Zekun Ye, Weijie Deng, Shuigeng Zhou, Yi Xu, Jihong Guan. Optimal Trade Execution Based on Deep Deterministic Policy Gradient. In Yunmook Nah, Bin Cui 0001, Sang-Won Lee, Jeffrey Xu Yu, Yang-Sae Moon, Steven Euijong Whang, editors, Database Systems for Advanced Applications - 25th International Conference, DASFAA 2020, Jeju, South Korea, September 24-27, 2020, Proceedings, Part I. Volume 12112 of Lecture Notes in Computer Science, pages 638-654, Springer, 2020. [doi]
Abstract is missing.