Diverse Approaches to Optimal Execution Schedule Generation
Fuente:
arXiv
Saved in:
| Main Authors: | de Witt, Robert, Pakkanen, Mikko S. |
|---|---|
| Format: | Preprint |
| Published: |
2026
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Optimal Execution with Reinforcement Learning
by: Hafsi, Yadh, et al.
Published: (2024)
by: Hafsi, Yadh, et al.
Published: (2024)
Reinforcement Learning in Queue-Reactive Models: Application to Optimal Execution
by: Espana, Tomas, et al.
Published: (2025)
by: Espana, Tomas, et al.
Published: (2025)
Optimal Execution and Macroscopic Market Making
by: Guo, Ivan, et al.
Published: (2025)
by: Guo, Ivan, et al.
Published: (2025)
Evaluation of Reinforcement Learning Techniques for Trading on a Diverse Portfolio
by: Khare, Ishan S., et al.
Published: (2023)
by: Khare, Ishan S., et al.
Published: (2023)
Stochastic Gradient Descent in the Optimal Control of Execution Costs
by: Kolev, Simeon
Published: (2024)
by: Kolev, Simeon
Published: (2024)
Reinforcement Learning for Optimal Execution when Liquidity is Time-Varying
by: Macrì, Andrea, et al.
Published: (2024)
by: Macrì, Andrea, et al.
Published: (2024)
Supervised Autoencoder MLP for Financial Time Series Forecasting
by: Bieganowski, Bartosz, et al.
Published: (2024)
by: Bieganowski, Bartosz, et al.
Published: (2024)
DiffVolume: Diffusion Models for Volume Generation in Limit Order Books
by: Wang, Zhuohan, et al.
Published: (2025)
by: Wang, Zhuohan, et al.
Published: (2025)
Market-GAN: Adding Control to Financial Market Data Generation with Semantic Context
by: Xia, Haochong, et al.
Published: (2023)
by: Xia, Haochong, et al.
Published: (2023)
Model Predictive Control For Trade Execution
by: McAuliffe, Thomas P., et al.
Published: (2026)
by: McAuliffe, Thomas P., et al.
Published: (2026)
Auto-Regressive Control of Execution Costs
by: Kolev, Simeon
Published: (2024)
by: Kolev, Simeon
Published: (2024)
Interpretable ML for High-Frequency Execution
by: Fabre, Timothée, et al.
Published: (2023)
by: Fabre, Timothée, et al.
Published: (2023)
Optimal Execution Strategies Incorporating Internal Liquidity Through Market Making
by: Morimoto, Yusuke
Published: (2024)
by: Morimoto, Yusuke
Published: (2024)
Temporal Kolmogorov-Arnold Networks (T-KAN) for High-Frequency Limit Order Book Forecasting: Efficiency, Interpretability, and Alpha Decay
by: Makinde, Ahmad
Published: (2026)
by: Makinde, Ahmad
Published: (2026)
DeePM: Regime-Robust Deep Learning for Systematic Macro Portfolio Management
by: Wood, Kieran, et al.
Published: (2026)
by: Wood, Kieran, et al.
Published: (2026)
Bayesian Robust Financial Trading with Adversarial Synthetic Market Data
by: Xia, Haochong, et al.
Published: (2026)
by: Xia, Haochong, et al.
Published: (2026)
Deep Learning for Financial Time Series: A Large-Scale Benchmark of Risk-Adjusted Performance
by: Saly-Kaufmann, Adir, et al.
Published: (2026)
by: Saly-Kaufmann, Adir, et al.
Published: (2026)
Detecting Toxic Flow
by: Cartea, Álvaro, et al.
Published: (2023)
by: Cartea, Álvaro, et al.
Published: (2023)
On-line reinforcement learning for optimization of real-life energy trading strategy
by: Lepak, Łukasz, et al.
Published: (2023)
by: Lepak, Łukasz, et al.
Published: (2023)
Estimation of an Order Book Dependent Hawkes Process for Large Datasets
by: Mucciante, Luca, et al.
Published: (2023)
by: Mucciante, Luca, et al.
Published: (2023)
Trading through Earnings Seasons using Self-Supervised Contrastive Representation Learning
by: Ye, Zhengxin Joseph, et al.
Published: (2024)
by: Ye, Zhengxin Joseph, et al.
Published: (2024)
Deep Limit Order Book Forecasting
by: Briola, Antonio, et al.
Published: (2024)
by: Briola, Antonio, et al.
Published: (2024)
When AI Trading Agents Compete: Adverse Selection of Meta-Orders by Reinforcement Learning-Based Market Making
by: Jafree, Ali Raza, et al.
Published: (2025)
by: Jafree, Ali Raza, et al.
Published: (2025)
End-to-End Policy Learning of a Statistical Arbitrage Autoencoder Architecture
by: Krause, Fabian, et al.
Published: (2024)
by: Krause, Fabian, et al.
Published: (2024)
Stockformer: A Price-Volume Factor Stock Selection Model Based on Wavelet Transform and Multi-Task Self-Attention Networks
by: Ma, Bohan, et al.
Published: (2023)
by: Ma, Bohan, et al.
Published: (2023)
Dynamic Pricing in Securities Lending Market: Application in Revenue Optimization for an Agent Lender Portfolio
by: Xu, Jing, et al.
Published: (2024)
by: Xu, Jing, et al.
Published: (2024)
Deep Learning Meets Queue-Reactive: A Framework for Realistic Limit Order Book Simulation
by: Bodor, Hamza, et al.
Published: (2025)
by: Bodor, Hamza, et al.
Published: (2025)
FinRLlama: A Solution to LLM-Engineered Signals Challenge at FinRL Contest 2024
by: Grover, Arnav
Published: (2025)
by: Grover, Arnav
Published: (2025)
LLM-Based Routing in Mixture of Experts: A Novel Framework for Trading
by: Liu, Kuan-Ming, et al.
Published: (2025)
by: Liu, Kuan-Ming, et al.
Published: (2025)
HLOB -- Information Persistence and Structure in Limit Order Books
by: Briola, Antonio, et al.
Published: (2024)
by: Briola, Antonio, et al.
Published: (2024)
Learning the Market: Sentiment-Based Ensemble Trading Agents
by: Ye, Andrew, et al.
Published: (2024)
by: Ye, Andrew, et al.
Published: (2024)
MacroHFT: Memory Augmented Context-aware Reinforcement Learning On High Frequency Trading
by: Zong, Chuqiao, et al.
Published: (2024)
by: Zong, Chuqiao, et al.
Published: (2024)
Advanced simulation paradigm of human behaviour unveils complex financial systemic projection
by: Wang, Cheng, et al.
Published: (2025)
by: Wang, Cheng, et al.
Published: (2025)
FinBERT-BiLSTM: A Deep Learning Model for Predicting Volatile Cryptocurrency Market Prices Using Market Sentiment Dynamics
by: Hossain, Mabsur Fatin Bin, et al.
Published: (2024)
by: Hossain, Mabsur Fatin Bin, et al.
Published: (2024)
An Efficient deep learning model to Predict Stock Price Movement Based on Limit Order Book
by: Yang, Jiahao, et al.
Published: (2025)
by: Yang, Jiahao, et al.
Published: (2025)
Long Short-Term Memory Pattern Recognition in Currency Trading
by: Pal, Jai
Published: (2024)
by: Pal, Jai
Published: (2024)
Exploring Microstructural Dynamics in Cryptocurrency Limit Order Books: Better Inputs Matter More Than Stacking Another Hidden Layer
by: Wang, Haochuan
Published: (2025)
by: Wang, Haochuan
Published: (2025)
FinTSBridge: A New Evaluation Suite for Real-world Financial Prediction with Advanced Time Series Models
by: Wang, Yanlong, et al.
Published: (2025)
by: Wang, Yanlong, et al.
Published: (2025)
Enhancing Financial Data Visualization for Investment Decision-Making
by: Patel, Nisarg, et al.
Published: (2023)
by: Patel, Nisarg, et al.
Published: (2023)
LSTM-ARIMA as a Hybrid Approach in Algorithmic Investment Strategies
by: Kashif, Kamil, et al.
Published: (2024)
by: Kashif, Kamil, et al.
Published: (2024)
Similar Items
-
Optimal Execution with Reinforcement Learning
by: Hafsi, Yadh, et al.
Published: (2024) -
Reinforcement Learning in Queue-Reactive Models: Application to Optimal Execution
by: Espana, Tomas, et al.
Published: (2025) -
Optimal Execution and Macroscopic Market Making
by: Guo, Ivan, et al.
Published: (2025) -
Evaluation of Reinforcement Learning Techniques for Trading on a Diverse Portfolio
by: Khare, Ishan S., et al.
Published: (2023) -
Stochastic Gradient Descent in the Optimal Control of Execution Costs
by: Kolev, Simeon
Published: (2024)