"Online learning in limit order book trade execution."

Nima Akbarzadeh, Cem Tekin, Mihaela van der Schaar (2017)

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DOI: 10.1109/GLOBALSIP.2017.8309090

access: closed

type: Conference or Workshop Paper

metadata version: 2019-10-19

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Nima Akbarzadeh, Cem Tekin, Mihaela van der Schaar:
Online learning in limit order book trade execution. GlobalSIP 2017: 898-902

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