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Applied Mathematical Finance Volume 28, 2021 - Issue 4
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Articles

Double Deep Q-Learning for Optimal Execution

Brian Ninga Department of Statistical Sciences, University of Toronto, Toronto, CanadaView further author information
,
Franco Ho Ting Linb Department of Computer Science, University of Toronto, Toronto, CanadaView further author information
&
Sebastian Jaimungala Department of Statistical Sciences, University of Toronto, Toronto, CanadaCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0002-0193-0993View further author information
ORCID Icon
Pages 361-380 | Received 01 Oct 2021, Accepted 06 May 2022, Published online: 15 Jun 2022

References

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