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
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