Double Deep Q-Learning for Optimal Execution

Optimal trade execution is an important problem faced by essentially all traders. Much research into optimal execution uses stringent model assumptions and applies continuous time stochastic control to solve them... (read more)

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Methods used in the Paper


METHOD TYPE
Double Q-learning
Off-Policy TD Control
Double DQN
Q-Learning Networks
Experience Replay
Replay Memory
Dense Connections
Feedforward Networks
Convolution
Convolutions
Q-Learning
Off-Policy TD Control
DQN
Q-Learning Networks