@article{commissionfeeisnotenoughahierarchical,
  title = {Deep Stock Trading: A Hierarchical Reinforcement Learning Framework for Portfolio Optimization and Order Execution},
  author = {Rundong Wang and Hongxin Wei and Bo An and Zhouyan Feng and Jun Yao},
  year = {2020},
  eprint = {2012.12620},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2012.12620v2},
}