GitHub / Alqama-svg / optimal_execution_with_RL_Agent
Deep Reinforcement Learning for Optimal Trade Execution using DQN and Baseline Strategy Comparison
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PURL: pkg:github/Alqama-svg/optimal_execution_with_RL_Agent
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Open issues: 0
License: mit
Language: Jupyter Notebook
Size: 672 KB
Dependencies parsed at: Pending
Created at: 3 months ago
Updated at: 2 months ago
Pushed at: 2 months ago
Last synced at: 2 months ago
Topics: algorithmic-trading, baseline-strategies, deep-learning, dqn, gym-environment, high-frequency-trading, neural-networks, optimal-execution, python, quantitative-finance, reinforcement-learning, research-and-development, stochastic-calculus