3 citations · 7 across the 9 of their papers we have counts for
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q-fin.CP2023
An Adaptive Dual-level Reinforcement Learning Approach for Optimal Trade Execution
Soohan Kim, Jimyeong Kim, Hong Kee Sul +1
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. Previous studies o…
math.OC2023
On the convergence analysis of the decentralized projected gradient descent method
Woocheol Choi, Jimyeong Kim
In this work, we are concerned with the decentralized optimization problem: \begin{equation*} \min_{x \in Ω}~f(x) = \frac{1}{n} \sum_{i=1}^n f_i (x), \end{equation*} where $Ω\subse…