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Optimal trading under non-negativity constraints using approximate dynamic programming

Optimal trading under non-negativity constraints using approximate dynamic programming
Optimal trading under non-negativity constraints using approximate dynamic programming
0160-5682
Abbascadeh, Shahin
97e7963d-ffae-4301-81b1-e84eff0b20e7
Nguyen, Tri-Dung
a6aa7081-6bf7-488a-b72f-510328958a8e
Wu, Yue
e279101b-b392-45c4-b894-187e2ded6a5c
Abbascadeh, Shahin
97e7963d-ffae-4301-81b1-e84eff0b20e7
Nguyen, Tri-Dung
a6aa7081-6bf7-488a-b72f-510328958a8e
Wu, Yue
e279101b-b392-45c4-b894-187e2ded6a5c

Abbascadeh, Shahin, Nguyen, Tri-Dung and Wu, Yue (2018) Optimal trading under non-negativity constraints using approximate dynamic programming. Journal of the Operational Research Society. (doi:10.1080/01605682.2017.1398201).

Record type: Article
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DT_JORS_2.4 - Accepted Manuscript
Restricted to Repository staff only until 26 June 2019.
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Accepted/In Press date: 26 October 2017
e-pub ahead of print date: 5 January 2018

Identifiers

Local EPrints ID: 415778
URI: https://eprints.soton.ac.uk/id/eprint/415778
ISSN: 0160-5682
PURE UUID: ae1c8f57-8460-477b-8590-9d1e1902161c

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Date deposited: 23 Nov 2017 17:30
Last modified: 13 Mar 2019 19:13

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