Pages that link to "Item:Q300846"

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

Displaying 47 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)
• Enhancing trading strategies with order book signals (Q4559323) (← links)
• Algorithmic Trading, Stochastic Control, and Mutually Exciting Processes (Q4580297) (← links)
• OPTIMAL LIQUIDATION UNDER STOCHASTIC PRICE IMPACT (Q4631694) (← links)
• Hedge and Speculate: Replicating Option Payoffs with Limit and Market Orders (Q4971981) (← links)
• Optimal Trading with Differing Trade Signals (Q4994352) (← links)
• Mechanics of good trade execution in the framework of linear temporary market impact (Q5014181) (← links)
• Learning a functional control for high-frequency finance (Q5051970) (← links)
• Optimal Cross-Border Electricity Trading (Q5065091) (← links)
• Liquidity fluctuations and the latent dynamics of price impact (Q5068077) (← links)
• Multi-asset Optimal Execution and Statistical Arbitrage Strategies under Ornstein--Uhlenbeck Dynamics (Q5071495) (← links)
• Optimal trade execution for Gaussian signals with power-law resilience (Q5072915) (← links)
• Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact (Q5080132) (← links)
• Optimal Liquidity-Based Trading Tactics (Q5084495) (← links)
• Double Deep Q-Learning for Optimal Execution (Q5093248) (← links)
• Optimal Trading with Signals and Stochastic Price Impact (Q5097223) (← links)
• Optimal Execution with Rough Path Signatures (Q5112732) (← links)
• Optimal and equilibrium execution strategies with generalized price impact (Q5139257) (← links)
• DISCRETE-TIME OPTIMAL EXECUTION UNDER A GENERALIZED PRICE IMPACT MODEL WITH MARKOVIAN EXOGENOUS ORDERS (Q5157841) (← links)
• Extended Mean Field Control Problems: Stochastic Maximum Principle and Transport Perspective (Q5243167) (← links)
• A Semi-Markovian Modeling of Limit Order Markets (Q5266360) (← links)
• Optimal portfolio execution under time-varying liquidity constraints (Q5373911) (← links)
• Mean-Field Game Strategies for Optimal Execution (Q5382635) (← links)
• Double-Execution Strategies Using Path Signatures (Q5872884) (← links)
• On Regularized Optimal Execution Problems and Their Singular Limits (Q5879351) (← links)
• Optimal Execution: A Review (Q5879357) (← 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)
• Optimal trade execution under small market impact and portfolio liquidation with semimartingale strategies (Q6565560) (← links)
• Optimal trading and competition with information in the price impact model (Q6592284) (← links)
• Recent developments in machine learning methods for stochastic control and games (Q6615618) (← links)