2 papers
q-fin.TR2023
Towards Generalizable Reinforcement Learning for Trade Execution
Chuheng Zhang, Yitong Duan, Xiaoyu Chen +3
Optimized trade execution is to sell (or buy) a given amount of assets in a given time with the lowest possible trading cost. Recently, reinforcement learning (RL) has been applied…
cs.LG2019
Policy Search by Target Distribution Learning for Continuous Control
Chuheng Zhang, Yuanqi Li, Jian Li
We observe that several existing policy gradient methods (such as vanilla policy gradient, PPO, A2C) may suffer from overly large gradients when the current policy is close to dete…