Reinforcement learning for optimized trade execution

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We present the first large-scale empirical application of reinforcement learning to the important problem of optimized trade execution in modern financial markets. Our experiments

Yuriy Nevmyvaka, Yi Feng, Michael S. Kearns

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ICML 2006 | Large-scale Empirical Application | Machine Learning | Optimized Trade Execution |

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Added	17 Nov 2009
Updated	17 Nov 2009
Type	Conference
Year	2006
Where	ICML
Authors	Yuriy Nevmyvaka, Yi Feng, Michael S. Kearns

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Reinforcement learning for optimized trade execution

ICML 2006 | Large-scale Empirical Application | Machine Learning | Optimized Trade Execution |

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