Optimal Trade Execution on INTC (Intel Corporation) stock episodes (test)
3Mean Implementation ShortfallTT-DAC-PS
Evaluation results
| Method | Links | ||||
|---|---|---|---|---|---|
| TT-DAC-PSStock price trend=Upward, Stock price volatility=0.12%2026.06 | 3 | 12 | 0 | 5 | |
| SACStock price trend=Upward, Stock price volatility=0.12%2026.06 | 4 | 15 | 3 | 4 | |
| ACStock price trend=Upward, Stock price volatility=0.12%2026.06 | 4 | 13 | 1 | 6 | |
| PPOStock price trend=Upward, Stock price volatility=0.12%2026.06 | 11 | 34 | 10 | 13 | |
| A2CStock price trend=Upward, Stock price volatility=0.12%2026.06 | 11 | 34 | 10 | 13 | |
| VWAPStock price trend=Upward, Stock price volatility=0.12%2026.06 | 11 | 37 | 4 | 19 | |
| TWAPStock price trend=Upward, Stock price volatility=0.12%2026.06 | 11 | 37 | 4 | 19 |