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Reinforcement Learning for Optimal Execution when Liquidity is Time-Varying

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Macrì, Andrea, Lillo, Fabrizio
Formato:	Preprint
Publicado:	2024
Materias:	Trading and Market Microstructure
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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