Technical Program

Paper Detail

Paper:FIN-O.1.2
Session:Signal and Information Processing for Finance and Business
Location:Verdun
Session Time:Thursday, November 16, 11:00 - 12:30
Presentation Time:Thursday, November 16, 11:18 - 11:36
Presentation:Oral
Symposium:Symposium on Signal and Information Processing for Finance and Business
Paper Title: ONLINE LEARNING IN LIMIT ORDER BOOK TRADE EXECUTION
Authors: Nima Akbarzadeh; Bilkent University 
 Cem Tekin; Bilkent University 
 Mihaela Van der Schaar; Oxford University