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Learning a functional control for high-frequency finance - MaRDI portal

Learning a functional control for high-frequency finance (Q5051970)

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scientific article; zbMATH DE number 7620638
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Learning a functional control for high-frequency finance
scientific article; zbMATH DE number 7620638

    Statements

    title
    Learning a functional control for high-frequency finance (English)
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    publication date
    18 November 2022
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    zbMATH Keywords
    market microstructure
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    optimal execution
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    neural networks
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    quantitative finance
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    stochastic optimization
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    optimal control
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    describes a project that uses
    Adam
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    DGM
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    cites work
    Deep hedging
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    Q5263525
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    Identifiers

    Mathematics Subject Classification ID
    91G15
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    93E20
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    68T07
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    zbMATH DE Number
    7620638
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    OpenAlex ID
    W3125231987
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    arXiv ID
    2006.09611
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