"Online Learning in Limit Order Book Trade Execution."

Nima Akbarzadeh, Cem Tekin, Mihaela van der Schaar (2018)

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DOI: 10.1109/TSP.2018.2858188

access: closed

type: Journal Article

metadata version: 2020-03-10

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Nima Akbarzadeh, Cem Tekin, Mihaela van der Schaar:
Online Learning in Limit Order Book Trade Execution. IEEE Trans. Signal Process. 66(17): 4626-4641 (2018)

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