Optimal execution in high-frequency trading with Bayesian learning (Q1619842)

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Optimal execution in high-frequency trading with Bayesian learning
scientific article

    Statements

    title
    Optimal execution in high-frequency trading with Bayesian learning (English)
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    author
    Bian Du
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    Hongliang Zhu
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    Jingdong Zhao
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    published in
    Physica A
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    publication date
    13 November 2018
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    zbMATH Keywords
    high-frequency trading
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    optimal execution
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    Bayesian learning
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    dynamic programming
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    Identifiers

    zbMATH DE Number
    6978377
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