Optimal liquidation of a basket of stocks using reinforcement learning (Q6567640)
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scientific article; zbMATH DE number 7876600
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| English | Optimal liquidation of a basket of stocks using reinforcement learning |
scientific article; zbMATH DE number 7876600 |
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Optimal liquidation of a basket of stocks using reinforcement learning (English)
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5 July 2024
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algorithmic trading
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reinforcement learning
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discrete-time stochastic optimal control
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VWAP
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selling rules
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