The authors extend the Almgren-Chriss model to a multi-agent setting and apply deep reinforcement learning to simulate and optimize liquidation strategies under practical constraints.
Title resolution pending
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
q-fin.TR 1years
2019 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Multi-Agent Deep Reinforcement Learning for Liquidation Strategy Analysis
The authors extend the Almgren-Chriss model to a multi-agent setting and apply deep reinforcement learning to simulate and optimize liquidation strategies under practical constraints.