arXiv AI By Ilia Zaznov, Atta Badii, Julian Kunkel, Alfonso Dufour

TT-DAC-PS: Twin-Target Deterministic Actor-Critic with Policy Smoothing for Optimal Trade Execution

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arXiv:2606. 08379v1 Announce Type: new Abstract: This study addresses the optimal execution of large stock sell programs by introducing TT-DAC-PS (Twin-Target Deterministic Actor-Critic with Policy Smoothing), a deterministic actor-critic architecture that combines twin exponential-moving-average critic targets with pessimistic min backup, TD3-style target policy smoothing noise, delayed actor updates, and conservative Q regularisation to curb overestimation.

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