conftrace_

optimal execution

2 papers

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Co-occurring keywords · papers mentioning both

order execution (2) market impact (1) hybrid reinforcement learning (1) discrete action space (1) continuous action space (1) multi-armed bandit (1) algorithmic trading (1) temporal difference learning (1)

Papers

Optimal Execution via Multi-Objective Multi-Armed Bandits (Student Abstract) AAAI 2023 Learn Continuously, Act Discretely: Hybrid Action-Space Reinforcement Learning For Optimal Execution IJCAI 2022