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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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Détails bibliographiques
Auteurs principaux:	Duflot, Enzo, Robineau, Stanislas
Format:	Preprint
Publié:	2025
Sujets:	Statistical Finance Machine Learning Trading and Market Microstructure 91G60, 68T07 I.2.6; G.3
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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