{"id":"https://openalex.org/W3089248954","doi":"https://doi.org/10.1007/978-3-030-59410-7_42","title":"Optimal Trade Execution Based on Deep Deterministic Policy Gradient","display_name":"Optimal Trade Execution Based on Deep Deterministic Policy Gradient","publication_year":2020,"publication_date":"2020-01-01","ids":{"openalex":"https://openalex.org/W3089248954","doi":"https://doi.org/10.1007/978-3-030-59410-7_42","mag":"3089248954"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-030-59410-7_42","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-030-59410-7_42","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"},"type":"book-chapter","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5007552663","display_name":"Zekun Ye","orcid":"https://orcid.org/0009-0001-7465-0458"},"institutions":[{"id":"https://openalex.org/I24943067","display_name":"Fudan University","ror":"https://ror.org/013q1eq08","country_code":"CN","type":"education","lineage":["https://openalex.org/I24943067"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Zekun Ye","raw_affiliation_strings":["Shanghai Key Lab of Intelligent Information Processing, and School of Computer Science, Fudan University, Shanghai, China"],"affiliations":[{"raw_affiliation_string":"Shanghai Key Lab of Intelligent Information Processing, and School of Computer Science, Fudan University, Shanghai, China","institution_ids":["https://openalex.org/I24943067"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100309697","display_name":"Weijie Deng","orcid":null},"institutions":[{"id":"https://openalex.org/I24943067","display_name":"Fudan University","ror":"https://ror.org/013q1eq08","country_code":"CN","type":"education","lineage":["https://openalex.org/I24943067"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Weijie Deng","raw_affiliation_strings":["Shanghai Key Lab of Intelligent Information Processing, and School of Computer Science, Fudan University, Shanghai, China"],"affiliations":[{"raw_affiliation_string":"Shanghai Key Lab of Intelligent Information Processing, and School of Computer Science, Fudan University, Shanghai, China","institution_ids":["https://openalex.org/I24943067"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5017862559","display_name":"Shuigeng Zhou","orcid":"https://orcid.org/0000-0002-1949-2768"},"institutions":[{"id":"https://openalex.org/I24943067","display_name":"Fudan University","ror":"https://ror.org/013q1eq08","country_code":"CN","type":"education","lineage":["https://openalex.org/I24943067"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Shuigeng Zhou","raw_affiliation_strings":["Shanghai Key Lab of Intelligent Information Processing, and School of Computer Science, Fudan University, Shanghai, China"],"affiliations":[{"raw_affiliation_string":"Shanghai Key Lab of Intelligent Information Processing, and School of Computer Science, Fudan University, Shanghai, China","institution_ids":["https://openalex.org/I24943067"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5101402270","display_name":"Yi Xu","orcid":"https://orcid.org/0000-0003-4723-6312"},"institutions":[{"id":"https://openalex.org/I24943067","display_name":"Fudan University","ror":"https://ror.org/013q1eq08","country_code":"CN","type":"education","lineage":["https://openalex.org/I24943067"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yi Xu","raw_affiliation_strings":["Shanghai Key Lab of Intelligent Information Processing, and School of Computer Science, Fudan University, Shanghai, China"],"affiliations":[{"raw_affiliation_string":"Shanghai Key Lab of Intelligent Information Processing, and School of Computer Science, Fudan University, Shanghai, China","institution_ids":["https://openalex.org/I24943067"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5086316879","display_name":"Jihong Guan","orcid":"https://orcid.org/0000-0003-2313-7635"},"institutions":[{"id":"https://openalex.org/I116953780","display_name":"Tongji University","ror":"https://ror.org/03rc6as71","country_code":"CN","type":"education","lineage":["https://openalex.org/I116953780"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Jihong Guan","raw_affiliation_strings":["Department of Computer Science and Technology, Tongji University, Shanghai, China"],"affiliations":[{"raw_affiliation_string":"Department of Computer Science and Technology, Tongji University, Shanghai, China","institution_ids":["https://openalex.org/I116953780"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":5,"corresponding_author_ids":["https://openalex.org/A5007552663"],"corresponding_institution_ids":["https://openalex.org/I24943067"],"apc_list":{"value":5000,"currency":"EUR","value_usd":5392},"apc_paid":null,"fwci":2.4726,"has_fulltext":false,"cited_by_count":11,"citation_normalized_percentile":{"value":0.9156469,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":94,"max":97},"biblio":{"volume":null,"issue":null,"first_page":"638","last_page":"654"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10462","display_name":"Reinforcement Learning in Robotics","score":0.9965999722480774,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10462","display_name":"Reinforcement Learning in Robotics","score":0.9965999722480774,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11689","display_name":"Adversarial Robustness in Machine Learning","score":0.9864000082015991,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11182","display_name":"Auction Theory and Applications","score":0.9815999865531921,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/reinforcement-learning","display_name":"Reinforcement learning","score":0.9561764001846313},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.8581188917160034},{"id":"https://openalex.org/keywords/exploit","display_name":"Exploit","score":0.6637197732925415},{"id":"https://openalex.org/keywords/block","display_name":"Block (permutation group theory)","score":0.6193636059761047},{"id":"https://openalex.org/keywords/baseline","display_name":"Baseline (sea)","score":0.5914646983146667},{"id":"https://openalex.org/keywords/limit","display_name":"Limit (mathematics)","score":0.5598388314247131},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.5595041513442993},{"id":"https://openalex.org/keywords/deep-learning","display_name":"Deep learning","score":0.4431440532207489},{"id":"https://openalex.org/keywords/feature","display_name":"Feature (linguistics)","score":0.4411580562591553},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.34906625747680664},{"id":"https://openalex.org/keywords/computer-security","display_name":"Computer security","score":0.09480538964271545},{"id":"https://openalex.org/keywords/law","display_name":"Law","score":0.08060270547866821}],"concepts":[{"id":"https://openalex.org/C97541855","wikidata":"https://www.wikidata.org/wiki/Q830687","display_name":"Reinforcement learning","level":2,"score":0.9561764001846313},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.8581188917160034},{"id":"https://openalex.org/C165696696","wikidata":"https://www.wikidata.org/wiki/Q11287","display_name":"Exploit","level":2,"score":0.6637197732925415},{"id":"https://openalex.org/C2777210771","wikidata":"https://www.wikidata.org/wiki/Q4927124","display_name":"Block (permutation group theory)","level":2,"score":0.6193636059761047},{"id":"https://openalex.org/C12725497","wikidata":"https://www.wikidata.org/wiki/Q810247","display_name":"Baseline (sea)","level":2,"score":0.5914646983146667},{"id":"https://openalex.org/C151201525","wikidata":"https://www.wikidata.org/wiki/Q177239","display_name":"Limit (mathematics)","level":2,"score":0.5598388314247131},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.5595041513442993},{"id":"https://openalex.org/C108583219","wikidata":"https://www.wikidata.org/wiki/Q197536","display_name":"Deep learning","level":2,"score":0.4431440532207489},{"id":"https://openalex.org/C2776401178","wikidata":"https://www.wikidata.org/wiki/Q12050496","display_name":"Feature (linguistics)","level":2,"score":0.4411580562591553},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.34906625747680664},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.09480538964271545},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.08060270547866821},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.0},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.0},{"id":"https://openalex.org/C41895202","wikidata":"https://www.wikidata.org/wiki/Q8162","display_name":"Linguistics","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-030-59410-7_42","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-030-59410-7_42","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Partnerships for the goals","id":"https://metadata.un.org/sdg/17","score":0.6000000238418579}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":28,"referenced_works":["https://openalex.org/W41554520","https://openalex.org/W656091256","https://openalex.org/W1592847719","https://openalex.org/W1988270113","https://openalex.org/W2001770658","https://openalex.org/W2003205995","https://openalex.org/W2013994167","https://openalex.org/W2045046884","https://openalex.org/W2155027007","https://openalex.org/W2160519132","https://openalex.org/W2165150801","https://openalex.org/W2165260235","https://openalex.org/W2173248099","https://openalex.org/W2252939995","https://openalex.org/W2547661276","https://openalex.org/W2731083990","https://openalex.org/W2806088196","https://openalex.org/W2883309605","https://openalex.org/W2901174038","https://openalex.org/W2901225480","https://openalex.org/W2963073045","https://openalex.org/W3101983215","https://openalex.org/W3123104921","https://openalex.org/W3125796404","https://openalex.org/W3126008239","https://openalex.org/W4249441547","https://openalex.org/W6601108242","https://openalex.org/W6607606998"],"related_works":["https://openalex.org/W17155033","https://openalex.org/W3207760230","https://openalex.org/W1496222301","https://openalex.org/W4312814274","https://openalex.org/W1590307681","https://openalex.org/W2536018345","https://openalex.org/W4285370786","https://openalex.org/W2296488620","https://openalex.org/W2358353312","https://openalex.org/W2353836703"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":2},{"year":2023,"cited_by_count":4},{"year":2022,"cited_by_count":2},{"year":2021,"cited_by_count":3}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}