论文标题
算法交易和最新进展的关键问题的总体看法
An overall view of key problems in algorithmic trading and recent progress
论文作者
论文摘要
我们总结了算法交易中的基本问题，以及过去二十年来该领域取得的进展。我们首先提出算法交易的关键问题，描述了最佳执行，最佳放置和价格影响的概念。然后，我们通过使用机器学习，讨论深度学习，强化学习和生成性对抗网络的使用，讨论算法交易方面的最新进展。
We summarize the fundamental issues at stake in algorithmic trading, and the progress made in this field over the last twenty years. We first present the key problems of algorithmic trading, describing the concepts of optimal execution, optimal placement, and price impact. We then discuss the most recent advances in algorithmic trading through the use of Machine Learning, discussing the use of Deep Learning, Reinforcement Learning, and Generative Adversarial Networks.
