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]
@article{JavadpourSWL20,
title = {Optimal Execution Strategy for Large Orders in Big Data: Order Type using Q-learning Considerations},
author = {Amir Javadpour and Kh Saedifar and Guojun Wang 0001 and Kuan-Ching Li},
year = {2020},
doi = {10.1007/s11277-019-07019-0},
url = {https://doi.org/10.1007/s11277-019-07019-0},
researchr = {https://researchr.org/publication/JavadpourSWL20},
cites = {0},
citedby = {0},
journal = {Wireless Personal Communications},
volume = {112},
number = {1},
pages = {123-148},
}