羅明志 (Luo, Ming-Zhi)
Higher Education
Bachelor ,
Department of Information Management and Finance
,
National Yang Ming Chiao Tung University
Adviser: Prof.
Tian-Shyr, Dai
Talks and Presentations
A reinforcement learning extension to the Almgren-Chriss framework for optimal trade execution
Optimal control of execution costs
OPTIMAL EXECUTION IN A GENERAL ONE-SIDED LIMIT-ORDER BOOK
Optimal Execution of Portfolio Transactions
Reinforcement Learning for Optimized Trade Execution
An End-to-End Optimal Trade Execution Framework based on Proximal Policy Optimization
