Learning about latent dynamic trading demand
Year of publication: |
2022
|
---|---|
Authors: | Chen, Xiao ; Choi, Jin Hyuk ; Larsen, Kasper ; Seppi, Duane J. |
Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9660, ZDB-ID 2389109-9. - Vol. 16.2022, 4, p. 615-658
|
Subject: | Dynamic learning | Optimal order execution | Order-splitting | Speculation | Subgame perfect nash equilibrium | Trading targets | Lernprozess | Learning process | Spieltheorie | Game theory | Spekulation | Nash-Gleichgewicht | Nash equilibrium |
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