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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).

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