Research map / Reinforcement learning / Policy gradient and actor-critic
Universal Trading for Order Execution with Oracle Policy Distillation
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Add oracle policy distillation to the student (ablation) | OPD · China A-shares test set (CSI 800) | Reward (× 10^-2): 3.24 -> 3.36 | Helped |
| Add oracle policy distillation to the student (ablation) | OPD · China A-shares test set (CSI 800) | PA: 5.19 -> 6.17 | Helped |
| Add oracle policy distillation to the student (ablation) | OPD · China A-shares test set (CSI 800) | GLR: 1.19 -> 1.35 | Helped |
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