Optimal execution with dynamic risk adjustment.

Xue Cheng Marina Di Giacinto Tai-Ho Wang

Published in: J. Oper. Res. Soc. (2019)

Keyphrases

dynamic programming
conditional expectation
neural network
dynamic environments
optimal design
execution model
database
real time
search algorithm
query processing
worst case
decision support system
optimal control
risk assessment
minimum risk
risk neutral