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

Research output: Contribution to conference › Paper › peer-review

Standard Standard

The Quest for Optimal Trade Execution: Statistical Models vs Reinforcement Learning. / Tonkin, Isaac; Gepp, Adrian; Harris, Geoffrey et al.
2023. Paper presented at Royal Statistical Society 2023 International Conference, United Kingdom.

Research output: Contribution to conference › Paper › peer-review

HarvardHarvard

Tonkin, I, Gepp, A, Harris, G & Vanstone, B 2023, 'The Quest for Optimal Trade Execution: Statistical Models vs Reinforcement Learning', Paper presented at Royal Statistical Society 2023 International Conference, United Kingdom, 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. Paper presented at Royal Statistical Society 2023 International Conference, United Kingdom. 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. Paper presented at Royal Statistical Society 2023 International Conference, United Kingdom.

MLA

Tonkin, Isaac et al. The Quest for Optimal Trade Execution: Statistical Models vs Reinforcement Learning. Royal Statistical Society 2023 International Conference, 04 Sept 2023, United Kingdom, Paper, 2023.

VancouverVancouver

Tonkin I, Gepp A, Harris G, Vanstone B. The Quest for Optimal Trade Execution: Statistical Models vs Reinforcement Learning. 2023. Paper presented at Royal Statistical Society 2023 International Conference, United Kingdom.

Author

Tonkin, Isaac ; Gepp, Adrian ; Harris, Geoffrey et al. / The Quest for Optimal Trade Execution: Statistical Models vs Reinforcement Learning. Paper presented at Royal Statistical Society 2023 International Conference, United Kingdom.

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 -