SSRNTrading, Microstructure & Execution
Deep Reinforcement Learning: Policy Gradients for US Equities Trading
The study shows that Deep Reinforcement Learning can effectively interpret synthetic alpha signals in financial trading, outperforming the market benchmark.
Featured in No. 28 on 6 Dec 2023 · 9 days after release · 1 citation today
- Released
- 27 Nov 2023
- First featured
- No. 28 · 6 Dec 2023
- Citations (Semantic Scholar)
- 1
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4645453
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).