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Solving Optimal Execution Problems via In-Context Operator Networks

Fuente: arXiv
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Bibliographic Details
Main Authors: Meng, Tingwei, Voß, Moritz, Detering, Nils, Farolfi, Giulio, Osher, Stanley, Menz, Georg
Format: Preprint
Published: 2025
Subjects:
Trading and Market Microstructure
Machine Learning
Optimization and Control
Computational Finance
93E20, 91G60, 68T07
Online Access:
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