Álvaro Cartea, Fayçal Drissi, Gianluca Palmari (2024). Multi-Task Gaussian Process Bandits for Regime-Switching in Optimal Execution.

Published in R&R SIAM Journal on Financial Mathematics., 2024

Recommended citation: Álvaro Cartea, Fayçal Drissi, Osselin, P. (2023). Bandits for algorithmic trading with signals. Available at SSRN 4484004.
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