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Optimal Liquidation of Child Limit Orders.
Sheung Chi Phillip Yam
W. Zhou
Published in:
Math. Oper. Res. (2017)
Keyphrases
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databases
information systems
database systems
optimal solution
expert systems
dynamic programming
scheduling problem
search engine
decision trees
case study
image segmentation
reinforcement learning
evolutionary algorithm
multi objective
worst case
closed form