Optimal Execution Strategy for Large Orders in Big Data: Order Type using Q-learning Considerations
Crossref DOI link: https://doi.org/10.1007/s11277-019-07019-0
Published Online: 2020-01-02
Published Print: 2020-05
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Javadpour, Amir
Saedifar, Kh
Wang, Guojun
Li, Kuan-Ching
Funding for this research was provided by:
National Natural Science Foundation of China (61632009, 61472451)
Text and Data Mining valid from 2020-01-02
Version of Record valid from 2020-01-02
Article History
First Online: 2 January 2020