Optimizing stock market execution costs using reinforcement learning

Abdulrahman A. Ahmed, Ayman Ghoneim, Mohamed Saleh. Optimizing stock market execution costs using reinforcement learning. In 2020 IEEE Symposium Series on Computational Intelligence, SSCI 2020, Canberra, Australia, December 1-4, 2020. pages 1083-1090, IEEE, 2020. [doi]

@inproceedings{AhmedGS20,
  title = {Optimizing stock market execution costs using reinforcement learning},
  author = {Abdulrahman A. Ahmed and Ayman Ghoneim and Mohamed Saleh},
  year = {2020},
  doi = {10.1109/SSCI47803.2020.9308153},
  url = {https://doi.org/10.1109/SSCI47803.2020.9308153},
  researchr = {https://researchr.org/publication/AhmedGS20},
  cites = {0},
  citedby = {0},
  pages = {1083-1090},
  booktitle = {2020 IEEE Symposium Series on Computational Intelligence, SSCI 2020, Canberra, Australia, December 1-4, 2020},
  publisher = {IEEE},
  isbn = {978-1-7281-2547-3},
}