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]
@inproceedings{YeDZXG20,
title = {Optimal Trade Execution Based on Deep Deterministic Policy Gradient},
author = {Zekun Ye and Weijie Deng and Shuigeng Zhou and Yi Xu and Jihong Guan},
year = {2020},
doi = {10.1007/978-3-030-59410-7_42},
url = {https://doi.org/10.1007/978-3-030-59410-7_42},
researchr = {https://researchr.org/publication/YeDZXG20},
cites = {0},
citedby = {0},
pages = {638-654},
booktitle = {Database Systems for Advanced Applications - 25th International Conference, DASFAA 2020, Jeju, South Korea, September 24-27, 2020, Proceedings, Part I},
editor = {Yunmook Nah and Bin Cui 0001 and Sang-Won Lee and Jeffrey Xu Yu and Yang-Sae Moon and Steven Euijong Whang},
volume = {12112},
series = {Lecture Notes in Computer Science},
publisher = {Springer},
isbn = {978-3-030-59410-7},
}