Author:
Javadpour Amir,Saedifar Kh,Wang Guojun,Li Kuan-Ching
Funder
National Natural Science Foundation of China
Publisher
Springer Science and Business Media LLC
Subject
Electrical and Electronic Engineering,Computer Science Applications
Reference29 articles.
1. Kissell, R., Glantz, M., & Malamut, R. (2003). Optimal trading strategies: Quantitative approaches for managing market impact and trading risk.
2. Cui, W., Brabazon, A., & O’Neill, M. (2011). Dynamic trade execution: A grammatical evolution approach.
3. Johnson, B. (2010). Algorithmic Trading & DMA: An introduction to direct access trading strategies (Vol. 200). London: Myeloma Press.
4. Bertsimas, D., & Lo, A. W. (1998). Optimal control of execution costs. Journal of Financial Markets,1(1), 1–50.
5. Moazeni, S., Coleman, T. F., & Li, Y. (2010). Optimal portfolio execution strategies and sensitivity to price impact parameters. SIAM Journal on Optimization,20(3), 1620–1654.
Cited by
8 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献