Learning a functional control for high-frequency finance
L. Leal, M. Lauriere and C.-A. Lehalle
| Year of publication: |
2022
|
|---|---|
| Authors: | Leal, Laura ; Lauriere, Mathieu ; Lehalle, Charles-Albert |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 22.2022, 11, p. 1973-1987
|
| Subject: | Market microstructure | Neural networks | Optimal control | Optimal execution | Quantitative finance | Stochastic optimization | Neuronale Netze | Marktmikrostruktur | Stochastischer Prozess | Stochastic process | Kontrolltheorie | Control theory | Mathematische Optimierung | Mathematical programming | Finanzmarkt | Financial market | Finanzmathematik | Mathematical finance | Optionspreistheorie | Option pricing theory | Portfolio-Management | Portfolio selection | Lernprozess | Learning process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2022.2106885 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013490928