Reinforcement learning for optimized trade execution

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

• Type: Conference
• Year: 2006
• Where: ICML
• Authors: Yuriy Nevmyvaka, Yi Feng, Michael S. Kearns
• Keywords: ICML 2006, Large-scale Empirical Application, Machine Learning, Optimized Trade Execution