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

@@ Property / author @@
-Arjun Beri
@@ Property / author: Arjun Beri / rank @@
-Normal rank
@@ Property / author @@
+Arjun Beri
@@ Property / author: Arjun Beri / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+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
@@ Property / cites work @@
+Detecting changes in signals and systems - a survey
+Normal rank
@@ Property / cites work @@
+Optimal Control of Trading Algorithms: A General Impulse Control Approach
+Normal rank
@@ Property / cites work @@
+Dealing with the inventory risk: a solution to the market making problem
+Normal rank
@@ Property / cites work @@
+Optimal posting price of limit orders: learning by trading
+Normal rank
@@ Property / cites work @@
+Optimal Split of Orders Across Liquidity Pools: A Stochastic Algorithm Approach
+Normal rank
@@ Property / cites work @@
+A note on Woodruff confidence intervals for quantiles
+Normal rank
@@ Property / cites work @@
+On the Uniform Convergence of Relative Frequencies of Events to Their Probabilities
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5245456