Book contents
- Frontmatter
- Contents
- Contributors
- Preface
- Interacting With Investors And Asset Owners
- Towards Better Risk Intermediation
- Part III High Frequency Finance
- 10 Introduction to Part III
- 11 Reinforcement Learning Methods in Algorithmic Trading
- 12 Stochastic Approximation Applied to Optimal Execution: Learning by Trading
- 13 Reinforcement Learning for Algorithmic Trading
- Part IV Advanced Optimization Techniques
- Part V New Frontiers for Stochastic Control in Finance
- Connections With The Real Economy
- Index
11 - Reinforcement Learning Methods in Algorithmic Trading
from Part III - High Frequency Finance
Published online by Cambridge University Press: 12 May 2023
- Frontmatter
- Contents
- Contributors
- Preface
- Interacting With Investors And Asset Owners
- Towards Better Risk Intermediation
- Part III High Frequency Finance
- 10 Introduction to Part III
- 11 Reinforcement Learning Methods in Algorithmic Trading
- 12 Stochastic Approximation Applied to Optimal Execution: Learning by Trading
- 13 Reinforcement Learning for Algorithmic Trading
- Part IV Advanced Optimization Techniques
- Part V New Frontiers for Stochastic Control in Finance
- Connections With The Real Economy
- Index
Summary
- Type
- Chapter
- Information
- Machine Learning and Data Sciences for Financial MarketsA Guide to Contemporary Practices, pp. 182 - 204Publisher: Cambridge University PressPrint publication year: 2023