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Optimal Execution of Foreign Securities: A Double-Execution Problem with Signatures and Machine Learning (2020)

First Author: Cartea Á

Attributed to: Unparameterised multi-modal data, high order signatures, and the mathematics of data science funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.2139/ssrn.3562251

Publication URI: http://dx.doi.org/10.2139/ssrn.3562251

Type: Journal Article/Review

Parent Publication: SSRN Electronic Journal