An optimal control strategy for execution of large stock orders using long short-term memory networks

An optimal control strategy for execution of large stock orders using long short-term memory networks
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使用长短期记忆网络执行大额股票订单的最优控制策略

DOI:
10.21314/jcf.2023.003
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发表时间:
2023
影响因子:
0.9
通讯作者:
Khorrami, Farshad
Khorrami, Farshad
中科院分区:
经济学4区
文献类型:
--
作者:
Papanicolaou, Andrew;Fu, Hau;Krishnamurthy, Prasanth;Healy, Brian;Khorrami, Farshad

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