Deep reinforcement learning for the optimal placement of cryptocurrency limit orders
Matthias Schnaubelt
| Year of publication: |
2022
|
|---|---|
| Authors: | Schnaubelt, Matthias |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 296.2022, 3 (1.2.), p. 993-1006
|
| Subject: | Finance | Optimal execution | Limit order books | Machine learing | Deep reinforcement learning |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2021.04.050 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013256900