Pages that link to "Item:Q1739054"
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The following pages link to Incorporating signals into optimal trading (Q1739054):
Displayed 14 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)
- Dynamic asset-liability management with frictions (Q6171945) (← links)