Universal Trading for Order Execution with Oracle Policy Distillation

Yuchen Fang, Kan Ren, Weiqing Liu, Dong Zhou, Weinan Zhang 0001, Jiang Bian 0002, Yong Yu, Tie-Yan Liu. Universal Trading for Order Execution with Oracle Policy Distillation. In Thirty-Fifth AAAI Conference on Artificial Intelligence, AAAI 2021, Thirty-Third Conference on Innovative Applications of Artificial Intelligence, IAAI 2021, The Eleventh Symposium on Educational Advances in Artificial Intelligence, EAAI 2021, Virtual Event, February 2-9, 2021. pages 107-115, AAAI Press, 2021. [doi]

Abstract

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