Learning a functional control for high-frequency finance (Q5051970)
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scientific article; zbMATH DE number 7620638
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Learning a functional control for high-frequency finance |
scientific article; zbMATH DE number 7620638 |
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Learning a functional control for high-frequency finance (English)
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18 November 2022
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market microstructure
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optimal execution
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neural networks
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quantitative finance
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stochastic optimization
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optimal control
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