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A reinforcement learning extension to the Almgren-Chriss framework for optimal trade execution

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Cited by

2021Recent Advances in Reinforcement Learning in Finance62 cited
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2020

An End-to-End Optimal Trade Execution Framework based on Proximal Policy Optimization

42 cited

2021Machine Learning for Active Portfolio Management37 cited

2021Universal Trading for Order Execution with Oracle Policy Distillation33 cited

2019Multi-Agent Deep Reinforcement Learning for Liquidation Strategy Analysis32 cited

2021Reinforcement Learning Approaches to Optimal Market Making30 cited

2024A Review of Reinforcement Learning in Financial Applications30 cited