conftrace_

order execution

4 papers

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Co-occurring keywords · papers mentioning both

optimal execution (2) market state (2) algorithmic trading (2) iceberg order (1) market impact (1) temporal scale (1) hybrid reinforcement learning (1) discrete action space (1) oracle policy (1) policy distillation (1)

Papers

MacMic: Executing Iceberg Orders via Hierarchical Reinforcement Learning IJCAI 2024 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 Universal Trading for Order Execution with Oracle Policy Distillation AAAI 2021