Incorporating signals into optimal trading (Q1739054)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Incorporating signals into optimal trading |
scientific article |
Statements
Incorporating signals into optimal trading (English)
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24 April 2019
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optimal portfolio liquidation
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market impact
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optimal stochastic control
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predictive signals
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0.8209286332130432
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0.8199793100357056
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0.8127636313438416
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0.7907795310020447
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0.7774060368537903
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