Trade execution games in a Markovian environment

By Masamitsu OHNISHI, Makoto SHIMOSHIMIZU

Published 2024-05-14

Everscope rating

1694.5

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: Markov game model. Problem types: Algorithmic Execution, Game Theory, Optimization.

arXiv:2405.07184 · Paper rankings

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