A Deep Reinforcement Learning Framework for Optimal Trade Execution

Siyu Lin, Peter A. Beling. A Deep Reinforcement Learning Framework for Optimal Trade Execution. In Yuxiao Dong, Georgiana Ifrim, Dunja Mladenic, Craig Saunders, Sofie Van Hoecke, editors, Machine Learning and Knowledge Discovery in Databases. Applied Data Science and Demo Track - European Conference, ECML PKDD 2020, Ghent, Belgium, September 14-18, 2020, Proceedings, Part V. Volume 12461 of Lecture Notes in Computer Science, pages 223-240, Springer, 2020. [doi]

Abstract

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