ALGORITHMIC TRADING WITH LEARNING (Q2814668): Difference between revisions

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+Optimal execution with nonlinear impact functions and trading-enhanced risk
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+Q3355178
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+OPTIMAL TRADE EXECUTION IN ILLIQUID MARKETS
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+Optimal Execution with Dynamic Order Flow Imbalance
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+Dequantization of the Dirac monopole
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+Q5506192
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+INFORMATION-BASED ASSET PRICING
@@ Property / cites work: INFORMATION-BASED ASSET PRICING / rank @@
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+Dam rain and cumulative gain
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+Modelling Information Flows in Financial Markets
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+Algorithmic Trading with Model Uncertainty
@@ Property / cites work: Algorithmic Trading with Model Uncertainty / rank @@
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+RISK METRICS AND FINE TUNING OF HIGH‐FREQUENCY TRADING STRATEGIES
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+Modelling Asset Prices for Algorithmic and High-Frequency Trading
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+Incorporating order-flow into optimal execution
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+Q5263525
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+Buy Low, Sell High: A High Frequency Trading Perspective
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+TRANSIENT LINEAR PRICE IMPACT AND FREDHOLM INTEGRAL EQUATIONS
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+Dealing with the inventory risk: a solution to the market making problem
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+HEAT KERNEL MODELS FOR ASSET PRICING
@@ Property / cites work: HEAT KERNEL MODELS FOR ASSET PRICING / rank @@
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+Q3763296
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