most citedGraLMatch: Matching Groups of Entities with Graphs and Language Models

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cs.CE2022

A Modular Framework for Reinforcement Learning Optimal Execution

Fernando de Meer Pardo, Christoph Auth, Florin Dascalu

In this article, we develop a modular framework for the application of Reinforcement Learning to the problem of Optimal Trade Execution. The framework is designed with flexibility…