A reinforcement learning approach to optimal execution (Q5079392)
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scientific article; zbMATH DE number 7532627
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A reinforcement learning approach to optimal execution |
scientific article; zbMATH DE number 7532627 |
Statements
A reinforcement learning approach to optimal execution (English)
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27 May 2022
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optimal execution
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optimal stopping
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reinforcement learning
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temporal difference learning
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0.8333719372749329
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0.7970209717750549
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0.7721742987632751
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0.7693793773651123
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0.7636933326721191
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