REINFORCEMENT LEARNING FOR FINANCIAL STOCHASTIC CONTROL: OPTIMAL MARKET MAKING WITH REBATE AND OPTIMAL LIQUIDATION WITH HIDDEN ORDER

REINFORCEMENT LEARNING FOR FINANCIAL STOCHASTIC CONTROL: OPTIMAL MARKET MAKING WITH REBATE AND OPTIMAL LIQUIDATION WITH HIDDEN ORDER

Ph.D

Saved in:

書目詳細資料
主要作者:	ZHANG GE
其他作者:	INSTITUTE OF DATA SCIENCE
格式:	Theses and Dissertations
語言:	English
出版:	2022
主題:	Market making, Reinforcement learning, Optimal Liquidation, Hidden order
在線閱讀:	https://scholarbank.nus.edu.sg/handle/10635/229566
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	National University of Singapore
語言:	English

相似書籍

Financial portfolio optimization: an autoregressive deep reinforcement learning algorithm with learned intrinsic rewards
由: Lim, Magdalene Hui Qi
出版: (2024)

Assessment of capabilities and limitations of stochastic global optimization methods for modeling mean activity coefficients of ionic liquids
由: Bonilla-Petriciolet, A., et al.
出版: (2014)

Hidden symmetry subgroup problems
由: Decker, T., et al.
出版: (2014)

Evaluation of stochastic global optimization methods for modeling vapor-liquid equilibrium data
由: Bonilla-Petriciolet, A., et al.
出版: (2014)

APPLIED STOCHASTIC CONTROL IN OPTIMAL LIQUIDATION STRATEGIES
由: TRAN HOANG HAI
出版: (2021)

Difference of convex functions programming for policy optimization in reinforcement learning
由: KUMAR, Akshat
出版: (2024)

Orthogonal array designs for the optimization of liquid-liquid-liquid microextraction of nonsteroidal anti-inflammatory drugs combined with high-performance liquid chromatography-ultraviolet detection
由: Wu, J., et al.
出版: (2014)

Collusion set detection using a quasi hidden Markov model
由: Wu, Z., et al.
出版: (2014)

Setting planned lead times for a make-to-order production system with master schedule smoothing
由: Teo, Chee-Chong, et al.
出版: (2019)

Prediction of Chromatographic Elution Order of Analytical Mixtures Based on Quantitative Structure-Retention Relationships and Multi-Objective Optimization
由: 巙vela, P., et al.
出版: (2021)

Stochastic systems simulation optimization
由: Chen, C.-H., et al.
出版: (2014)

STOCHASTIC AND RANDOMIZED ALGORITHMS FOR LARGE-SCALE OPTIMIZATION IN MACHINE LEARNING
由: ZHAO RENBO
出版: (2018)

Reinforcement learning for sequential decision making with constraints
由: LING, Jiajing
出版: (2023)

Optimal design of reinforced concrete Cantilever retaining wall
由: Sophea Chea
出版: (2011)

Collusion set detection using a quasi hidden Markov model
由: WU, Zhengxiao, et al.
出版: (2013)

Sparse hidden-dynamics conditional random fields for user intent understanding
由: Shen, Y., et al.
出版: (2014)

Kron reduction based on node ordering optimization for distribution network dispatching with flexible loads
由: Song, Huihui, et al.
出版: (2022)

Decision-making with cooperative multi-agent reinforcement learning
由: Sun, Jing
出版: (2025)

Human-guided deep reinforcement learning for optimal decision making of autonomous vehicles
由: Wu, Jingda, et al.
出版: (2025)

SIMULATION ANALYTICS FOR INDUSTRIAL APPLICATIONS
由: QIN JIANCHENG
出版: (2023)

Adaptive evolution strategies for stochastic zeroth-order optimization
由: He, Xiaoyu, et al.
出版: (2022)

Purposive hidden-object-game: Embedding human computation in popular game
由: Ni, Y., et al.
出版: (2013)

A hybrid data-driven optimization and decision-making approach for a digital twin environment: towards customizing production platforms
由: Lee, Jongsuk, et al.
出版: (2025)

Resource-controlled stochastic customer order scheduling via particle swarm optimization with bound information
由: Zhao, Yaping, et al.
出版: (2022)

APPLICATIONS OF OPTIMAL CONTROL AND STOCHASTIC REPRESENTATION IN FINANCIAL MODELING
由: YANG CHEN
出版: (2017)

Sustainable structural design optimization – RC T-Beam
由: Cenina, Mariel Kathryn
出版: (2024)

Purposive Hidden-Object Game (P-HOG) towards imperceptible human computation
由: Dong, J., et al.
出版: (2013)

RSOME in Python: An Open-Source Package for Robust Stochastic Optimization Made Easy
由: Xiong, Peng, et al.
出版: (2021)

Quasi-hidden Markov model and its applications in change-point problems
由: WU Zhengxiao,
出版: (2016)

Novel bare-bones particle swarm optimization and its performance for modeling vapor-liquid equilibrium data
由: Zhang, H., et al.
出版: (2014)

INTERPRETING HIDDEN TRANSCRIPTS: TWO ESSAYS ON ANGER
由: NG QIAN QIAN
出版: (2023)

Kernel based hidden Markov model with applications to eeg signal classification
由: Xu, W., et al.
出版: (2013)

Faster first-order methods for stochastic non-convex optimization on Riemannian manifolds
由: ZHOU, Pan, et al.
出版: (2019)

Analysis of Hidden Representations by Greedy Clustering
由: Setiono, R., et al.
出版: (2014)

MACHINE LEARNING AIDED MULTI-OBJECTIVE OPTIMIZATION AND MULTI-CRITERIA DECISION MAKING IN CHEMICAL ENGINEERING
由: WANG ZHIYUAN
出版: (2023)

Second-Order Non-Convex Optimization for Constrained Fixed-Structure Static Output Feedback Controller Synthesis
由: Cheng, Zilong, et al.
出版: (2020)

Explanation of goal softening in ordinal optimization
由: Lee, L.H., et al.
出版: (2014)

Stochastic optimal control for financial portfolio with transaction costs
由: CHUONG PIERRE
出版: (2010)

Stochastic optimal control and performance analysis of wireless ad hoc networks
由: DANIEL BALAGUER YAGAN
出版: (2011)

Pedestrian tracking based on Hidden-Latent temporal Markov chain
由: Zhang, P., et al.
出版: (2013)