Diverse Approaches to Optimal Execution Schedule Generation

By Robert de Witt, Mikko S. Pakkanen

Published 2026-02-02

Everscope rating

1556.6

Relevance to quantitative trading

9 / 10

Implementation complexity

8 / 10

Reproducibility

3 / 5

About this paper

Methodology: MAP-Elites Quality-Diversity with PPO in Calibrated Gymnasium Environment (GEO). Problem types: Reinforcement Learning, Algorithmic Execution, Optimization, Time Series Forecasting.

arXiv:2601.22113 · Paper rankings

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