Optimal order placement in limit order markets (Q4555056)
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scientific article; zbMATH DE number 6981175
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal order placement in limit order markets |
scientific article; zbMATH DE number 6981175 |
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Optimal order placement in limit order markets (English)
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19 November 2018
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limit order markets
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optimal order execution
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execution risk
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order routing
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algorithmic trading
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supervised learning
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machine learning
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transaction costs
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stochastic approximation
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Robbins-Monro algorithm
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