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ENTITY Almgren-Chriss

Almgren-Chriss

PulseAugur coverage of Almgren-Chriss — every cluster mentioning Almgren-Chriss across labs, papers, and developer communities, ranked by signal.

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  1. RESEARCH · CL_79127 ·

    New RL algorithm optimizes stock trade execution

    Researchers have developed a new reinforcement learning algorithm called TT-DAC-PS for optimizing stock trade execution. This deterministic actor-critic architecture incorporates several advanced techniques, including t…