Double deep Q-learning for optimal execution (Q5093248)
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scientific article; zbMATH DE number 7563603
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Double deep Q-learning for optimal execution |
scientific article; zbMATH DE number 7563603 |
Statements
Double Deep Q-Learning for Optimal Execution (English)
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26 July 2022
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algorithmic trading
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reinforcement learning
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optimal execution
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DDQN
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0.8333719372749329
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0.8013374209403992
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0.7694376111030579
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0.767274796962738
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0.7669338583946228
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