13 citations · 30 across the 13 of their papers we have counts for
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q-fin.TR2022
Post trade allocation: how much are bunched orders costing your performance?
Ali Hirsa, Massoud Heidari
Individual trade orders are often bunched into a block order for processing efficiency, where in post execution, they are allocated into individual accounts. Since Regulators have…
q-fin.TR2021
Deep reinforcement learning on a multi-asset environment for trading
Ali Hirsa, Joerg Osterrieder, Branka Hadji-Misheva +1
Financial trading has been widely analyzed for decades with market participants and academics always looking for advanced methods to improve trading performance. Deep reinforcement…