Siyu Lin, Peter A. Beling. An End-to-End Optimal Trade Execution Framework based on Proximal Policy Optimization. In Christian Bessiere, editor, Proceedings of the Twenty-Ninth International Joint Conference on Artificial Intelligence, IJCAI 2020 [scheduled for July 2020, Yokohama, Japan, postponed due to the Corona pandemic]. pages 4548-4554, ijcai.org, 2020. [doi]
Abstract is missing.