Pages that link to "Item:Q1739054"

The following pages link to Incorporating signals into optimal trading (Q1739054):

Displaying 18 items.

• Optimal liquidation under stochastic liquidity (Q1691443) (← links)
• Reinforcement learning and stochastic optimisation (Q2072112) (← links)
• A class of optimal liquidation problem with a nonlinear temporary market impact (Q2217828) (← links)
• Optimal multi-asset trading with linear costs: a mean-field approach (Q4991066) (← links)
• Mechanics of good trade execution in the framework of linear temporary market impact (Q5014181) (← links)
• Multi-asset Optimal Execution and Statistical Arbitrage Strategies under Ornstein--Uhlenbeck Dynamics (Q5071495) (← links)
• State-dependent Hawkes processes and their application to limit order book modelling (Q5072914) (← links)
• Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact (Q5080132) (← links)
• Optimal Liquidity-Based Trading Tactics (Q5084495) (← links)
• Optimal Trading with Signals and Stochastic Price Impact (Q5097223) (← links)
• Optimal Execution with Rough Path Signatures (Q5112732) (← links)
• Optimal Execution: A Review (Q5879357) (← links)
• A discrete-time optimal execution problem with market prices subject to random environments (Q6081612) (← links)
• Trading with the crowd (Q6146670) (← links)
• Dynamic asset-liability management with frictions (Q6171945) (← links)
• Closed‐loop Nash competition for liquidity (Q6187366) (← links)
• Optimal investment with a noisy signal of future stock prices (Q6190919) (← links)
• Continuous‐time stochastic gradient descent for optimizing over the stationary distribution of stochastic differential equations (Q6196292) (← links)