most citedSpherical-angular dark field imaging and sensitive microstructural phase clustering with unsupervised machine learning

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q-fin.TR2026

Model Predictive Control For Trade Execution

Thomas P. McAuliffe, Samuel Liew, Yuchao Li +7

We address the problem of executing large client orders in continuous double-auction markets under time and liquidity constraints. We propose a model predictive control (MPC) frame…