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