{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,12,12]],"date-time":"2025-12-12T00:06:38Z","timestamp":1765497998794,"version":"3.48.0"},"publisher-location":"New York, NY, USA","reference-count":47,"publisher":"ACM","content-domain":{"domain":["dl.acm.org"],"crossmark-restriction":true},"short-container-title":[],"published-print":{"date-parts":[[2025,11,10]]},"DOI":"10.1145\/3746252.3761246","type":"proceedings-article","created":{"date-parts":[[2025,11,7]],"date-time":"2025-11-07T23:55:33Z","timestamp":1762559733000},"page":"595-604","update-policy":"https:\/\/doi.org\/10.1145\/crossmark-policy","source":"Crossref","is-referenced-by-count":0,"title":["Adaptive Bidirectional State Space Model for High-frequency Portfolio Management"],"prefix":"10.1145","author":[{"ORCID":"https:\/\/orcid.org\/0009-0000-9354-5592","authenticated-orcid":false,"given":"Wei","family":"Ding","sequence":"first","affiliation":[{"name":"Xiamen University, Xiamen, China"}]},{"ORCID":"https:\/\/orcid.org\/0009-0003-1994-997X","authenticated-orcid":false,"given":"Hanpeng","family":"Jiang","sequence":"additional","affiliation":[{"name":"Xiamen University, Xiamen, China"}]},{"ORCID":"https:\/\/orcid.org\/0009-0005-7110-4792","authenticated-orcid":false,"given":"Ruibo","family":"Xiong","sequence":"additional","affiliation":[{"name":"The Hong Kong Polytechnic University, Hong Kong SAR, China"}]},{"ORCID":"https:\/\/orcid.org\/0000-0001-9176-496X","authenticated-orcid":false,"given":"Yongrong","family":"Wu","sequence":"additional","affiliation":[{"name":"Xiamen University, Xiamen, China"}]},{"ORCID":"https:\/\/orcid.org\/0009-0001-3530-4333","authenticated-orcid":false,"given":"Jingan","family":"Chen","sequence":"additional","affiliation":[{"name":"Xiamen University, Xiamen, China"}]},{"ORCID":"https:\/\/orcid.org\/0009-0004-8598-3524","authenticated-orcid":false,"given":"Lifan","family":"Chen","sequence":"additional","affiliation":[{"name":"Xiamen University, Xiamen, China"}]},{"ORCID":"https:\/\/orcid.org\/0009-0003-8532-9592","authenticated-orcid":false,"given":"Pengfei","family":"Ding","sequence":"additional","affiliation":[{"name":"Xiamen University, Xiamen, China"}]},{"ORCID":"https:\/\/orcid.org\/0000-0003-2530-859X","authenticated-orcid":false,"given":"Fan","family":"Lin","sequence":"additional","affiliation":[{"name":"Xiamen University, Xiamen, China"}]}],"member":"320","published-online":{"date-parts":[[2025,11,10]]},"reference":[{"key":"e_1_3_2_1_1_1","doi-asserted-by":"publisher","DOI":"10.1145\/1143844.1143846"},{"key":"e_1_3_2_1_2_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.eswa.2020.114002"},{"key":"e_1_3_2_1_3_1","unstructured":"Guy E Blelloch. 1990. Prefix sums and their applications. (1990)."},{"key":"e_1_3_2_1_4_1","volume-title":"Advances in Neural Information Processing Systems","volume":"16","author":"Borodin Allan","year":"2003","unstructured":"Allan Borodin, Ran El-Yaniv, and Vincent Gogan. 2003. Can we learn to beat the best stock. Advances in Neural Information Processing Systems, Vol. 16 (2003)."},{"key":"e_1_3_2_1_5_1","first-page":"5120","article-title":"Trend-Heuristic Reinforcement Learning Framework for News-Oriented Stock Portfolio Management. In ICASSP 2024-2024 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)","author":"Ding Wei","year":"2024","unstructured":"Wei Ding, Zhennan Chen, Hanpeng Jiang, Yuanguo Lin, and Fan Lin. 2024. Trend-Heuristic Reinforcement Learning Framework for News-Oriented Stock Portfolio Management. In ICASSP 2024-2024 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP). IEEE, 5120-5124.","journal-title":"IEEE"},{"key":"e_1_3_2_1_6_1","doi-asserted-by":"publisher","DOI":"10.1145\/3459637.3482315"},{"key":"e_1_3_2_1_7_1","doi-asserted-by":"publisher","DOI":"10.1145\/3309547"},{"key":"e_1_3_2_1_8_1","volume-title":"Hungry hungry hippos: Towards language modeling with state space models. arXiv preprint arXiv:2212.14052","author":"Fu Daniel Y","year":"2022","unstructured":"Daniel Y Fu, Tri Dao, Khaled K Saab, Armin W Thomas, Atri Rudra, and Christopher R\u00e9. 2022. Hungry hungry hippos: Towards language modeling with state space models. arXiv preprint arXiv:2212.14052 (2022)."},{"key":"e_1_3_2_1_9_1","doi-asserted-by":"publisher","DOI":"10.24963\/ijcai.2023\/530"},{"key":"e_1_3_2_1_10_1","volume-title":"Mamba: Linear-time sequence modeling with selective state spaces. arXiv preprint arXiv:2312.00752","author":"Gu Albert","year":"2023","unstructured":"Albert Gu and Tri Dao. 2023. Mamba: Linear-time sequence modeling with selective state spaces. arXiv preprint arXiv:2312.00752 (2023)."},{"key":"e_1_3_2_1_11_1","volume-title":"Hippo: Recurrent memory with optimal polynomial projections. Advances in neural information processing systems","author":"Gu Albert","year":"2020","unstructured":"Albert Gu, Tri Dao, Stefano Ermon, Atri Rudra, and Christopher R\u00e9. 2020. Hippo: Recurrent memory with optimal polynomial projections. Advances in neural information processing systems, Vol. 33 (2020), 1474-1487."},{"key":"e_1_3_2_1_12_1","first-page":"35971","article-title":"On the parameterization and initialization of diagonal state space models","volume":"35","author":"Gu Albert","year":"2022","unstructured":"Albert Gu, Karan Goel, Ankit Gupta, and Christopher R\u00e9. 2022. On the parameterization and initialization of diagonal state space models. Advances in Neural Information Processing Systems, Vol. 35 (2022), 35971-35983.","journal-title":"Advances in Neural Information Processing Systems"},{"key":"e_1_3_2_1_13_1","volume-title":"Efficiently Modeling Long Sequences with Structured State Spaces. In International Conference on Learning Representations.","author":"Gu Albert","year":"2021","unstructured":"Albert Gu, Karan Goel, and Christopher Re. 2021. Efficiently Modeling Long Sequences with Structured State Spaces. In International Conference on Learning Representations."},{"key":"e_1_3_2_1_14_1","first-page":"22982","article-title":"Diagonal state spaces are as effective as structured state spaces","volume":"35","author":"Gupta Ankit","year":"2022","unstructured":"Ankit Gupta, Albert Gu, and Jonathan Berant. 2022. Diagonal state spaces are as effective as structured state spaces. Advances in Neural Information Processing Systems, Vol. 35 (2022), 22982-22994.","journal-title":"Advances in Neural Information Processing Systems"},{"key":"e_1_3_2_1_15_1","doi-asserted-by":"publisher","DOI":"10.1145\/3580305.3599813"},{"key":"e_1_3_2_1_16_1","volume-title":"Liquid structural state-space models. arXiv preprint arXiv:2209.12951","author":"Hasani Ramin","year":"2022","unstructured":"Ramin Hasani, Mathias Lechner, Tsun-Hsuan Wang, Makram Chahine, Alexander Amini, and Daniela Rus. 2022. Liquid structural state-space models. arXiv preprint arXiv:2209.12951 (2022)."},{"key":"e_1_3_2_1_17_1","doi-asserted-by":"publisher","DOI":"10.1111\/1467-9965.00058"},{"key":"e_1_3_2_1_18_1","volume-title":"Gaussian error linear units (gelus). arXiv preprint arXiv:1606.08415","author":"Hendrycks Dan","year":"2016","unstructured":"Dan Hendrycks and Kevin Gimpel. 2016. Gaussian error linear units (gelus). arXiv preprint arXiv:1606.08415 (2016)."},{"key":"e_1_3_2_1_19_1","doi-asserted-by":"publisher","DOI":"10.1111\/0022-1082.00184"},{"key":"e_1_3_2_1_20_1","doi-asserted-by":"publisher","DOI":"10.1093\/rfs\/15.1.143"},{"key":"e_1_3_2_1_21_1","volume-title":"A deep reinforcement learning framework for the financial portfolio management problem. arXiv preprint arXiv:1706.10059","author":"Jiang Zhengyao","year":"2017","unstructured":"Zhengyao Jiang, Dixing Xu, and Jinjun Liang. 2017. A deep reinforcement learning framework for the financial portfolio management problem. arXiv preprint arXiv:1706.10059 (2017)."},{"key":"e_1_3_2_1_22_1","doi-asserted-by":"crossref","unstructured":"Rudolph Emil Kalman. 1960. A new approach to linear filtering and prediction problems. (1960).","DOI":"10.1115\/1.3662552"},{"key":"e_1_3_2_1_23_1","volume-title":"MAPS: Multi-agent reinforcement learning-based portfolio management system. arXiv preprint arXiv:2007.05402","author":"Lee Jinho","year":"2020","unstructured":"Jinho Lee, Raehyun Kim, Seok-Won Yi, and Jaewoo Kang. 2020. MAPS: Multi-agent reinforcement learning-based portfolio management system. arXiv preprint arXiv:2007.05402 (2020)."},{"key":"e_1_3_2_1_24_1","doi-asserted-by":"publisher","DOI":"10.1109\/ICASSP43922.2022.9747138"},{"key":"e_1_3_2_1_25_1","volume-title":"Decoupled weight decay regularization. arXiv preprint arXiv:1711.05101","author":"Loshchilov Ilya","year":"2017","unstructured":"Ilya Loshchilov and Frank Hutter. 2017. Decoupled weight decay regularization. arXiv preprint arXiv:1711.05101 (2017)."},{"key":"e_1_3_2_1_26_1","volume-title":"Long range language modeling via gated state spaces. arXiv preprint arXiv:2206.13947","author":"Mehta Harsh","year":"2022","unstructured":"Harsh Mehta, Ankit Gupta, Ashok Cutkosky, and Behnam Neyshabur. 2022. Long range language modeling via gated state spaces. arXiv preprint arXiv:2206.13947 (2022)."},{"key":"e_1_3_2_1_27_1","doi-asserted-by":"publisher","DOI":"10.1109\/72.935097"},{"key":"e_1_3_2_1_28_1","doi-asserted-by":"publisher","DOI":"10.1145\/3511808.3557363"},{"key":"e_1_3_2_1_29_1","volume-title":"Model-Free Reinforcement Learning for Asset Allocation. arXiv preprint arXiv:2209.10458","author":"Oshingbesan Adebayo","year":"2022","unstructured":"Adebayo Oshingbesan, Eniola Ajiboye, Peruth Kamashazi, and Timothy Mbaka. 2022. Model-Free Reinforcement Learning for Asset Allocation. arXiv preprint arXiv:2209.10458 (2022)."},{"key":"e_1_3_2_1_30_1","doi-asserted-by":"publisher","DOI":"10.1016\/0304-405X(88)90021-9"},{"key":"e_1_3_2_1_31_1","volume-title":"A dual-stage attention-based recurrent neural network for time series prediction. arXiv preprint arXiv:1704.02971","author":"Qin Yao","year":"2017","unstructured":"Yao Qin, Dongjin Song, Haifeng Chen, Wei Cheng, Guofei Jiang, and Garrison Cottrell. 2017. A dual-stage attention-based recurrent neural network for time series prediction. arXiv preprint arXiv:1704.02971 (2017)."},{"key":"e_1_3_2_1_32_1","doi-asserted-by":"publisher","DOI":"10.3390\/app13031956"},{"key":"e_1_3_2_1_33_1","doi-asserted-by":"publisher","DOI":"10.3905\/jpm.1994.409501"},{"key":"e_1_3_2_1_34_1","doi-asserted-by":"publisher","DOI":"10.1145\/3459637.3482494"},{"key":"e_1_3_2_1_35_1","volume-title":"International conference on machine learning. Pmlr, 387-395","author":"Silver David","year":"2014","unstructured":"David Silver, Guy Lever, Nicolas Heess, Thomas Degris, Daan Wierstra, and Martin Riedmiller. 2014. Deterministic policy gradient algorithms. In International conference on machine learning. Pmlr, 387-395."},{"key":"e_1_3_2_1_36_1","volume-title":"Jan Kautz, Scott Linderman, and Wonmin Byeon.","author":"Smith Jimmy","year":"2024","unstructured":"Jimmy Smith, Shalini De Mello, Jan Kautz, Scott Linderman, and Wonmin Byeon. 2024. Convolutional state space models for long-range spatiotemporal modeling. Advances in Neural Information Processing Systems, Vol. 36 (2024)."},{"key":"e_1_3_2_1_37_1","volume-title":"Simplified State Space Layers for Sequence Modeling. In The Eleventh International Conference on Learning Representations.","author":"Smith Jimmy TH","year":"2022","unstructured":"Jimmy TH Smith, Andrew Warrington, and Scott Linderman. 2022. Simplified State Space Layers for Sequence Modeling. In The Eleventh International Conference on Learning Representations."},{"key":"e_1_3_2_1_38_1","doi-asserted-by":"publisher","DOI":"10.1145\/3625234"},{"key":"e_1_3_2_1_39_1","doi-asserted-by":"publisher","DOI":"10.1145\/3511808.3557283"},{"key":"e_1_3_2_1_40_1","doi-asserted-by":"publisher","DOI":"10.1049\/ji-2a.1947.0020"},{"key":"e_1_3_2_1_41_1","doi-asserted-by":"publisher","DOI":"10.1609\/aaai.v35i1.16142"},{"key":"e_1_3_2_1_42_1","doi-asserted-by":"publisher","DOI":"10.1609\/aaai.v35i1.16144"},{"key":"e_1_3_2_1_43_1","first-page":"4014","article-title":"A Smart Trader for Portfolio Management based on Normalizing Flows","author":"Yang Mengyuan","year":"2022","unstructured":"Mengyuan Yang, Xiaolin Zheng, Qianqiao Liang, Bing Han, and Mengying Zhu. 2022. A Smart Trader for Portfolio Management based on Normalizing Flows.. In IJCAI. 4014-4021.","journal-title":"IJCAI."},{"key":"e_1_3_2_1_44_1","doi-asserted-by":"publisher","DOI":"10.1609\/aaai.v34i01.5462"},{"key":"e_1_3_2_1_45_1","doi-asserted-by":"publisher","DOI":"10.1145\/3447548.3467297"},{"key":"e_1_3_2_1_46_1","first-page":"236","article-title":"Cost-sensitive portfolio selection via deep reinforcement learning","volume":"34","author":"Zhang Yifan","year":"2020","unstructured":"Yifan Zhang, Peilin Zhao, Qingyao Wu, Bin Li, Junzhou Huang, and Mingkui Tan. 2020. Cost-sensitive portfolio selection via deep reinforcement learning. IEEE Transactions on Knowledge and Data Engineering, Vol. 34, 1 (2020), 236-248.","journal-title":"IEEE Transactions on Knowledge and Data Engineering"},{"key":"e_1_3_2_1_47_1","first-page":"4685","article-title":"Cross-Insight Trader: A Trading Approach Integrating Policies with Diverse Investment Horizons for Portfolio Management. In 2024 IEEE 40th International Conference on Data Engineering (ICDE)","author":"Zheng Zetao","year":"2024","unstructured":"Zetao Zheng, Jie Shao, Shilong Deng, Anjie Zhu, Heng Tao Shen, and Xiaofang Zhou. 2024. Cross-Insight Trader: A Trading Approach Integrating Policies with Diverse Investment Horizons for Portfolio Management. In 2024 IEEE 40th International Conference on Data Engineering (ICDE). IEEE, 4685-4698.","journal-title":"IEEE"}],"event":{"name":"CIKM '25: The 34th ACM International Conference on Information and Knowledge Management","sponsor":["SIGIR ACM Special Interest Group on Information Retrieval","SIGWEB ACM Special Interest Group on Hypertext, Hypermedia, and Web"],"location":"Seoul Republic of Korea","acronym":"CIKM '25"},"container-title":["Proceedings of the 34th ACM International Conference on Information and Knowledge Management"],"original-title":[],"link":[{"URL":"https:\/\/dl.acm.org\/doi\/pdf\/10.1145\/3746252.3761246","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,12,12]],"date-time":"2025-12-12T00:02:15Z","timestamp":1765497735000},"score":1,"resource":{"primary":{"URL":"https:\/\/dl.acm.org\/doi\/10.1145\/3746252.3761246"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2025,11,10]]},"references-count":47,"alternative-id":["10.1145\/3746252.3761246","10.1145\/3746252"],"URL":"https:\/\/doi.org\/10.1145\/3746252.3761246","relation":{},"subject":[],"published":{"date-parts":[[2025,11,10]]},"assertion":[{"value":"2025-11-10","order":3,"name":"published","label":"Published","group":{"name":"publication_history","label":"Publication History"}}]}}