Joint Learning of Volume Scheduling and Order Placement Policies for Optimal Order Execution
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DOI: 10.3390/math12213440
Abstract: Order execution is an extremely important problem in the financial domain, and recently, more and more researchers have tried to employ reinforcement learning (RL) techniques to solve this challenging problem. There are a lot of… read more here.
Keywords: order execution; order; volume scheduling; order placement ... See more keywords