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Fill probabilities
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A deep learning approach to estimating fill probabilities in a limit order book
Maglaras, Costis
;
Moallemi, Ciamac C.
;
Wang, Muye
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 1989-2003
Persistent link: https://www.econbiz.de/10013490915
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A reinforcement learning approach to optimal execution
Moallemi, Ciamac C.
;
Wang, Muye
- In:
Quantitative finance
22
(
2022
)
6
,
pp. 1051-1069
Persistent link: https://www.econbiz.de/10013367884
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