Optimal Action Space Search: An Effective Deep Reinforcement Learning Method for Algorithmic Trading

Zhongjie Duan, Cen Chen, Dawei Cheng, Yuqi Liang, Weining Qian. Optimal Action Space Search: An Effective Deep Reinforcement Learning Method for Algorithmic Trading. In Mohammad Al Hasan, Li Xiong 0001, editors, Proceedings of the 31st ACM International Conference on Information & Knowledge Management, Atlanta, GA, USA, October 17-21, 2022. pages 406-415, ACM, 2022. [doi]

@inproceedings{DuanCCLQ22,
  title = {Optimal Action Space Search: An Effective Deep Reinforcement Learning Method for Algorithmic Trading},
  author = {Zhongjie Duan and Cen Chen and Dawei Cheng and Yuqi Liang and Weining Qian},
  year = {2022},
  doi = {10.1145/3511808.3557412},
  url = {https://doi.org/10.1145/3511808.3557412},
  researchr = {https://researchr.org/publication/DuanCCLQ22},
  cites = {0},
  citedby = {0},
  pages = {406-415},
  booktitle = {Proceedings of the 31st ACM International Conference on Information & Knowledge Management, Atlanta, GA, USA, October 17-21, 2022},
  editor = {Mohammad Al Hasan and Li Xiong 0001},
  publisher = {ACM},
  isbn = {978-1-4503-9236-5},
}