High Frequency Trading Materials
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High Frequency Trading
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Reinforcement Learning
Reinforcement Learning
About
Basic
Books
Code
Contents
1. Bellman equation 2. Q-learning 3. Dynamic Q-learning
Lecture
[High Frequency & Algorithmic trading]
1. Lecture 2: Dynamic Programming Principle / Hamilton-Jacobi-Bellman Equations; Optimal Liquidation problem
Papers
Rank
⭐️⭐️⭐️
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RL
Jaimungal-10-RL.pdf
1489.5KB
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Dynamic Programming Principle / Hamilton-Jacobi-Bellman Equations; Optimal Liquidation problem
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