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mjuchli / ctc-executioner

Master Thesis: Limit order placement with Reinforcement Learning
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[Research] Summarize "Chaiyakorn Yingsaeree: Order placement strategy" #6

Closed mjuchli closed 6 years ago

mjuchli commented 6 years ago

Chapter 7 of: http://discovery.ucl.ac.uk/1359852/1/Chaiyakorn%20Yingsaeree%20-%20Thesis.pdf

mjuchli commented 6 years ago

Notes: orderplacementfw.pdf