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q-fin.TR2024
Optimal Execution with Reinforcement Learning
Yadh Hafsi, Edoardo Vittori
This study investigates the development of an optimal execution strategy through reinforcement learning, aiming to determine the most effective approach for traders to buy and sell…
q-fin.MF2024★ 1 cited
Optimal Execution under Incomplete Information
Etienne Chevalier, Yadh Hafsi, Vathana Ly Vath
We study optimal liquidation strategies under partial information for a single asset within a finite time horizon. We propose a model tailored for high-frequency trading, capturing…