Multi-Trajectory Physics-Informed Neural Networks for HJB Equations with Hard-Zero Terminal Inventory: Optimal Execution on Synthetic & SPY Data

Fuente: arXiv

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Bibliographic Details
Main Author:	Valin, Anthime
Format:	Preprint
Published:	2025
Subjects:	Machine Learning Optimization and Control 49L20 (Primary), 35F21 (Secondary) I.2.6
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2512.12708