Pages that link to "Item:Q300846"

The following pages link to Incorporating order-flow into optimal execution (Q300846):

Displaying 20 items.

• Mean field game of controls and an application to trade crowding (Q1648897) (← links)
• Incorporating signals into optimal trading (Q1739054) (← links)
• Intraday renewable electricity trading: advanced modeling and numerical optimal control (Q2022115) (← links)
• Reinforcement learning and stochastic optimisation (Q2072112) (← links)
• Optimal execution with stochastic delay (Q2111242) (← links)
• Extensions of the deep Galerkin method (Q2148058) (← links)
• A continuous and efficient fundamental price on the discrete order book grid (Q2149276) (← links)
• Optimal pair-trade execution with generalized cross-impact (Q2172552) (← links)
• A class of optimal liquidation problem with a nonlinear temporary market impact (Q2217828) (← links)
• ALGORITHMIC TRADING WITH LEARNING (Q2814668) (← links)
• A Closed-Form Execution Strategy to Target Volume Weighted Average Price (Q2832615) (← links)
• MARKET MAKING WITH ALPHA SIGNALS (Q3304201) (← links)
• Optimal Liquidity-Based Trading Tactics (Q5084495) (← links)
• Optimal Execution with Identity Optionality (Q6040001) (← links)
• A Mean-Field Game of Market-Making against Strategic Traders (Q6070673) (← links)
• A discrete-time optimal execution problem with market prices subject to random environments (Q6081612) (← links)
• Optimal Execution with Quadratic Variation Inventories (Q6169622) (← 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)