A Deep Reinforcement Learning Framework for Optimal Trade Execution

Lin and Beling. "A Deep Reinforcement Learning Framework for Optimal Trade Execution." European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases, 2020. doi:10.1007/978-3-030-67670-4_14

[Lin and Beling. "A Deep Reinforcement Learning Framework for Optimal Trade Execution." European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases, 2020.](https://mlanthology.org/ecmlpkdd/2020/lin2020ecmlpkdd-deep/) doi:10.1007/978-3-030-67670-4_14

@inproceedings{lin2020ecmlpkdd-deep,
  title     = {{A Deep Reinforcement Learning Framework for Optimal Trade Execution}},
  author    = {Lin, Siyu and Beling, Peter A.},
  booktitle = {European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases},
  year      = {2020},
  pages     = {223-240},
  doi       = {10.1007/978-3-030-67670-4_14},
  url       = {https://mlanthology.org/ecmlpkdd/2020/lin2020ecmlpkdd-deep/}
}