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Optimal Trade Execution Based on Deep Deterministic Policy Gradient

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]

Authors

Zekun Ye

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Weijie Deng

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Shuigeng Zhou

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Yi Xu

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Jihong Guan

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