Learning in the Dark: Size-Based Execution Priority in Dark Pools under Reinforcement Learning

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Alejandro Bernales, Daniel Ladley, Evangelos Litos, Marcela Valenzuela

DOI: 10.2139/ssrn.6176870

Cited by: 0

References: 28

Fields of Study & Subjects

Financial Markets and Investment Strategies Stochastic processes and financial applications Economic theories and models

References 28