Algorithmic trading for online portfolio selection under limited market liquidity
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Publication:2189897
DOI10.1016/j.ejor.2020.03.050zbMath1443.91260OpenAlexW2963726913MaRDI QIDQ2189897
Publication date: 17 June 2020
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://strathprints.strath.ac.uk/68884/
Related Items (4)
Online portfolio selection with state-dependent price estimators and transaction costs ⋮ Deep reinforcement learning for the optimal placement of cryptocurrency limit orders ⋮ Optimal liquidation problem in illiquid markets ⋮ Adaptive online portfolio selection with transaction costs
Uses Software
Cites Work
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