A reinforcement learning algorithm for efficient dynamic trading execution in the presence of signals

A reinforcement learning algorithm for efficient dynamic trading execution in the presence of signals

Thesis: S.M. in Management Research, Massachusetts Institute of Technology, Sloan School of Management, 2019

Bibliographic Details
Main Author:	Elkind, Daniel(Daniel Harris)
Other Authors:	Adrien Verdelhan
Format:	Thesis
Language:	eng
Published:	Massachusetts Institute of Technology 2020
Subjects:	Sloan School of Management.
Online Access:	https://hdl.handle.net/1721.1/124585

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