Essays about: "Axel Rantil"

Found 1 essay containing the words Axel Rantil.

  1. 1. Optimized Trade Execution with Reinforcement Learning

    University essay from Linköpings universitet/Institutionen för datavetenskap

    Author : Olle Dahlén; Axel Rantil; [2018]
    Keywords : Reinforcement Learning; Deep Learning; Trade Execution; Proximal Policy Optimization;

    Abstract : In this thesis, we study the problem of buying or selling a given volume of a financial asset within a given time horizon to the best possible price, a problem formally known as optimized trade execution. Our approach is an empirical one. We use historical data to simulate the process of placing artificial orders in a market. READ MORE