/3511808.3557283","is_oa":false,"landing_page_url":"https://doi.org/10.1145/3511808.3557283","pdf_url":null,"source":{"id":"https://openalex.org/S4363608762","display_name":"Proceedings of the 31st ACM International Conference on Information & Knowledge Management","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"conference"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 31st ACM International Conference on Information & Knowledge Management","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5004036450","display_name":"Shuo Sun","orcid":"https://orcid.org/0000-0001-7153-1878"},"institutions":[{"id":"https://openalex.org/I172675005","display_name":"Nanyang Technological University","ror":"https://ror.org/02e7b5302","country_code":"SG","type":"education","lineage":["https://openalex.org/I172675005"]}],"countries":["SG"],"is_corresponding":true,"raw_author_name":"Shuo Sun","raw_affiliation_strings":["Nanyang Technological University, Singapore, Singapore"],"affiliations":[{"raw_affiliation_string":"Nanyang Technological University, Singapore, Singapore","institution_ids":["https://openalex.org/I172675005"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5081745865","display_name":"Wanqi Xue","orcid":"https://orcid.org/0000-0002-1069-9105"},"institutions":[{"id":"https://openalex.org/I172675005","display_name":"Nanyang Technological University","ror":"https://ror.org/02e7b5302","country_code":"SG","type":"education","lineage":["https://openalex.org/I172675005"]}],"countries":["SG"],"is_corresponding":false,"raw_author_name":"Wanqi Xue","raw_affiliation_strings":["Nanyang Technological University, Singapore, Singapore"],"affiliations":[{"raw_affiliation_string":"Nanyang Technological University, Singapore, Singapore","institution_ids":["https://openalex.org/I172675005"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5023750802","display_name":"Rundong Wang","orcid":"https://orcid.org/0000-0001-6237-9472"},"institutions":[{"id":"https://openalex.org/I172675005","display_name":"Nanyang Technological University","ror":"https://ror.org/02e7b5302","country_code":"SG","type":"education","lineage":["https://openalex.org/I172675005"]}],"countries":["SG"],"is_corresponding":false,"raw_author_name":"Rundong Wang","raw_affiliation_strings":["Nanyang Technological University, Singapore, Singapore"],"affiliations":[{"raw_affiliation_string":"Nanyang Technological University, Singapore, Singapore","institution_ids":["https://openalex.org/I172675005"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5042538437","display_name":"Xu He","orcid":"https://orcid.org/0000-0001-6909-9334"},"institutions":[{"id":"https://openalex.org/I2250955327","display_name":"Huawei Technologies (China)","ror":"https://ror.org/00cmhce21","country_code":"CN","type":"company","lineage":["https://openalex.org/I2250955327"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Xu He","raw_affiliation_strings":["Huawei Noah Ark Lab, Shenzhen, China"],"affiliations":[{"raw_affiliation_string":"Huawei Noah Ark Lab, Shenzhen, China","institution_ids":["https://openalex.org/I2250955327"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5048315846","display_name":"Junlei Zhu","orcid":"https://orcid.org/0000-0003-1561-5772"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Junlei Zhu","raw_affiliation_strings":["Webank, Shenzhen, China"],"affiliations":[{"raw_affiliation_string":"Webank, Shenzhen, China","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100402538","display_name":"Jian Li","orcid":"https://orcid.org/0000-0002-7725-4346"},"institutions":[{"id":"https://openalex.org/I99065089","display_name":"Tsinghua University","ror":"https://ror.org/03cve4549","country_code":"CN","type":"education","lineage":["https://openalex.org/I99065089"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Jian Li","raw_affiliation_strings":["Tsinghua University, Beijing, China"],"affiliations":[{"raw_affiliation_string":"Tsinghua University, Beijing, China","institution_ids":["https://openalex.org/I99065089"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5017743551","display_name":"Bo An","orcid":"https://orcid.org/0000-0002-7064-7438"},"institutions":[{"id":"https://openalex.org/I172675005","display_name":"Nanyang Technological University","ror":"https://ror.org/02e7b5302","country_code":"SG","type":"education","lineage":["https://openalex.org/I172675005"]}],"countries":["SG"],"is_corresponding":false,"raw_author_name":"Bo An","raw_affiliation_strings":["Nanyang Technological University, Singapore, Singapore"],"affiliations":[{"raw_affiliation_string":"Nanyang Technological University, Singapore, Singapore","institution_ids":["https://openalex.org/I172675005"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":7,"corresponding_author_ids":["https://openalex.org/A5004036450"],"corresponding_institution_ids":["https://openalex.org/I172675005"],"apc_list":null,"apc_paid":null,"fwci":25.9206,"has_fulltext":false,"cited_by_count":27,"citation_normalized_percentile":{"value":1.0,"is_in_top_1_percent":true,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":94,"max":100},"biblio":{"volume":null,"issue":null,"first_page":"1858","last_page":"1867"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11330","display_name":"Systemic Sclerosis and Related Diseases","score":0.8906999826431274,"subfield":{"id":"https://openalex.org/subfields/2734","display_name":"Pathology and Forensic Medicine"},"field":{"id":"https://openalex.org/fields/27","display_name":"Medicine"},"domain":{"id":"https://openalex.org/domains/4","display_name":"Health Sciences"}},"topics":[{"id":"https://openalex.org/T11330","display_name":"Systemic Sclerosis and Related Diseases","score":0.8906999826431274,"subfield":{"id":"https://openalex.org/subfields/2734","display_name":"Pathology and Forensic Medicine"},"field":{"id":"https://openalex.org/fields/27","display_name":"Medicine"},"domain":{"id":"https://openalex.org/domains/4","display_name":"Health Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/reinforcement-learning","display_name":"Reinforcement learning","score":0.6960709095001221},{"id":"https://openalex.org/keywords/trading-strategy","display_name":"Trading strategy","score":0.5715340375900269},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5551034212112427},{"id":"https://openalex.org/keywords/investment-strategy","display_name":"Investment strategy","score":0.5487101078033447},{"id":"https://openalex.org/keywords/financial-market","display_name":"Financial market","score":0.5478640198707581},{"id":"https://openalex.org/keywords/investment","display_name":"Investment (military)","score":0.5273255705833435},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.5201637744903564},{"id":"https://openalex.org/keywords/high-frequency-trading","display_name":"High-frequency trading","score":0.5043207406997681},{"id":"https://openalex.org/keywords/algorithmic-trading","display_name":"Algorithmic trading","score":0.47327327728271484},{"id":"https://openalex.org/keywords/focus","display_name":"Focus (optics)","score":0.4423525333404541},{"id":"https://openalex.org/keywords/space","display_name":"Space (punctuation)","score":0.43103423714637756},{"id":"https://openalex.org/keywords/project-portfolio-management","display_name":"Project portfolio management","score":0.41355186700820923},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.33922305703163147},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.3079650104045868},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.2526962161064148},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.19178080558776855},{"id":"https://openalex.org/keywords/market-liquidity","display_name":"Market liquidity","score":0.14743083715438843}],"concepts":[{"id":"https://openalex.org/C97541855","wikidata":"https://www.wikidata.org/wiki/Q830687","display_name":"Reinforcement learning","level":2,"score":0.6960709095001221},{"id":"https://openalex.org/C131562839","wikidata":"https://www.wikidata.org/wiki/Q1574928","display_name":"Trading strategy","level":2,"score":0.5715340375900269},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5551034212112427},{"id":"https://openalex.org/C103144560","wikidata":"https://www.wikidata.org/wiki/Q2670999","display_name":"Investment strategy","level":3,"score":0.5487101078033447},{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.5478640198707581},{"id":"https://openalex.org/C27548731","wikidata":"https://www.wikidata.org/wiki/Q88272","display_name":"Investment (military)","level":3,"score":0.5273255705833435},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.5201637744903564},{"id":"https://openalex.org/C24683644","wikidata":"https://www.wikidata.org/wiki/Q138372","display_name":"High-frequency trading","level":3,"score":0.5043207406997681},{"id":"https://openalex.org/C78508483","wikidata":"https://www.wikidata.org/wiki/Q139445","display_name":"Algorithmic trading","level":2,"score":0.47327327728271484},{"id":"https://openalex.org/C192209626","wikidata":"https://www.wikidata.org/wiki/Q190909","display_name":"Focus (optics)","level":2,"score":0.4423525333404541},{"id":"https://openalex.org/C2778572836","wikidata":"https://www.wikidata.org/wiki/Q380933","display_name":"Space (punctuation)","level":2,"score":0.43103423714637756},{"id":"https://openalex.org/C74510933","wikidata":"https://www.wikidata.org/wiki/Q1936145","display_name":"Project portfolio management","level":3,"score":0.41355186700820923},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.33922305703163147},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.3079650104045868},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.2526962161064148},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.19178080558776855},{"id":"https://openalex.org/C183582576","wikidata":"https://www.wikidata.org/wiki/Q184783","display_name":"Market liquidity","level":2,"score":0.14743083715438843},{"id":"https://openalex.org/C111919701","wikidata":"https://www.wikidata.org/wiki/Q9135","display_name":"Operating system","level":1,"score":0.0},{"id":"https://openalex.org/C187736073","wikidata":"https://www.wikidata.org/wiki/Q2920921","display_name":"Management","level":1,"score":0.0},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C94625758","wikidata":"https://www.wikidata.org/wiki/Q7163","display_name":"Politics","level":2,"score":0.0},{"id":"https://openalex.org/C15952604","wikidata":"https://www.wikidata.org/wiki/Q179012","display_name":"Project management","level":2,"score":0.0},{"id":"https://openalex.org/C120665830","wikidata":"https://www.wikidata.org/wiki/Q14620","display_name":"Optics","level":1,"score":0.0},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1145/3511808.3557283","is_oa":false,"landing_page_url":"https://doi.org/10.1145/3511808.3557283","pdf_url":null,"source":{"id":"https://openalex.org/S4363608762","display_name":"Proceedings of the 31st ACM International Conference on Information & Knowledge Management","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"conference"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 31st ACM International Conference on Information & Knowledge Management","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Climate action","id":"https://metadata.un.org/sdg/13","score":0.5}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":35,"referenced_works":["https://openalex.org/W1583802019","https://openalex.org/W1583837637","https://openalex.org/W1898724844","https://openalex.org/W2020666351","https://openalex.org/W2104096268","https://openalex.org/W2153580489","https://openalex.org/W2160519132","https://openalex.org/W2344786740","https://openalex.org/W2463050987","https://openalex.org/W2744043447","https://openalex.org/W2768348081","https://openalex.org/W2769883686","https://openalex.org/W2774559076","https://openalex.org/W2798413829","https://openalex.org/W2893230400","https://openalex.org/W2913602408","https://openalex.org/W2952277250","https://openalex.org/W2966276668","https://openalex.org/W2997874851","https://openalex.org/W2998034590","https://openalex.org/W3012223895","https://openalex.org/W3035275162","https://openalex.org/W3035414307","https://openalex.org/W3097267636","https://openalex.org/W3114374801","https://openalex.org/W3122727604","https://openalex.org/W3123329971","https://openalex.org/W3123332101","https://openalex.org/W3124147514","https://openalex.org/W3124639629","https://openalex.org/W3128855716","https://openalex.org/W3170487013","https://openalex.org/W3175835345","https://openalex.org/W4231546411","https://openalex.org/W4281393001"],"related_works":["https://openalex.org/W2947561447","https://openalex.org/W4224329202","https://openalex.org/W1552949382","https://openalex.org/W4226227859","https://openalex.org/W2392556764","https://openalex.org/W2461261851","https://openalex.org/W2114004870","https://openalex.org/W1780554743","https://openalex.org/W4386992034","https://openalex.org/W2481178763"],"abstract_inverted_index":{"Reinforcement":[0],"learning":[1],"(RL)":[2],"techniques":[3],"have":[4],"shown":[5],"great":[6],"success":[7],"in":[8],"many":[9],"challenging":[10],"quantitative":[11],"trading":[12,23,63],"tasks,":[13],"such":[14],"as":[15],"portfolio":[16],"management":[17],"and":[18,30,67],"algorithmic":[19],"trading.":[20],"Especially,":[21],"intraday":[22,36,73,90,110],"is":[24],"one":[25],"of":[26,34,38,45,53,112],"the":[27,35,39,59,71,109,113],"most":[28],"profitable":[29,86],"risky":[31],"tasks":[32],"because":[33],"behaviors":[37,111],"financial":[40,114],"market":[41,105,115],"that":[42],"reflect":[43],"billions":[44],"rapidly":[46],"fluctuating":[47],"capitals.":[48],"However,":[49],"a":[50],"vast":[51],"majority":[52],"existing":[54],"RL":[55,87],"methods":[56],"focus":[57],"on":[58],"relatively":[60],"low":[61],"frequency":[62],"scenarios":[64],"(e.g.,":[65],"day-level)":[66],"fail":[68],"to":[69,77,83,101,107],"capture":[70],"fleeting":[72],"investment":[74,91],"opportunities":[75],"due":[76],"two":[78],"major":[79],"challenges:":[80],"1)":[81],"how":[82,100],"effectively":[84],"train":[85],"agents":[88],"for":[89],"decision-making,":[92],"which":[93],"involves":[94],"high-dimensional":[95],"fine-grained":[96],"action":[97],"space;":[98],"2)":[99],"learn":[102],"meaningful":[103],"multi-modality":[104],"representation":[106],"understand":[108],"at":[116],"tick-level.":[117]},"counts_by_year":[{"year":2026,"cited_by_count":4},{"year":2025,"cited_by_count":11},{"year":2024,"cited_by_count":10},{"year":2023,"cited_by_count":2}],"updated_date":"2026-04-02T15:55:50.835912","created_date":"2022-10-16T00:00:00"}