MOT: A Mixture of Actors Reinforcement Learning Method by Optimal Transport for Algorithmic Trading.

Xi Cheng Jinghao Zhang Yunan Zeng Wenfang Xue

Published in: CoRR (2024)

Keyphrases

dynamic programming
computational cost
high accuracy
reinforcement learning
objective function
pairwise
detection method
high precision
neural network
significant improvement
clustering method
optimal control
similarity measure
cost function
em algorithm
segmentation method