ALGORITHMIC TRADING WITH LEARNING (Q2814668)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ALGORITHMIC TRADING WITH LEARNING |
scientific article |
Statements
ALGORITHMIC TRADING WITH LEARNING (English)
0 references
22 June 2016
0 references
algorithmic trading
0 references
high frequency trading
0 references
nonlinear filtration
0 references
Brownian bridge
0 references
stochastic optimal control
0 references
adverse selection
0 references
