Porth Ymchwil

The Quest for Optimal Trade Execution: Statistical Models vs Reinforcement Learning

Allbwn ymchwil: Cyfraniad at gynhadledd › Papur › adolygiad gan gymheiriaid

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The Quest for Optimal Trade Execution: Statistical Models vs Reinforcement Learning. / Tonkin, Isaac; Gepp, Adrian; Harris, Geoffrey et al.
2023. Papur a gyflwynwyd yn Royal Statistical Society 2023 International Conference, Y Deyrnas Unedig.

Allbwn ymchwil: Cyfraniad at gynhadledd › Papur › adolygiad gan gymheiriaid

HarvardHarvard

Tonkin, I, Gepp, A, Harris, G & Vanstone, B 2023, 'The Quest for Optimal Trade Execution: Statistical Models vs Reinforcement Learning', Papur a gyflwynwyd yn Royal Statistical Society 2023 International Conference, Y Deyrnas Unedig, 4/09/23 - 7/09/23. <https://virtual.oxfordabstracts.com/#/event/4019/submission/96>

APA

Tonkin, I., Gepp, A., Harris, G., & Vanstone, B. (2023). The Quest for Optimal Trade Execution: Statistical Models vs Reinforcement Learning. Papur a gyflwynwyd yn Royal Statistical Society 2023 International Conference, Y Deyrnas Unedig. https://virtual.oxfordabstracts.com/#/event/4019/submission/96

CBE

Tonkin I, Gepp A, Harris G, Vanstone B. 2023. The Quest for Optimal Trade Execution: Statistical Models vs Reinforcement Learning. Papur a gyflwynwyd yn Royal Statistical Society 2023 International Conference, Y Deyrnas Unedig.

MLA

Tonkin, Isaac et al. The Quest for Optimal Trade Execution: Statistical Models vs Reinforcement Learning. Royal Statistical Society 2023 International Conference, 04 Medi 2023, Y Deyrnas Unedig, Papur, 2023.

VancouverVancouver

Tonkin I, Gepp A, Harris G, Vanstone B. The Quest for Optimal Trade Execution: Statistical Models vs Reinforcement Learning. 2023. Papur a gyflwynwyd yn Royal Statistical Society 2023 International Conference, Y Deyrnas Unedig.

Author

Tonkin, Isaac ; Gepp, Adrian ; Harris, Geoffrey et al. / The Quest for Optimal Trade Execution: Statistical Models vs Reinforcement Learning. Papur a gyflwynwyd yn Royal Statistical Society 2023 International Conference, Y Deyrnas Unedig.

RIS

TY - CONF

T1 - The Quest for Optimal Trade Execution: Statistical Models vs Reinforcement Learning

AU - Tonkin, Isaac

AU - Gepp, Adrian

AU - Harris, Geoffrey

AU - Vanstone, Bruce

PY - 2023/9

Y1 - 2023/9

M3 - Paper

T2 - Royal Statistical Society 2023 International Conference

Y2 - 4 September 2023 through 7 September 2023

ER -