Competitive algorithms for VWAP and limit order trading-Reference-Cited by-同舟云学术

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Competitive algorithms for VWAP and limit order trading

Published:2004 Issue: Volume: Page:
ISSN:
Container-title:Proceedings of the 5th ACM conference on Electronic commerce - EC '04
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Author:

Kakade Sham M.,Kearns Michael,Mansour Yishay,Ortiz Luis E.

Publisher

ACM Press

Cited by 30 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

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2. Learning Multi-Agent Intention-Aware Communication for Optimal Multi-Order Execution in Finance;Proceedings of the 29th ACM SIGKDD Conference on Knowledge Discovery and Data Mining;2023-08-04

3. Practical Application of Deep Reinforcement Learning to Optimal Trade Execution;FinTech;2023-06-29

4. Reinforcement Learning for Quantitative Trading;ACM Transactions on Intelligent Systems and Technology;2023-03-24

5. Hierarchical Deep Reinforcement Learning for VWAP Strategy Optimization;IEEE Transactions on Big Data;2023

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