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FlowOE: Imitation Learning with Flow Policy from Ensemble RL Experts for Optimal Execution under Heston Volatility and Concave Market Impacts

Fuente: arXiv

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Bibliographic Details
Main Authors:	Li, Yang, Chen, Zhi
Format:	Preprint
Published:	2025
Subjects:	Machine Learning Artificial Intelligence Computational Engineering, Finance, and Science Computational Finance Trading and Market Microstructure
Online Access:	Acceder al recurso
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