Efficient Continuous Space Policy Optimization for High-frequency Trading - researchr publication authors

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Li Han, Nan Ding, Guoxuan Wang, Dawei Cheng, Yuqi Liang. Efficient Continuous Space Policy Optimization for High-frequency Trading. 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 4112-4122, ACM, 2023. [doi]

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