An End-to-End Optimal Trade Execution Framework Based on Proximal Policy Optimization

Lin and Beling. "An End-to-End Optimal Trade Execution Framework Based on Proximal Policy Optimization." International Joint Conference on Artificial Intelligence, 2020. doi:10.24963/IJCAI.2020/627

[Lin and Beling. "An End-to-End Optimal Trade Execution Framework Based on Proximal Policy Optimization." International Joint Conference on Artificial Intelligence, 2020.](https://mlanthology.org/ijcai/2020/lin2020ijcai-end/) doi:10.24963/IJCAI.2020/627

@inproceedings{lin2020ijcai-end,
  title     = {{An End-to-End Optimal Trade Execution Framework Based on Proximal Policy Optimization}},
  author    = {Lin, Siyu and Beling, Peter A.},
  booktitle = {International Joint Conference on Artificial Intelligence},
  year      = {2020},
  pages     = {4548-4554},
  doi       = {10.24963/IJCAI.2020/627},
  url       = {https://mlanthology.org/ijcai/2020/lin2020ijcai-end/}
}