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market state

2 papers

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Co-occurring keywords · papers mentioning both

order execution (2) iceberg order (1) temporal scale (1) oracle policy (1) policy distillation (1) hidden markov model (1) algorithmic trading (1) sequential decision (1) hierarchical reinforcement learning (1) reinforcement learning (1)

Papers

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