Elvin Granat

Linkoping University - Department of Computer and Information Science (IDA)

Linköping, 581 83

Sweden

  • Linkoping University - Department of Computer and Information Science (IDA)

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Scholarly Papers (1)

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1.

Deep Execution - Value and Policy Based Reinforcement Learning for Trading and Beating Market Benchmarks

Number of pages: 32 Posted: 21 May 2019
Kevin Dabérius, Elvin Granat and Patrik Karlsson
Linkoping University - Department of Computer and Information Science (IDA), Linkoping University - Department of Computer and Information Science (IDA) and drkarlsson.com
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Citation 2

Abstract:

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Algorithmic Trading, Deep Learning, Execution Algorithms, Reinforcement Learning, Optimal Execution