Open AccessUniversal Trading for Order Execution with Oracle Policy Distillation
Author(s) -
Yuchen Fang,
Kan Ren,
Weiqing Liu,
Dong Zhou,
Weinan Zhang,
Jiang Bian,
Yong Yu,
TieYan Liu
Publication year - 2021
Publication title -
proceedings of the aaai conference on artificial intelligence
Language(s) - English
Resource type - Journals
eISSN - 2374-3468
pISSN - 2159-5399
DOI - 10.1609/aaai.v35i1.16083
Subject(s) - computer science , reinforcement learning , oracle , order (exchange) , trading strategy , perfect information , imperfect , order book , mathematical optimization , artificial intelligence , microeconomics , economics , econometrics , linguistics , philosophy , mathematics , software engineering , finance
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