arturbeg/reinforcement_learning_oe
The work aims to explore Value based, Deep Reinforcment Learning (Deep Q-Learning and Double Deep Q-Learning) for the problem of Optimal Trade Execution. The problem of Optimal Trade Execution aims to find the the optimal "path" of executing a stock order, or in other words the number of shares to be executed at different steps given a time constraint, such that the price impact from the market is minimised and consequently revenue from executing a stock order maximised.
Python
Stargazers
- abujbr
- AndreasTheodoulouData Scientist at Citigroup
- andy-ag
- Anmu01
- da-bao-jianNYC
- davylaker
- DippyArtu
- dlongfel@school21moscow
- doshaaaa
- eeeeeeeere
- gylx
- ilonaavgn
- jane9911
- jibeknurgazi
- junfanz1University of Chicago
- justhumaneth
- Kinnoo
- kissiriss
- kourouklides@GUT-AI
- kuba-bajda
- lixuanze
- luminousluming
- manehseiranianLondon
- melosab
- nowadam
- npancakes
- ovyanSt Kitts
- pavel-akimovRussia, Moscow
- Playtrint
- Scarlett-Ye0412
- sergeifilindeliveroo
- taafintseva
- vityromanova
- walkacrossShenzhen, China
- xyang619Beijing Institute of Genomics, Chinese Academy of Sciences
- zqianyu