Microstructure-Empowered Stock Factor Extraction and Utilization

16 August 2023

Papers citing "Microstructure-Empowered Stock Factor Extraction and Utilization"

2 / 2 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
Model-based Reinforcement Learning for Predictions and Control for Limit Order Books Haoran Wei Yuanbo Wang L. Mangu Keith S. Decker 56 25 0 09 Oct 2019