Dynamic programming based optimal trading strategy model of volatile assets

Tianqi Yu, Luo Jin, Danni Wang, Qingxin Cao, Haotian Wu. Dynamic programming based optimal trading strategy model of volatile assets. In Proceedings of the 8th International Conference on Big Data and Computing, ICBDC 2023, Shenzhen, China, May 26-28, 2023. pages 68-73, ACM, 2023. [doi]

Abstract

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