and one of them is Grasshopper Optimization Algorithm (GOA). Despite the fact that some binary versions of the GOA have …, effectively. The performance of the proposed algorithm is investigated on Cap and M* series datasets and the obtained results are …

a more particular need for algorithm-centered policy responses. Specifically, algorithmic transparency … algorithmic “black box” and “interpret” the algorithm’s decision-making process should play a key role. In appropriate cases …

We propose an actor-critic reinforcement learning (RL) algorithm for the optimal execution problem. We consider the …. We develop a finite-time error analysis of our algorithm and show that it converges linearly under suitable conditions on … the learning rates. We test our algorithm in three different types of market simulators built on the Almgren-Chriss model …