Nima Akbarzadeh, Cem Tekin, Mihaela van der Schaar. Online Learning in Limit Order Book Trade Execution. IEEE Transactions on Signal Processing, 66(17):4626-4641, 2018. [doi]
@article{AkbarzadehTS18,
title = {Online Learning in Limit Order Book Trade Execution},
author = {Nima Akbarzadeh and Cem Tekin and Mihaela van der Schaar},
year = {2018},
doi = {10.1109/TSP.2018.2858188},
url = {https://doi.org/10.1109/TSP.2018.2858188},
researchr = {https://researchr.org/publication/AkbarzadehTS18},
cites = {0},
citedby = {0},
journal = {IEEE Transactions on Signal Processing},
volume = {66},
number = {17},
pages = {4626-4641},
}