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Optimal Trade Execution Based on Deep Deterministic Policy Gradient.

Zekun YeWeijie DengShuigeng ZhouYi XuJihong Guan
Published in: DASFAA (1) (2020)
Keyphrases
  • policy gradient
  • optimal control
  • approximation methods
  • np hard
  • function approximation
  • model free reinforcement learning