Algorithmic trading with learning
Álvaro Cartea (Department of Mathematics, University of Oxford, Oxford, UK, Oxford-Man Institute of Quantitative Finance, Oxford, UK), Sebastian Jaimungal (Department of Statistical Sciences, University of Toronto, Toronto, Canada), Damir Kinzebulatov (The Fields Institute for Mathematical Sciences, Toronto, Canada)
| Year of publication: |
June 2016
|
|---|---|
| Authors: | Cartea, Álvaro ; Jaimungal, Sebastian ; Kinzebulatov, Damir |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 19.2016, 4, p. 1-30
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| Subject: | Algorithmic trading | high frequency trading | nonlinear filtration | Brownian bridge | stochastic optimal control | adverse selection | Elektronisches Handelssystem | Electronic trading | Stochastischer Prozess | Stochastic process | Wertpapierhandel | Securities trading | Algorithmus | Algorithm | Adverse Selektion | Adverse selection | Kontrolltheorie | Control theory | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Marktmikrostruktur | Market microstructure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S021902491650028X [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011523847