A Multi-Agent Deep Reinforcement Learning Framework for VWAP Strategy Optimization - researchr publication

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Jiaqi Ye, Xiaodong Li, Yingying Wang. A Multi-Agent Deep Reinforcement Learning Framework for VWAP Strategy Optimization. In International Joint Conference on Neural Networks, IJCNN 2022, Padua, Italy, July 18-23, 2022. pages 1-8, IEEE, 2022. [doi]

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