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q-fin.TR2025
Reinforcement Learning in Queue-Reactive Models: Application to Optimal Execution
Tomas Espana, Yadh Hafsi, Fabrizio Lillo +1
We investigate the use of Reinforcement Learning for the optimal execution of meta-orders, where the objective is to execute incrementally large orders while minimizing implementat…
cs.CE2025
Leveraging LLMS for Top-Down Sector Allocation In Automated Trading
Ryan Quek Wei Heng, Edoardo Vittori, Keane Ong +3
This paper introduces a methodology leveraging Large Language Models (LLMs) for sector-level portfolio allocation through systematic analysis of macroeconomic conditions and market…