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Found 2 papers, 1 papers with code
An Adaptive Dual-level Reinforcement Learning Approach for Optimal Trade Execution
The purpose of this research is to devise a tactic that can closely track the daily cumulative volume-weighted average price (VWAP) using reinforcement learning.
Physics-Informed Convolutional Transformer for Predicting Volatility Surface
The Black-Scholes option pricing model is one of the most widely used models by market participants.
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