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Hierarchichal RL framework for intraday optimal trade execution. Implements a two-layer architecture: Strategic PPO agent selects execution pace, Tactical DQN agent optimises order slicing and timing All experiments conducted on simulated market data with reproducible seeds for controlled benchmarking. Outperforms traditional algorithms.
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33
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Merge branch 'main' of https://github.com/ssrhaso/Market-Optimal-Execution-System
f73f5beView on GitHubFEAT: Update GYM methods for PPO , CHORE: Service file names
ccbd180View on GitHub