Incorporating signals into optimal trading (Q1739054): Difference between revisions

@@ Property / cites work @@
+Optimal execution strategies in limit order books with general shape functions
+Normal rank
@@ Property / cites work @@
+Order Book Resilience, Price Manipulation, and the Positive Portfolio Problem
+Normal rank
@@ Property / cites work @@
+Optimal Trading with Stochastic Liquidity and Volatility
+Normal rank
@@ Property / cites work @@
+Statistical arbitrage in the US equities market
@@ Property / cites work: Statistical arbitrage in the US equities market / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Execution with Dynamic Order Flow Imbalance
+Normal rank
@@ Property / cites work @@
+Optimal Control of Trading Algorithms: A General Impulse Control Approach
+Normal rank
@@ Property / cites work @@
+Modelling Asset Prices for Algorithmic and High-Frequency Trading
+Normal rank
@@ Property / cites work @@
+Optimal execution with limit and market orders
@@ Property / cites work: Optimal execution with limit and market orders / rank @@
+Normal rank
@@ Property / cites work @@
+RISK METRICS AND FINE TUNING OF HIGH‐FREQUENCY TRADING STRATEGIES
+Normal rank
@@ Property / cites work @@
+Incorporating order-flow into optimal execution
@@ Property / cites work: Incorporating order-flow into optimal execution / rank @@
+Normal rank
@@ Property / cites work @@
+Q5263525
@@ Property / cites work: Q5263525 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal execution with non-linear transient market impact
+Normal rank
@@ Property / cites work @@
+Semi-Markov Model for Market Microstructure
@@ Property / cites work: Semi-Markov Model for Market Microstructure / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal trade execution: a mean quadratic variation approach
+Normal rank
@@ Property / cites work @@
+TRANSIENT LINEAR PRICE IMPACT AND FREDHOLM INTEGRAL EQUATIONS
+Normal rank
@@ Property / cites work @@
+Q2787919
@@ Property / cites work: Q2787919 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Portfolio Liquidation with Limit Orders
@@ Property / cites work: Optimal Portfolio Liquidation with Limit Orders / rank @@
+Normal rank
@@ Property / cites work @@
+Simulating and Analyzing Order Book Data: The Queue-Reactive Model
+Normal rank
@@ Property / cites work @@
+Optimal portfolio liquidation in target zone models and catalytic superprocesses
+Normal rank
@@ Property / cites work @@
+Continuous-time stochastic control and optimization with financial applications
+Normal rank
@@ Property / cites work @@
+A control problem with fuel constraint and Dawson-Watanabe superprocesses
+Normal rank
@@ Property / cites work @@
+Optimal Trade Execution for Time-Inconsistent Mean-Variance Criteria and Risk Functions
+Normal rank
@@ Property / cites work @@
+Comparison Between the Mean-Variance Optimal and the Mean-Quadratic-Variation Optimal Trading Strategies
+Normal rank