Learning Multi-Agent Intention-Aware Communication for Optimal Multi-Order Execution in Finance

Yuchen Fang, Zhenggang Tang, Kan Ren, Weiqing Liu, Li Zhao 0007, Jiang Bian 0002, Dongsheng Li, Weinan Zhang 0001, Yong Yu 0001, Tie-Yan Liu. Learning Multi-Agent Intention-Aware Communication for Optimal Multi-Order Execution in Finance. In Ambuj Singh, Yizhou Sun, Leman Akoglu, Dimitrios Gunopulos, Xifeng Yan, Ravi Kumar 0001, Fatma Ozcan, Jieping Ye, editors, Proceedings of the 29th ACM SIGKDD Conference on Knowledge Discovery and Data Mining, KDD 2023, Long Beach, CA, USA, August 6-10, 2023. pages 4003-4012, ACM, 2023. [doi]

Abstract

Abstract is missing.