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]

Authors

Amir Javadpour

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Kh Saedifar

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Guojun Wang 0001

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Kuan-Ching Li

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