Gaussian process-based algorithmic trading strategy identification (Q4683063)
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scientific article; zbMATH DE number 6939268
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gaussian process-based algorithmic trading strategy identification |
scientific article; zbMATH DE number 6939268 |
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Gaussian process-based algorithmic trading strategy identification (English)
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19 September 2018
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inverse reinforcement learning
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Gaussian process
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high-frequency trading
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algorithmic trading
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behavioural finance
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Markov decision process
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support vector machine
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