On parametric optimal execution and machine learning surrogates
Year of publication: |
2024
|
---|---|
Authors: | Chen, Tao ; Ludkovski, Mike ; Voß, Moritz |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 24.2024, 1, p. 15-34
|
Subject: | Neural network surrogates | Optimal execution | Parametric control | Stochastic resilience | Theorie | Theory | Neuronale Netze | Neural networks | Mathematische Optimierung | Mathematical programming | Künstliche Intelligenz | Artificial intelligence | Stochastischer Prozess | Stochastic process | Lernprozess | Learning process |
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