Soohan Kim

Sungkyunkwan University

53 Myeongnyun-dong 3-ga Jongno-ju

Guro-gu

Seoul, 110-745

Korea, Republic of (South Korea)

SCHOLARLY PAPERS

1

DOWNLOADS

42

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

An Adaptive Dual-Level Reinforcement Learning Approach for Optimal Trade Execution

Number of pages: 15 Posted: 06 Jun 2023
Sungkyunkwan University, Sungkyunkwan University, Chung-Ang University - College of Business & Economics and Sungkyunkwan University
Downloads 42 (800,456)

Abstract:

Loading...

Volume-Weighted Average Price, reinforcement learning, Optimal Trading Execution, Proximal Policy Optimization, Markov decision process