"Market Self-Learning of Signals, Impact and Optimal Trading: Invisible ..."

Igor Halperin, Ilya Feldshteyn (2018)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2018-08-13

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-1805-06126
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-1805-06126
Igor Halperin, Ilya Feldshteyn:
Market Self-Learning of Signals, Impact and Optimal Trading: Invisible Hand Inference with Free Energy. CoRR abs/1805.06126 (2018)

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