Optimal execution of a basket of stocks under regime-switching model using reinforcement learning
Moustapha Pemy and Na Zhang
| Year of publication: |
2024
|
|---|---|
| Authors: | Pemy, Moustapha ; Zhang, Na |
| Published in: |
The journal of financial data science. - New York, NY : Pageant Media, Ltd., ISSN 2640-3951, ZDB-ID 2957666-0. - Vol. 6.2024, 4, p. 72-85
|
| Subject: | Theorie | Theory | Lernen | Learning | Markov-Kette | Markov chain | Lernprozess | Learning process | Kapitaleinkommen | Capital income |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3905/jfds.2024.1.167 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015196349