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"A reinforcement learning extension to the Almgren-Chriss framework for ..."

Dieter Hendricks, Diane Wilcox (2014)

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DOI: 10.1109/CIFER.2014.6924109

access: closed

type: Conference or Workshop Paper

metadata version: 2017-06-02

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Dieter Hendricks, Diane Wilcox:
A reinforcement learning extension to the Almgren-Chriss framework for optimal trade execution. CIFEr 2014: 457-464

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