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Found 2 papers, 1 papers with code
Towards Generalizable Reinforcement Learning for Trade Execution
To evaluate our algorithms, we also implement a carefully designed simulator based on historical limit order book (LOB) data to provide a high-fidelity benchmark for different algorithms.
FactorVAE: A Probabilistic Dynamic Factor Model Based on Variational Autoencoder for Predicting Cross-Sectional Stock Returns
As an asset pricing model in economics and finance, factor model has been widely used in quantitative investment.
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