Lucas R. Abbade
- Realistic Market Impact Modeling for Reinforcement Learning Trading Environments
2026/03/30 by Lucas Riera Abbade, Lucas R. Abbade, Anna Helena Reali Costa · 1 voice
Computer Science · Decision Sciences · Economics, Econometrics and Finance · #Advanced Bandit Algorithms Research #Algorithmic trading #Baseline (sea) #Financial Markets and Investment Strategies #Margin (machine learning) #Portfolio #Reinforcement learning #Sharpe ratio #Stock Market Forecasting Methods #Trading strategy #Transaction cost #cs.CE #cs.LG