Reinforcement Learning for Optimized Trade Execution

Nevmyvaka et al. "Reinforcement Learning for Optimized Trade Execution." International Conference on Machine Learning, 2006. doi:10.1145/1143844.1143929

[Nevmyvaka et al. "Reinforcement Learning for Optimized Trade Execution." International Conference on Machine Learning, 2006.](https://mlanthology.org/icml/2006/nevmyvaka2006icml-reinforcement/) doi:10.1145/1143844.1143929

@inproceedings{nevmyvaka2006icml-reinforcement,
  title     = {{Reinforcement Learning for Optimized Trade Execution}},
  author    = {Nevmyvaka, Yuriy and Feng, Yi and Kearns, Michael J.},
  booktitle = {International Conference on Machine Learning},
  year      = {2006},
  pages     = {673-680},
  doi       = {10.1145/1143844.1143929},
  url       = {https://mlanthology.org/icml/2006/nevmyvaka2006icml-reinforcement/}
}