A reinforcement learning approach to optimal execution
Year of publication: |
2022
|
---|---|
Authors: | Moallemi, Ciamac C. ; Wang, Muye |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 22.2022, 6, p. 1051-1069
|
Subject: | Reinforcement learning | Optimal stopping | Optimal execution | Temporal difference learning | Lernprozess | Learning process | Lernen | Learning | Lernende Organisation | Learning organization | Suchtheorie | Search theory | Führungskräfte | Managers |
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