Double-Execution Strategies Using Path Signatures (Q5872884)
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scientific article; zbMATH DE number 7638216
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Double-Execution Strategies Using Path Signatures |
scientific article; zbMATH DE number 7638216 |
Statements
Double-Execution Strategies Using Path Signatures (English)
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4 January 2023
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optimal execution
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price impact
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signatures
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machine learning
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high-frequency trading
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cryptocurrency
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signals
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0.841266930103302
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0.7630486488342285
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0.7524479627609253
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0.7402732968330383
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