RL-Exec: Impact-Aware Reinforcement Learning for Opportunistic Optimal Liquidation, Outperforms TWAP and a Book-Liquidity VWAP on BTC-USD Replays

Fuente: arXiv

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Bibliographic Details
Main Authors:	Duflot, Enzo, Robineau, Stanislas
Format:	Preprint
Published:	2025
Subjects:	Statistical Finance Machine Learning Trading and Market Microstructure 91G60, 68T07 I.2.6; G.3
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2511.07434