使用大模型进行自动量化交易,从专家决策中学习经验,累计收益47.98%
“Pretrained LLM Adapted with LoRA as a Decision Transformer for Offline RL in Quantitative Trading”量化交易策略的有效性对金融机构至关重要,传统方法受限于手工特征和规则系统,难以适应市场动态。本文DT-LoRA-GPT2,结合预训练的GPT-2权重和低秩适应(LoRA)对Decision Tran