Model Predictive Control For Trade Execution

By Thomas P. McAuliffe, Samuel Liew, Yuchao Li, Andrey Ushenin, Chihang Wang, Alexandros Tasos, Jack Pearce, Dimitris Tasoulis, Dimitri P. Bertsekas, Theodoros Tsagaris

Published 2026-04-01

Everscope rating

1862.4

Relevance to quantitative trading

10 / 10

Implementation complexity

6 / 10

Reproducibility

3 / 5

About this paper

Methodology: Model Predictive Control (MPC) with One-Step Lookahead. Problem types: Algorithmic Execution, Optimization, Reinforcement Learning, Risk Management, Online Learning.

arXiv:2603.28898 · Paper rankings

Open the interactive Everscope explorer for full analysis, charts, and paper battles.