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Double Deep Q-Learning for Optimal Execution
17 December 2018
Brian Ning
Franco Ho Ting Ling
S. Jaimungal
OffRL
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Papers citing
"Double Deep Q-Learning for Optimal Execution"
27 / 27 papers shown
Reinforcement Learning in Queue-Reactive Models: Application to Optimal Execution
Tomas Espana
Yadh Hafsi
Fabrizio Lillo
Edoardo Vittori
170
0
0
19 Nov 2025
ABIDES-MARL: A Multi-Agent Reinforcement Learning Environment for Endogenous Price Formation and Execution in a Limit Order Book
Patrick Cheridito
Jean-Loup Dupret
Zhexin Wu
242
1
0
03 Nov 2025
Safe and Compliant Cross-Market Trade Execution via Constrained RL and Zero-Knowledge Audits
Ailiya Borjigin
Cong He
133
0
0
06 Oct 2025
From Deep Learning to LLMs: A survey of AI in Quantitative Investment
Bokai Cao
Saizhuo Wang
Xinyi Lin
Xiaojun Wu
Haohan Zhang
L. Ni
Jian Guo
AIFin
270
11
0
27 Mar 2025
The Role of Deep Learning in Financial Asset Management: A Systematic Review
Pedro Reis
Ana Paula Serra
João Gama
195
3
0
03 Mar 2025
Optimal Execution with Reinforcement Learning
Yadh Hafsi
Edoardo Vittori
260
4
0
10 Nov 2024
Deviations from the Nash equilibrium and emergence of tacit collusion in a two-player optimal execution game with reinforcement learning
Fabrizio Lillo
Andrea Macri
165
1
0
21 Aug 2024
The Evolution of Reinforcement Learning in Quantitative Finance: A Survey
ACM Computing Surveys (ACM CSUR), 2024
Nikolaos Pippas
Cagatay Turkay
Elliot A. Ludvig
AIFin
592
13
0
20 Aug 2024
Robust Q-Learning for finite ambiguity sets
Cécile Decker
Julian Sester
396
1
0
05 Jul 2024
JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading
International Conference on AI in Finance (ICAF), 2023
Sascha Frey
Kang Li
Peer Nagy
Silvia Sapora
Chris Xiaoxuan Lu
S. Zohren
Jakob N. Foerster
Anisoara Calinescu
255
22
0
25 Aug 2023
Reinforcement Learning for Financial Index Tracking
Social Science Research Network (SSRN), 2023
X. Peng
Chen Gong
X. He
210
1
0
05 Aug 2023
Conditional Generators for Limit Order Book Environments: Explainability, Challenges, and Robustness
International Conference on AI in Finance (ICAF), 2023
Andrea Coletta
Joseph Jerome
Rahul Savani
Svitlana Vyetrenko
221
21
0
22 Jun 2023
Optimal Execution Using Reinforcement Learning
Cong Zheng
Jiafa He
Can Yang
98
0
0
19 Jun 2023
Asynchronous Deep Double Duelling Q-Learning for Trading-Signal Execution in Limit Order Book Markets
Peer Nagy
Jan-Peter Calliess
S. Zohren
150
8
0
20 Jan 2023
Hierarchical Deep Reinforcement Learning for VWAP Strategy Optimization
IEEE Transactions on Big Data (TBD), 2022
Xiaodong Li
Pangjing Wu
Chenxin Zou
Qing Li
185
4
0
11 Dec 2022
A Modular Framework for Reinforcement Learning Optimal Execution
Fernando de Meer Pardo
Christoph Auth
F. Dascalu
OffRL
232
1
0
11 Aug 2022
Learn Continuously, Act Discretely: Hybrid Action-Space Reinforcement Learning For Optimal Execution
International Joint Conference on Artificial Intelligence (IJCAI), 2022
Feiyang Pan
Tongzhe Zhang
Ling Luo
Jia He
Shuoli Liu
147
9
0
22 Jul 2022
Applications of Reinforcement Learning in Finance -- Trading with a Double Deep Q-Network
Frensi Zejnullahu
Maurice Moser
Joerg Osterrieder
AIFin
195
6
0
28 Jun 2022
Imitate then Transcend: Multi-Agent Optimal Execution with Dual-Window Denoise PPO
Jin Fang
Jiacheng Weng
Yi Xiang
Xinwen Zhang
OffRL
162
2
0
21 Jun 2022
Recent Advances in Reinforcement Learning in Finance
B. Hambly
Renyuan Xu
Huining Yang
OffRL
546
245
0
08 Dec 2021
Reinforcement Learning for Quantitative Trading
Shuo Sun
Rongpin Wang
Bo An
OffRL
AIFin
220
71
0
28 Sep 2021
Robust Risk-Sensitive Reinforcement Learning Agents for Trading Markets
Yue Gao
Kry Yik-Chau Lui
Pablo Hernandez-Leal
121
7
0
16 Jul 2021
Universal Trading for Order Execution with Oracle Policy Distillation
AAAI Conference on Artificial Intelligence (AAAI), 2021
Yuchen Fang
Kan Ren
Yuante Li
Dong Zhou
Weinan Zhang
Jiang Bian
Yong Yu
Tie-Yan Liu
OffRL
207
51
0
28 Jan 2021
Policy Gradient Methods for the Noisy Linear Quadratic Regulator over a Finite Horizon
SIAM Journal of Control and Optimization (SICON), 2020
B. Hambly
Renyuan Xu
Huining Yang
284
81
0
20 Nov 2020
Bridging the gap between Markowitz planning and deep reinforcement learning
Eric Benhamou
David Saltiel
Sandrine Ungari
Abhishek Mukhopadhyay
OffRL
168
26
0
30 Sep 2020
AAMDRL: Augmented Asset Management with Deep Reinforcement Learning
Eric Benhamou
David Saltiel
Sandrine Ungari
Abhishek Mukhopadhyay
Jamal Atif
165
10
0
30 Sep 2020
PermuteAttack: Counterfactual Explanation of Machine Learning Credit Scorecards
Masoud Hashemi
Ali Fathi
AAML
308
38
0
24 Aug 2020
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