no code implementations • 11 Dec 2022 • XiaoDong Li, Pangjing Wu, Chenxin Zou, Qing Li
Designing an intelligent volume-weighted average price (VWAP) strategy is a critical concern for brokers, since traditional rule-based strategies are relatively static that cannot achieve a lower transaction cost in a dynamic market.
Hierarchical Reinforcement Learning reinforcement-learning +1
no code implementations • 2 Dec 2022 • XiaoDong Li, Chenxin Zou, Yi Cai, Yuelong Zhu
Winner of the game is thus considered to have better qualities.