DDQL-optimal-execution

Double Deep Q-Learning for Optimal Execution implementation

Documentation with quickstart and installation guide : here

Notes

• Action space is taken as an integer to avoid minimization

Bibliography

Ning, B., Lin, F.H.T. and Jaimungal, S. (2020) Double deep Q-learning for optimal execution, arXiv.org. Available at: https://arxiv.org/abs/1812.06600 (Accessed: April 16, 2023).