"Hierarchical Deep Reinforcement Learning for VWAP Strategy Optimization."

Xiaodong Li et al. (2024)

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DOI: 10.1109/TBDATA.2023.3338011

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type: Journal Article

metadata version: 2024-05-31

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Xiaodong Li, Pangjing Wu, Chenxin Zou, Qing Li:
Hierarchical Deep Reinforcement Learning for VWAP Strategy Optimization. IEEE Trans. Big Data 10(3): 288-300 (2024)

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