Applying regression techniques in designing optimal trade execution strategy for an asset (Q5070610)
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scientific article; zbMATH DE number 7507022
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Applying regression techniques in designing optimal trade execution strategy for an asset |
scientific article; zbMATH DE number 7507022 |
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Applying regression techniques in designing optimal trade execution strategy for an asset (English)
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13 April 2022
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optimal trade execution problem
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price dynamics of an asset
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quadratic programming problem
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quantile regression
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support vector quantile regression
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0.8199807
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0.8108549
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0.8062833
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0.80615956
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0.8034655
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