Search Results for author: Hong Kee Sul

Found 1 papers, 0 papers with code

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

no code implementations20 Jul 2023 Soohan Kim, Jimyeong Kim, Hong Kee Sul, Youngjoon Hong

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.

reinforcement-learning

Cannot find the paper you are looking for? You can Submit a new open access paper.