Learn Continuously, Act Discretely: Hybrid Action-Space Reinforcement Learning For Optimal Execution

22 July 2022

Papers citing "Learn Continuously, Act Discretely: Hybrid Action-Space Reinforcement Learning For Optimal Execution"

6 / 6 papers shown

Title
Universal Trading for Order Execution with Oracle Policy Distillation Yuchen Fang Kan Ren Weiqing Liu Dong Zhou Weinan Zhang Jiang Bian Yong Yu Tie-Yan Liu OffRL 76 46 0 28 Jan 2021
Double Deep Q-Learning for Optimal Execution Brian Ning Franco Ho Ting Ling S. Jaimungal OffRL 60 81 0 17 Dec 2018
Policy Optimization with Model-based Explorations Feiyang Pan Qingpeng Cai Anxiang Zeng C. Pan Qing Da Hua-Lin He Qing He Pingzhong Tang 68 11 0 18 Nov 2018
Proximal Policy Optimization Algorithms John Schulman Filip Wolski Prafulla Dhariwal Alec Radford Oleg Klimov OffRL 565 19,296 0 20 Jul 2017
Attention Is All You Need Ashish Vaswani Noam M. Shazeer Niki Parmar Jakob Uszkoreit Llion Jones Aidan Gomez Lukasz Kaiser Illia Polosukhin 3DV 805 132,725 0 12 Jun 2017
Playing Atari with Deep Reinforcement Learning Volodymyr Mnih Koray Kavukcuoglu David Silver Alex Graves Ioannis Antonoglou Daan Wierstra Martin Riedmiller 132 12,272 0 19 Dec 2013