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Introduction to Stochastic Dif...
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An optimal control strategy for execution of large stock orders using long short-term memory networks
Papanicolaou, Andrew
;
Fu, Hao
;
Krishnamurthy, Prashanth
; …
- In:
The journal of computational finance
26
(
2023
)
4
,
pp. 37-65
Persistent link: https://www.econbiz.de/10014342063
Saved in:
2
An optimal control strategy for execution of large stock orders using long short-term memory networks
Papanicolaou, Andrew
;
Fu, Hao
;
Krishnamurthy, Prasanth
; …
- In:
The journal of computational finance : JFC
26
(
2023
)
4
,
pp. 37-65
Persistent link: https://www.econbiz.de/10014486884
Saved in:
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