What is the value of the cross-sectional approach to deep reinforcement learning? (Unknown)
- New search for: Aboussalah, Amine Mohamed
- New search for: Xu, Ziyun
- New search for: Lee, Chi-Guhn
- New search for: Aboussalah, Amine Mohamed
- New search for: Xu, Ziyun
- New search for: Lee, Chi-Guhn
In:
Quantitative Finance
;
22
, 6
;
1091-1111
;
2022
- Article (Journal) / Electronic Resource
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Title:What is the value of the cross-sectional approach to deep reinforcement learning?
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Contributors:
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Published in:Quantitative Finance ; 22, 6 ; 1091-1111
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Publisher:
- New search for: Routledge
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Publication date:2022-06-03
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Size:21 pages
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ISSN:
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DOI:
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Type of media:Article (Journal)
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Type of material:Electronic Resource
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Language:Unknown
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Keywords:
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Source:
Table of contents – Volume 22, Issue 6
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 1017
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How to build a cross-impact model from first principles: theoretical requirements and empirical resultsTomas, Mehdi / Mastromatteo, Iacopo / Benzaquen, Michael et al. | 2022
- 1037
-
Optimal solution of the liquidation problem under execution and price impact risksMariani, Francesca / Fatone, Lorella et al. | 2022
- 1051
-
A reinforcement learning approach to optimal executionMoallemi, Ciamac C. / Wang, Muye et al. | 2022
- 1071
-
QuantNet: transferring learning across trading strategiesKoshiyama, Adriano / Blumberg, Stefano B. / Firoozye, Nick / Treleaven, Philip / Flennerhag, Sebastian et al. | 2022
- 1091
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What is the value of the cross-sectional approach to deep reinforcement learning?Aboussalah, Amine Mohamed / Xu, Ziyun / Lee, Chi-Guhn et al. | 2022
- 1113
-
Are missing values important for earnings forecasts? A machine learning perspectiveUddin, Ajim / Tao, Xinyuan / Chou, Chia-Ching / Yu, Dantong et al. | 2022
- 1133
-
Stock market prediction based on adaptive training algorithm in machine learningKim, Hongjoong / Jun, Sookyung / Moon, Kyoung-Sook et al. | 2022
- 1153
-
Size and power in tests of return predictabilityLeRoy, Stephen F. / Singhania, Rish et al. | 2022
- 1169
-
Effective Markovian projection: application to CMS spread options and mid-curve swaptionsFelpel, M. / Kienitz, J. / McWalter, T. A. et al. | 2022
- 1193
-
International portfolio choice under multi-factor stochastic volatilityEscobar-Anel, Marcos / Ferrando, Sebastian / Gschnaidtner, Christoph / Rubtsov, Alexey et al. | 2022