25 citations · 34 across the 13 of their papers we have counts for
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q-fin.ST2025
Deep Learning for VWAP Execution in Crypto Markets: Beyond the Volume Curve
Remi Genet
Volume-Weighted Average Price (VWAP) is arguably the most prevalent benchmark for trade execution as it provides an unbiased standard for comparing performance across market partic…
q-fin.ST2025
VWAP Execution with Signature-Enhanced Transformers: A Multi-Asset Learning Approach
Remi Genet
In this paper I propose a novel approach to Volume Weighted Average Price (VWAP) execution that addresses two key practical challenges: the need for asset-specific model training a…
q-fin.ST2025
Recurrent Neural Networks for Dynamic VWAP Execution: Adaptive Trading Strategies with Temporal Kolmogorov-Arnold Networks
Remi Genet
The execution of Volume Weighted Average Price (VWAP) orders remains a critical challenge in modern financial markets, particularly as trading volumes and market complexity continu…