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Deep Q-learning for Nash equilibria : Nash-DQN
Casgrain, Philippe; Ning, Brian; Jaimungal, Sebastian - In: Applied mathematical finance 29 (2022) 1, pp. 62-78
Persistent link: https://www.econbiz.de/10013554784
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Modelling asset prices for algorithmic and high-frequency trading
Cartea, Álvaro; Jaimungal, Sebastian - In: Applied mathematical finance 20 (2013) 5/6, pp. 512-547
Persistent link: https://www.econbiz.de/10010235563
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Risk metrics and fine tuning of high-frequency trading strategies
Cartea, Álvaro; Jaimungal, Sebastian - In: Mathematical finance : an international journal of … 25 (2015) 3, pp. 576-611
Persistent link: https://www.econbiz.de/10011350564
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Trading strategies within the edges of no-arbitrage
Cartea, Álvaro; Jaimungal, Sebastian; Ricci, Jason - In: International journal of theoretical and applied finance 21 (2018) 3, pp. 1-37
Persistent link: https://www.econbiz.de/10011889457
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Algorithmic trading of co-integrated assets
Cartea, Álvaro; Jaimungal, Sebastian - In: International journal of theoretical and applied finance 19 (2016) 6, pp. 1-18
Persistent link: https://www.econbiz.de/10011572368
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Enhancing trading strategies with order book signals
Cartea, Álvaro; Donnelly, Ryan; Jaimungal, Sebastian - In: Applied mathematical finance 25 (2018) 1/2, pp. 1-35
Persistent link: https://www.econbiz.de/10011959112
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Latency and liquidity risk
Cartea, Álvaro; Jaimungal, Sebastian; … - In: International journal of theoretical and applied finance 24 (2021) 6/7, pp. 1-37
Persistent link: https://www.econbiz.de/10012807838
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Double Deep Q-Learning for optimal execution
Ning, Brian; Lin, Franco Ho Ting; Jaimungal, Sebastian - In: Applied mathematical finance 28 (2021) 4, pp. 361-380
Persistent link: https://www.econbiz.de/10013411703