Double Deep Q-Learning for optimal execution
Brian Ning, Franco Ho Ting Lin and Sebastian Jaimungal
| Year of publication: |
2021
|
|---|---|
| Authors: | Ning, Brian ; Lin, Franco Ho Ting ; Jaimungal, Sebastian |
| Subject: | algorithmic trading | DDQN | optimal execution | reinforcement learning | Theorie | Theory | Elektronisches Handelssystem | Electronic trading | Lernprozess | Learning process | Wertpapierhandel | Securities trading | Algorithmus | Algorithm | Lernen | Learning | Mathematische Optimierung | Mathematical programming |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1350486X.2022.2077783 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013411703