Hierarchical Deep Reinforcement Learning for VWAP Strategy Optimization
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Cited by:
- Woo Jae Byun & Bumkyu Choi & Seongmin Kim & Joohyun Jo, 2023. "Practical Application of Deep Reinforcement Learning to Optimal Trade Execution," FinTech, MDPI, vol. 2(3), pages 1-16, June.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2023-01-23 (Big Data)
- NEP-CMP-2023-01-23 (Computational Economics)
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