Pages that link to "Item:Q5241561"

The following pages link to Trading algorithms with learning in latent alpha models (Q5241561):

Displaying 13 items.

• Optimal liquidation under partial information with price impact (Q1986008) (← links)
• Reinforcement learning and stochastic optimisation (Q2072112) (← links)
• A mean field game inverse problem (Q2149026) (← links)
• Continuous-time mean field games with finite state space and common noise (Q2234321) (← links)
• Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty (Q2323341) (← links)
• Optimal accelerated share repurchases (Q4610214) (← links)
• Mechanics of good trade execution in the framework of linear temporary market impact (Q5014181) (← links)
• Liquidity fluctuations and the latent dynamics of price impact (Q5068077) (← links)
• Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact (Q5080132) (← links)
• Optimal Market Making under Partial Information with General Intensities (Q5126677) (← links)
• Optimal Execution: A Review (Q5879357) (← links)
• Price formation and optimal trading in intraday electricity markets (Q5918547) (← links)
• Optimal investment with a noisy signal of future stock prices (Q6190919) (← links)