Optimal execution in high-frequency trading with Bayesian learning (Q1619842)
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scientific article; zbMATH DE number 6978377
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal execution in high-frequency trading with Bayesian learning |
scientific article; zbMATH DE number 6978377 |
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Optimal execution in high-frequency trading with Bayesian learning (English)
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13 November 2018
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high-frequency trading
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optimal execution
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Bayesian learning
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dynamic programming
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