"A Deep Reinforcement Learning Framework for Optimal Trade Execution."

Siyu Lin, Peter A. Beling (2020)

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DOI: 10.1007/978-3-030-67670-4_14

access: closed

type: Conference or Workshop Paper

metadata version: 2021-03-01

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Siyu Lin, Peter A. Beling:
A Deep Reinforcement Learning Framework for Optimal Trade Execution. ECML/PKDD (5) 2020: 223-240

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