Real-time market microstructure analysis: online transaction cost analysis (Q5245456): Difference between revisions

@@ Property / author @@
+Arjun Beri
@@ Property / author: Arjun Beri / rank @@
+Normal rank
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W1995910350
@@ Property / OpenAlex ID: W1995910350 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.6363
@@ Property / arXiv ID: 1302.6363 / rank @@
+Normal rank
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+Optimal Control of Trading Algorithms: A General Impulse Control Approach
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+Dealing with the inventory risk: a solution to the market making problem
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+Optimal posting price of limit orders: learning by trading
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+Optimal Split of Orders Across Liquidity Pools: A Stochastic Algorithm Approach
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+A note on Woodruff confidence intervals for quantiles
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+On the Uniform Convergence of Relative Frequencies of Events to Their Probabilities
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