Pages that link to "Item:Q5190130"

The following pages link to Optimal execution strategies in limit order books with general shape functions (Q5190130):

Displaying 47 items.

• Optimal Basket Liquidation for CARA Investors is Deterministic (Q3063877) (← links)
• On derivatives with illiquid underlying and market manipulation (Q3088325) (← links)
• OPTIMAL TRADE EXECUTION IN ILLIQUID MARKETS (Q3100751) (← links)
• Multivariate Transient Price Impact and Matrix-Valued Positive Definite Functions (Q3186536) (← links)
• MARKET MAKING AND PORTFOLIO LIQUIDATION UNDER UNCERTAINTY (Q3191840) (← links)
• Limit-order book resiliency after effective market orders: spread, depth and intensity (Q3303138) (← links)
• Optimal Trade Execution for Time-Inconsistent Mean-Variance Criteria and Risk Functions (Q3456837) (← links)
• Optimal Liquidation in a Level-I Limit Order Book for Large-Tick Stocks (Q4553793) (← links)
• Reducing transaction costs with low-latency trading algorithms (Q4554514) (← links)
• Optimal order placement in limit order markets (Q4555056) (← links)
• Optimal Decisions in a Time Priority Queue (Q4559471) (← links)
• Comparison Between the Mean-Variance Optimal and the Mean-Quadratic-Variation Optimal Trading Strategies (Q4584996) (← links)
• Optimal Execution and Price Manipulations in Time-varying Limit Order Books (Q4586029) (← links)
• High-Frequency Limit of Nash Equilibria in a Market Impact Game with Transient Price Impact (Q4607045) (← links)
• Performance-weighted ensembles of random forests for predicting price impact (Q4619486) (← links)
• Optimal execution with limit and market orders (Q4619495) (← links)
• OPTIMAL LIQUIDATION UNDER STOCHASTIC PRICE IMPACT (Q4631694) (← links)
• Is market impact a measure of the information value of trades? Market response to liquidity vs. informed metaorders (Q4683095) (← links)
• The order book as a queueing system: average depth and influence of the size of limit orders (Q4683096) (← links)
• TRANSIENT LINEAR PRICE IMPACT AND FREDHOLM INTEGRAL EQUATIONS (Q4906522) (← links)
• Optimal Trade Execution in an Order Book Model with Stochastic Liquidity Parameters (Q4958393) (← links)
• Optimal Investment with Transient Price Impact (Q4971979) (← links)
• Queueing Dynamics and State Space Collapse in Fragmented Limit Order Book Markets (Q5031627) (← links)
• Equilibrium Model of Limit Order Books: A Mean-Field Game View (Q5050094) (← links)
• Short Communication: Utility Indifference Pricing with High Risk Aversion and Small Linear Price Impact (Q5065082) (← links)
• Optimal Cross-Border Electricity Trading (Q5065091) (← links)
• Price impact on term structure (Q5068079) (← links)
• Cross-Sectional Variation of Intraday Liquidity, Cross-Impact, and Their Effect on Portfolio Execution (Q5080647) (← links)
• On detecting spoofing strategies in high-frequency trading (Q5092656) (← links)
• Fragmentation, Price Formation and Cross-Impact in Bitcoin Markets (Q5103917) (← links)
• (Q5153851) (← links)
• Policy Gradient Methods for the Noisy Linear Quadratic Regulator over a Finite Horizon (Q5157372) (← links)
• A Market Impact Game Under Transient Price Impact (Q5219710) (← links)
• Finite horizon optimal execution with bounded rate of transaction (Q5243383) (← links)
• Optimal liquidation in dark pools (Q5245909) (← links)
• Optimal Execution with Multiplicative Price Impact (Q5250046) (← links)
• GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION (Q5262510) (← links)
• PORTFOLIO LIQUIDATION IN DARK POOLS IN CONTINUOUS TIME (Q5262511) (← links)
• Optimal portfolio execution under time-varying liquidity constraints (Q5373911) (← links)
• Mean-Field Game Strategies for Optimal Execution (Q5382635) (← links)
• OPTIMAL LIQUIDATION TRAJECTORIES FOR THE ALMGREN–CHRISS MODEL (Q5854316) (← links)
• Optimal Execution: A Review (Q5879357) (← links)
• Strategic Execution Trajectories (Q6040003) (← links)
• A discrete-time optimal execution problem with market prices subject to random environments (Q6081612) (← links)
• Do fundamentals shape the price response? A critical assessment of linear impact models (Q6158379) (← links)
• Optimal liquidation through a limit order book: a neural network and simulation approach (Q6164829) (← links)
• A generative model of a limit order book using recurrent neural networks (Q6166215) (← links)