A shortcut flow policy trained on PPO expert demonstrations reduces simulated implementation shortfall and risk versus the experts, but the promised refinement mechanism is absent and the evaluation stays inside the training simulator.
Staticversusadaptedoptimalexecutionstrate- gies in two benchmark trading models, in: Innovations in Insurance, Risk-and Asset Management
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FlowOE: Imitation Learning with Flow Policy from Ensemble RL Experts for Optimal Execution under Heston Volatility and Concave Market Impacts
A shortcut flow policy trained on PPO expert demonstrations reduces simulated implementation shortfall and risk versus the experts, but the promised refinement mechanism is absent and the evaluation stays inside the training simulator.