On parametric optimal execution and machine learning surrogates
Tao Chen, Mike Ludkovski and Moritz Voß
| Year of publication: |
2024
|
|---|---|
| Authors: | Chen, Tao ; Ludkovski, Mike ; Voß, Moritz |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 24.2024, 1, p. 15-34
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| Subject: | Neural network surrogates | Optimal execution | Parametric control | Stochastic resilience | Künstliche Intelligenz | Artificial intelligence | Theorie | Theory | Neuronale Netze | Neural networks | Mathematische Optimierung | Mathematical programming | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2023.2282657 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014551893