Narrow search
Showing 1 - 5 of 5
Cover Image
Rigorous strategic trading : balanced portfolio and mean-reversion
Lehalle, Charles-Albert - In: The journal of trading 4 (2009) 3, pp. 40-46
Persistent link: https://www.econbiz.de/10003870756
Cover Image
Learning a functional control for high-frequency finance
Leal, Laura; Lauriere, Mathieu; Lehalle, Charles-Albert - In: Quantitative finance 22 (2022) 11, pp. 1973-1987
Persistent link: https://www.econbiz.de/10013490928
Cover Image
General intensity shapes in optimal liquidation
Guéant, Olivier; Lehalle, Charles-Albert - In: Mathematical finance : an international journal of … 25 (2015) 3, pp. 457-495
Persistent link: https://www.econbiz.de/10011350585
Cover Image
Incorporating signals into optimal trading
Lehalle, Charles-Albert; Neuman, Eyal - In: Finance and stochastics 23 (2019) 2, pp. 275-311
Persistent link: https://www.econbiz.de/10012023738
Cover Image
Improving reinforcement learning algorithms : towards optimal learning rate policies
Mounjid, Othmane; Lehalle, Charles-Albert - In: Mathematical finance : an international journal of … 34 (2024) 2, pp. 588-621
Persistent link: https://www.econbiz.de/10014514797