Deep Reinforcement Learning on Optimal Trade Execution Problems

Siyu Lin
Algorithmic trading involves the use of computer programs, algorithms and advanced mathematical models to make trading decisions and transactions in the financial market. It has become prevalent in major financial markets since late 1990s. Optimal trading execution is one of the most crucial problems in the realm of algorithmic trading, as the profitability of many trading strategies depends on the effectiveness of the trade execution. Optimal trade execution problem concerns about how to best trade...
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