Yuriy Nevmyvaka, Yi Feng, Michael Kearns
Reinforcement learning for optimized trade execution
ICML, 2006.
@inproceedings{ICML-2006-NevmyvakaFK,
author = "Yuriy Nevmyvaka and Yi Feng and Michael Kearns",
booktitle = "{Proceedings of the 23rd International Conference on Machine Learning}",
doi = "10.1145/1143844.1143929",
isbn = "1-59593-383-2",
pages = "673--680",
publisher = "{ACM}",
series = "{ACM International Conference Proceeding Series}",
title = "{Reinforcement learning for optimized trade execution}",
volume = 148,
year = 2006,
}