Name
Title | ||
|---|---|---|
Optimal trading under non-negativity constraints using approximate dynamic programming. |
Year | DOI | Venue |
|---|---|---|
2018 | 10.1080/01605682.2017.1398201 | JORS |
Field | DocType | Volume |
Block trade,Autoregressive model,Dynamic programming,Mathematical optimization,Computer science,Stochastic process,Negativity effect,Numerical analysis,Computation | Journal | 69 |
Issue | Citations | PageRank |
9 | 0 | 0.34 |
References | Authors | |
2 | 3 | |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Shahin Abbaszadeh | 1 | 0 | 0.34 |
| Tri-Dung Nguyen | 2 | 29 | 9.02 |
| Y. Wu | 3 | 1178 | 139.36 |