Optimal Execution Strategy for Large Orders in Big Data: Order Type using Q-learning Considerations

Amir Javadpour, Kh Saedifar, Guojun Wang 0001, Kuan-Ching Li. Optimal Execution Strategy for Large Orders in Big Data: Order Type using Q-learning Considerations. Wireless Personal Communications, 112(1):123-148, 2020. [doi]

Abstract

Abstract is missing.