Reinforcement learning for optimized trade execution

Reinforcement learning for optimized trade execution
Yuriy Nevmyvaka, Yi Feng, and Michael Kearns, 2006

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BibTeX Entry

@InProceedings{Nevmyvaka+FK:2006,
  author =       "Nevmyvaka, Yuriy and Feng, Yi and Kearns, Michael",
  title =        "Reinforcement learning for optimized trade execution",
  booktitle =    "Proceedings of the Twenty-third international conference on Machine learning (ICML 2006)",
  year =         "2006",
  ISBN =         "1-59593-383-2",
  editor =    "Cohen, William W. and Moore, Andrew",
  volume =    "148",
  publisher = "ACM",
  series =    "ACM International Conference Proceeding Series",
  address =   "New York, NY, USA",
  pages =     "673--680",
  url = "http://www.cis.upenn.edu/~mkearns/papers/rlexec.pdf",
  bib2html_rescat = "Applications",
}