Optimal Action Space Search: An Effective Deep Reinforcement Learning Method for Algorithmic Trading.

Zhongjie Duan|Cen Chen|Dawei Cheng|Yuqi Liang|Weining Qian


Anthology ID:DBLP:conf/cikm/DuanCCLQ22
Volume:Proceedings of the 31st ACM International Conference on Information & Knowledge Management, Atlanta, GA, USA, October 17-21, 2022
Year:2022
Venue:International Conference on Information and Knowledge Management (CIKM)
Publisher:ACM
Pages:406-415
URL:https://doi.org/10.1145/3511808.3557412
DOI:https://doi.org/10.1145/3511808.3557412
DBLP:conf/cikm/DuanCCLQ22
BibTeX:
@inproceedings{duan-2022-optimal, author = {Zhongjie Duan and Cen Chen and Dawei Cheng and Yuqi Liang and Weining Qian}, editor = {Mohammad Al Hasan and Li Xiong}, title = {{Optimal Action Space Search: An Effective Deep Reinforcement Learning Method for Algorithmic Trading}}, booktitle = {{Proceedings of the 31st ACM International Conference on Information & Knowledge Management, Atlanta, GA, USA, October 17-21, 2022}}, pages = {406--415}, publisher = {ACM}, year = {2022}, url = {https://doi.org/10.1145/3511808.3557412}, doi = {https://doi.org/10.1145/3511808.3557412} }