Dieter Lance Hendricks
Ph.D. University of the Witwatersrand 2016
Dissertation:
An online adaptive learning algorithm for optimal trade execution in high-frequency markets
Mathematics Subject Classification: 93—Systems theory; control
Advisor 1: Diane Louise Wilcox
Advisor 2: Timothy John Gebbie
No students known.
If you have additional information or corrections regarding this mathematician, please use the update form. To submit students of this mathematician, please use the new data form, noting this mathematician's MGP ID of 209138 for the advisor ID.