Observation Time Effects in Reinforcement Learning on Contracts for Difference
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References listed on IDEAS
- Nico Zengeler & Uwe Handmann, 2020. "Contracts for Difference: A Reinforcement Learning Approach," JRFM, MDPI, vol. 13(4), pages 1-12, April.
- Kumar Venkataraman, 2001. "Automated Versus Floor Trading: An Analysis of Execution Costs on the Paris and New York Exchanges," Journal of Finance, American Finance Association, vol. 56(4), pages 1445-1485, August.
- Fischer, Thomas G., 2018. "Reinforcement learning in financial markets - a survey," FAU Discussion Papers in Economics 12/2018, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
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Keywords
machine learning; contracts for difference; deep neural networks;All these keywords.
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