27 citations · 75 across the 17 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…
cs.LG2023★ 27 cited
Separable Physics-Informed Neural Networks
Junwoo Cho, Seungtae Nam, Hyunmo Yang +3
Physics-informed neural networks (PINNs) have recently emerged as promising data-driven PDE solvers showing encouraging results on various PDEs. However, there is a fundamental lim…