2 papers
cs.LG2026
Realistic Market Impact Modeling for Reinforcement Learning Trading Environments
Lucas Riera Abbade, Anna Helena Reali Costa
Reinforcement learning (RL) has shown promise for trading, yet most open-source backtesting environments assume negligible or fixed transaction costs, causing agents to learn tradi…
q-fin.CP2025
Comparing Normalization Methods for Portfolio Optimization with Reinforcement Learning
Caio de Souza Barbosa Costa, Anna Helena Reali Costa
Recently, reinforcement learning has achieved remarkable results in various domains, including robotics, games, natural language processing, and finance. In the financial domain, t…