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Optimal Action Space Search: An Effective Deep Reinforcement Learning Method for Algorithmic Trading.
Zhongjie Duan
Cen Chen
Dawei Cheng
Yuqi Liang
Weining Qian
Published in:
CIKM (2022)
Keyphrases
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reinforcement learning
dynamic programming
pairwise
optimal solution
computational complexity
prior knowledge
probabilistic model
search strategy
cooperative
search algorithm