Rating
1571
Battle Count: 163
Relevance
9/10
Highly relevant for developing optimal execution strategies in the presence of other large traders and market impact
Implementation Complexity
7/10
Requires advanced mathematical knowledge and implementation of dynamic programming algorithms
Reproducibility
3/5
Theoretical framework and proofs are provided, but no code is shared. Numerical experiments can be reproduced with given parameter values.
About this paper
Methodology: Markov game model. Problem types: Algorithmic Execution, Game Theory, Optimization.
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