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Related papers: Optimal execution with rough path signatures

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We study optimal buying and selling strategies in target zone models. In these models the price is modeled by a diffusion process which is reflected at one or more barriers. Such models arise for example when a currency exchange rate is…

Portfolio Management · Quantitative Finance 2015-07-08 Eyal Neuman , Alexander Schied

We introduce a numerical framework to verify the finite step convergence of first-order methods for parametric convex quadratic optimization. We formulate the verification problem as a mathematical optimization problem where we maximize a…

Optimization and Control · Mathematics 2025-04-18 Vinit Ranjan , Bartolomeo Stellato

Mathematical Selection is a method in which we select a particular choice from a set of such. It have always been an interesting field of study for mathematicians. Combinatorial optimisation is the practice of selecting the best constituent…

Optimization and Control · Mathematics 2024-01-31 Anurag Dutta , K. Lakshmanan , John Harshith , A. Ramamoorthy

An attempt to obtain market directional information from non-stationary solution of the dynamic equation: "future price tends to the value maximizing the number of shares traded per unit time" is presented. A remarkable feature of the…

Computational Finance · Quantitative Finance 2022-10-11 Vladislav Gennadievich Malyshkin , Mikhail Gennadievich Belov

We assume a continuous-time price impact model similar to Almgren-Chriss but with the added assumption that the price impact parameters are stochastic processes modeled as correlated scalar Markov diffusions. In this setting, we develop…

Trading and Market Microstructure · Quantitative Finance 2018-04-13 Weston Barger , Matthew Lorig

We propose two methods to obtain exact solutions for the Almgren-Chriss model about optimal execution of portfolio transactions. In the first method we rewrite the Almgren-Chriss equation and find two exact solutions. In the second method,…

Mathematical Finance · Quantitative Finance 2016-02-01 Juan M. Romero , Jorge Bautista

In this paper we consider a method of solving optimal stopping problems in discrete and continuous time based on their dual representation. A novel and generic simulation-based optimization algorithm not involving nested simulations is…

Probability · Mathematics 2013-09-10 Denis Belomestny

In this short note, we study an optimization problem of expected implementation shortfall (IS) cost under general shaped market impact functions. In particular, we find that an optimal strategy is a VWAP (volume weighted average price)…

Trading and Market Microstructure · Quantitative Finance 2016-06-01 Takashi Kato

Symbolic Execution is a formal method that can be used to verify the behavior of computer programs and detect software vulnerabilities. Compared to other testing methods such as fuzzing, Symbolic Execution has the advantage of providing…

Cryptography and Security · Computer Science 2025-09-29 Christopher Scherb , Luc Bryan Heitz , Hermann Grieder , Olivier Mattmann

Be it for taking advantage of stock undervaluation or in order to distribute part of their profits to shareholders, firms may buy back their own shares. One of the way they proceed is by including Accelerated Share Repurchases (ASR) as part…

Trading and Market Microstructure · Quantitative Finance 2016-05-05 Olivier Guéant

We present new algorithms and fast implementations to find efficient approximations for modelling stochastic processes. For many numerical computations it is essential to develop finite approximations for stochastic processes. While the…

Optimization and Control · Mathematics 2020-12-03 Kipngeno Benard Kirui , Georg Ch. Pflug , Alois Pichler

We give a complete solution to the problem of minimizing the expected liquidity costs in presence of a general drift when the underlying market impact model has linear transient price impact with exponential resilience. It turns out that…

Trading and Market Microstructure · Quantitative Finance 2013-03-05 Christopher Lorenz , Alexander Schied

We propose a reinforcement learning (RL) approach to model optimal exercise strategies for option-type products. We pursue the RL avenue in order to learn the optimal action-value function of the underlying stopping problem. In addition to…

Pricing of Securities · Quantitative Finance 2024-06-27 John Ery , Loris Michel

In this paper, the problem of load uncertainty in compliance problems is addressed where the uncertainty is described in the form of a set of finitely many loading scenarios. Computationally more efficient methods are proposed to exactly…

Computational Engineering, Finance, and Science · Computer Science 2021-09-29 Mohamed Tarek , Tapabrata Ray

In this paper we present a method for automatically generating optimal robot trajectories satisfying high level mission specifications. The motion of the robot in the environment is modeled as a general transition system, enhanced with…

Robotics · Computer Science 2010-07-16 Stephen L. Smith , Jana Tumova , Calin Belta , Daniela Rus

An efficient computational algorithm to price financial derivatives is presented. It is based on a path integral formulation of the pricing problem. It is shown how the path integral approach can be worked out in order to obtain fast and…

Statistical Mechanics · Physics 2009-11-07 G. Montagna , O. Nicrosini , N. Moreni

Motion planning can be cast as a trajectory optimisation problem where a cost is minimised as a function of the trajectory being generated. In complex environments with several obstacles and complicated geometry, this optimisation problem…

Robotics · Computer Science 2023-08-09 Lucas Barcelos , Tin Lai , Rafael Oliveira , Paulo Borges , Fabio Ramos

Symbolic execution is a successful and very popular technique used in software verification and testing. A key limitation of symbolic execution is in dealing with code containing loops. The problem is that even a single loop can generate a…

Programming Languages · Computer Science 2011-07-08 Jan Obdrzalek , Marek Trtik

We develop a dynamic trading strategy in the Linear Quadratic Regulator (LQR) framework. By including a price mean-reversion signal into the optimization program, in a trading environment where market impact is linear and stage costs are…

Statistics Theory · Mathematics 2021-11-04 Simon Clinet , Jean-François Perreton , Serge Reydellet

Distribution Regression on path-space refers to the task of learning functions mapping the law of a stochastic process to a scalar target. The learning procedure based on the notion of path-signature, i.e. a classical transform from rough…

Probability · Mathematics 2023-04-05 Blanka Horvath , Maud Lemercier , Chong Liu , Terry Lyons , Cristopher Salvi