Search Results for author: Pangjing Wu

Found 2 papers, 0 papers with code

Action Pick-up in Dynamic Action Space Reinforcement Learning

no code implementations3 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.

reinforcement-learning

Hierarchical Deep Reinforcement Learning for VWAP Strategy Optimization

no code implementations11 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

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