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]

@inproceedings{FangRLZ00YL21,
  title = {Universal Trading for Order Execution with Oracle Policy Distillation},
  author = {Yuchen Fang and Kan Ren and Weiqing Liu and Dong Zhou and Weinan Zhang 0001 and Jiang Bian 0002 and Yong Yu and Tie-Yan Liu},
  year = {2021},
  url = {https://ojs.aaai.org/index.php/AAAI/article/view/16083},
  researchr = {https://researchr.org/publication/FangRLZ00YL21},
  cites = {0},
  citedby = {0},
  pages = {107-115},
  booktitle = {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},
  publisher = {AAAI Press},
  isbn = {978-1-57735-866-4},
}