no code implementations • 3 Apr 2023 • Jiaqi Ye, XiaoDong Li, Pangjing Wu, Feng Wang
Then, we design two different AP methods: frequency-based global method and state clustering-based local method, based on the prior optimal policy.
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