Joint Learning of Volume Scheduling and Order Placement Policies for Optimal Order Execution
Order execution is an extremely important problem in the financial domain, and recently, more and more researchers have tried to employ reinforcement learning (RL) techniques to solve this challenging problem. There are a lot of difficulties for conventional RL methods to tackle the order execution...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2024-11-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/12/21/3440 |
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