MOT: A Mixture of Actors Reinforcement Learning Method by Optimal Transport for Algorithmic Trading
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- Fama, Eugene F & French, Kenneth R, 1996. "Multifactor Explanations of Asset Pricing Anomalies," Journal of Finance, American Finance Association, vol. 51(1), pages 55-84, March.
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This paper has been announced in the following NEP Reports:- NEP-CMP-2024-08-19 (Computational Economics)
- NEP-MST-2024-08-19 (Market Microstructure)
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