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]
@inproceedings{LinB20-2, title = {An End-to-End Optimal Trade Execution Framework based on Proximal Policy Optimization}, author = {Siyu Lin and Peter A. Beling}, year = {2020}, doi = {10.24963/ijcai.2020/627}, url = {https://doi.org/10.24963/ijcai.2020/627}, researchr = {https://researchr.org/publication/LinB20-2}, cites = {0}, citedby = {0}, pages = {4548-4554}, booktitle = {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]}, editor = {Christian Bessiere}, publisher = {ijcai.org}, }