Dynamic programming based optimal trading strategy model of volatile assets.
Tianqi YuLuo JinDanni WangQingxin CaoHaotian WuPublished in: ICBDC (2023)
Keyphrases
- dynamic programming
- prior knowledge
- database
- closed form
- mathematical model
- high level
- formal model
- conceptual model
- computational model
- probabilistic model
- management system
- parameter estimation
- probability distribution
- petri net
- cost function
- optimal solution
- sensitivity analysis
- neural network model
- reinforcement learning