Pages that link to "Item:Q5241561"
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The following pages link to Trading algorithms with learning in latent alpha models (Q5241561):
Displaying 19 items.
- Gated Bayesian networks for algorithmic trading (Q899466) (← links)
- Optimal liquidation under partial information with price impact (Q1986008) (← links)
- Reinforcement learning and stochastic optimisation (Q2072112) (← links)
- A mean field game inverse problem (Q2149026) (← links)
- Continuous-time mean field games with finite state space and common noise (Q2234321) (← links)
- Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty (Q2323341) (← links)
- Learning about latent dynamic trading demand (Q2675363) (← links)
- Algorithmic trading with learning (Q2814668) (← links)
- Who’s Smart and Who’s Lucky? Inferring Trading Strategy, Learning and Adaptation in Financial Markets through Data Mining (Q3627049) (← links)
- Optimal accelerated share repurchases (Q4610214) (← links)
- Mechanics of good trade execution in the framework of linear temporary market impact (Q5014181) (← links)
- Smart Alpha: active management with unstable and latent factors (Q5014225) (← links)
- Liquidity fluctuations and the latent dynamics of price impact (Q5068077) (← links)
- Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact (Q5080132) (← links)
- Optimal Market Making under Partial Information with General Intensities (Q5126677) (← links)
- Optimal Execution: A Review (Q5879357) (← links)
- Price formation and optimal trading in intraday electricity markets (Q5918547) (← links)
- Optimal investment with a noisy signal of future stock prices (Q6190919) (← links)
- Short communication: the price of information (Q6606845) (← links)
