Optimal liquidation through a limit order book: a neural network and simulation approach (Q6164829)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7706916
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal liquidation through a limit order book: a neural network and simulation approach |
scientific article; zbMATH DE number 7706916 |
Statements
Optimal liquidation through a limit order book: a neural network and simulation approach (English)
0 references
4 July 2023
0 references
stochastic control problem
0 references
optimal liquidation
0 references
limit order books
0 references
neural networks
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8068212270736694
0 references
0.802575409412384
0 references
0.7969968914985657
0 references
0.771858274936676
0 references
0.7715265154838562
0 references
