On detecting spoofing strategies in high-frequency trading (Q5092656): Difference between revisions

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+Optimal Trade Execution and Absence of Price Manipulations in Limit Order Book Models
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+Optimal execution strategies in limit order books with general shape functions
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+Enhancing trading strategies with order book signals
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+Spoofing and Price Manipulation in Order-Driven Markets
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+No-dynamic-arbitrage and market impact
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+Continuous Auctions and Insider Trading
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+Deep learning for limit order books
@@ Property / cites work: Deep learning for limit order books / rank @@
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