Estimating permanent price impact via machine learning (Q2182135)
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scientific article; zbMATH DE number 7202730
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Estimating permanent price impact via machine learning |
scientific article; zbMATH DE number 7202730 |
Statements
Estimating permanent price impact via machine learning (English)
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21 May 2020
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price impact
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information content of a trade
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machine learning
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reinforcement learning
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0.8173057
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0.79104877
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0.7899483
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0.7877932
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0.7846669
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