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Double-Execution Strategies Using Path Signatures - MaRDI portal

Double-Execution Strategies Using Path Signatures (Q5872884)

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scientific article; zbMATH DE number 7638216
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English
Double-Execution Strategies Using Path Signatures
scientific article; zbMATH DE number 7638216

    Statements

    title
    Double-Execution Strategies Using Path Signatures (English)
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    publication date
    4 January 2023
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    zbMATH Keywords
    optimal execution
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    price impact
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    signatures
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    machine learning
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    high-frequency trading
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    cryptocurrency
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    signals
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    Identifiers

    DOI
    10.1137/21M1456467
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    zbMATH DE Number
    7638216
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