Practical Application of Deep Reinforcement Learning to Optimal Trade Execution
Although deep reinforcement learning (DRL) has recently emerged as a promising technique for optimal trade execution, two problems still remain unsolved: (1) the lack of a generalized model for a large collection of stocks and execution time horizons; and (2) the inability to accurately train algori...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2023-06-01
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| Series: | FinTech |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2674-1032/2/3/23 |