11 citations · 13 across the 3 of their papers we have counts for
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q-fin.TR2019★ 2 cited
Fairness in Multi-agent Reinforcement Learning for Stock Trading
Wenhang Bao
Unfair stock trading strategies have been shown to be one of the most negative perceptions that customers can have concerning trading and may result in long-term losses for a compa…
q-fin.TR2019★ 11 cited
Multi-Agent Deep Reinforcement Learning for Liquidation Strategy Analysis
Wenhang Bao, Xiao-yang Liu
Liquidation is the process of selling a large number of shares of one stock sequentially within a given time frame, taking into consideration the costs arising from market impact a…