Pages that link to "Item:Q4555057"
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The following pages link to Optimal execution with non-linear transient market impact (Q4555057):
Displaying 16 items.
- Optimal deleveraging with nonlinear temporary price impact (Q319326) (← links)
- Incorporating signals into optimal trading (Q1739054) (← links)
- Discrete homotopy analysis for optimal trading execution with nonlinear transient market impact (Q2200233) (← links)
- A class of optimal liquidation problem with a nonlinear temporary market impact (Q2217828) (← links)
- Cross-impact and no-dynamic-arbitrage (Q4628040) (← links)
- Optimal trade execution for Gaussian signals with power-law resilience (Q5072915) (← links)
- Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact (Q5080132) (← links)
- Cross-Sectional Variation of Intraday Liquidity, Cross-Impact, and Their Effect on Portfolio Execution (Q5080647) (← links)
- Deep differentiable reinforcement learning and optimal trading (Q5092657) (← links)
- Optimal Execution with Rough Path Signatures (Q5112732) (← links)
- Deep learning for limit order books (Q5234311) (← links)
- Finite horizon optimal execution with bounded rate of transaction (Q5243383) (← links)
- Optimal Execution for Uncertain Market Impact: Derivation and Characterization of a Continuous-Time Value Function (Q5256601) (← links)
- On Regularized Optimal Execution Problems and Their Singular Limits (Q5879351) (← links)
- Strategic Execution Trajectories (Q6040003) (← links)
- Do price trajectory data increase the efficiency of market impact estimation? (Q6587733) (← links)