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Optimal order execution under price impact: a hybrid model.

Marina Di GiacintoClaudio TebaldiTai-Ho Wang
Published in: Ann. Oper. Res. (2024)
Keyphrases
  • hybrid model
  • artificial neural networks
  • reinforcement learning
  • dynamic programming
  • fuzzy logic
  • regression model
  • short term
  • closed form
  • support vector regression
  • hybrid models