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Rigorous strategic trading : balanced portfolio and mean-reversion
Lehalle, Charles-Albert - In: The journal of trading 4 (2009) 3, pp. 40-46
Persistent link: https://www.econbiz.de/10003870756
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Incorporating signals into optimal trading
Lehalle, Charles-Albert; Neuman, Eyal - In: Finance and stochastics 23 (2019) 2, pp. 275-311
Persistent link: https://www.econbiz.de/10012023738
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Improving reinforcement learning algorithms : towards optimal learning rate policies
Mounjid, Othmane; Lehalle, Charles-Albert - In: Mathematical finance : an international journal of … 34 (2024) 2, pp. 588-621
Persistent link: https://www.econbiz.de/10014514797