The following pages link to Limit order books (Q2871425):
Displaying 41 items.
- Stylized facts of price gaps in limit order books (Q508284) (← links)
- Trading strategy with stochastic volatility in a limit order book market (Q777935) (← links)
- A stochastic Stefan-type problem under first-order boundary conditions (Q1617128) (← links)
- Explicit solution for constrained optimal execution problem with general correlated market depth (Q1655928) (← links)
- Learning, information processing and order submission in limit order markets (Q1657445) (← links)
- Scaling limit of a limit order book model via the regenerative characterization of Lévy trees (Q1704954) (← links)
- Understanding flash crash contagion and systemic risk: a micro-macro agent-based approach (Q1734547) (← links)
- Pricing and clearing combinatorial markets with singleton and swap orders. Efficient algorithms for the futures opening auction problem (Q2014365) (← links)
- Order flow in the financial markets from the perspective of the fractional Lévy stable motion (Q2060649) (← links)
- Temporal mixture ensemble models for probabilistic forecasting of intraday cryptocurrency volume (Q2064616) (← links)
- Predictive market making via machine learning (Q2120114) (← links)
- The multi-dimensional stochastic Stefan financial model for a portfolio of assets (Q2120321) (← links)
- Machine learning and speed in high-frequency trading (Q2152342) (← links)
- Stochastic modelling of big data in finance (Q2218868) (← links)
- Deep reinforcement learning for the optimal placement of cryptocurrency limit orders (Q2242354) (← links)
- A dynamic model of the limit order book (Q2284921) (← links)
- A one-level limit order book model with memory and variable spread (Q2360238) (← links)
- A Correction Note for Price Dynamics in a Markovian Limit Order Market (Q2808182) (← links)
- Coupling Limit Order Books and Branching Random Walks (Q2923425) (← links)
- GENERAL SEMI-MARKOV MODEL FOR LIMIT ORDER BOOKS (Q2986667) (← links)
- Limit-order book resiliency after effective market orders: spread, depth and intensity (Q3303138) (← links)
- Optimal Liquidation in a Level-I Limit Order Book for Large-Tick Stocks (Q4553793) (← links)
- A behavioural model of investor sentiment in limit order markets (Q4555059) (← links)
- An estimation procedure for the Hawkes process (Q4555098) (← links)
- The role of volume in order book dynamics: a multivariate Hawkes process analysis (Q4555121) (← links)
- Latency and liquidity provision in a limit order book (Q4555166) (← links)
- HYDRODYNAMIC LIMIT OF ORDER-BOOK DYNAMICS (Q4628410) (← links)
- Counterparty Credit Limits: The Impact of a Risk-Mitigation Measure on Everyday Trading (Q4994680) (← links)
- Two price regimes in limit order books: liquidity cushion and fragmented distant field (Q5032076) (← links)
- Exogenous and endogenous price jumps belong to different dynamical classes (Q5032079) (← links)
- State-dependent Hawkes processes and their application to limit order book modelling (Q5072914) (← links)
- Time-dependent relations between gaps and returns in a Bitcoin order book (Q5092648) (← links)
- Limit Order Books, Diffusion Approximations and Reflected SPDEs: From Microscopic to Macroscopic Models (Q5126683) (← links)
- Deep Learning for Market by Order Data (Q5165005) (← links)
- Analyzing order flows in limit order books with ratios of Cox-type intensities (Q5215440) (← links)
- A Markov Model of a Limit Order Book: Thresholds, Recurrence, and Trading Strategies (Q5219304) (← links)
- A Few Simulation Results of Basic Models of Limit Order Books (Q5227351) (← links)
- A Semi-Markovian Modeling of Limit Order Markets (Q5266360) (← links)
- Long-range memory test by the burst and inter-burst duration distribution (Q5856921) (← links)
- Approximation and comparison of the empirical liquidity cost function for various futures contracts (Q6117560) (← links)
- Deep order flow imbalance: Extracting alpha at multiple horizons from the limit order book (Q6187364) (← links)
