Pages that link to "Item:Q4559323"
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The following pages link to Enhancing trading strategies with order book signals (Q4559323):
Displaying 17 items.
- Order scoring, bandit learning and order cancellations (Q2115951) (← links)
- A continuous and efficient fundamental price on the discrete order book grid (Q2149276) (← links)
- A Closed-Form Execution Strategy to Target Volume Weighted Average Price (Q2832615) (← links)
- MARKET MAKING WITH ALPHA SIGNALS (Q3304201) (← links)
- Optimal Liquidation in a Level-I Limit Order Book for Large-Tick Stocks (Q4553793) (← links)
- A Stochastic Partial Differential Equation Model for Limit Order Book Dynamics (Q4958392) (← links)
- State-dependent Hawkes processes and their application to limit order book modelling (Q5072914) (← links)
- Optimal trade execution for Gaussian signals with power-law resilience (Q5072915) (← links)
- On detecting spoofing strategies in high-frequency trading (Q5092656) (← links)
- Spoofing and Price Manipulation in Order-Driven Markets (Q5126679) (← links)
- Limit Order Books, Diffusion Approximations and Reflected SPDEs: From Microscopic to Macroscopic Models (Q5126683) (← links)
- Deep learning for limit order books (Q5234311) (← links)
- Market making with minimum resting times (Q5234322) (← links)
- Mean-Field Game Strategies for Optimal Execution (Q5382635) (← links)
- Optimal Execution: A Review (Q5879357) (← links)
- A Mean-Field Game of Market-Making against Strategic Traders (Q6070673) (← links)
- Price Impact Without Averaging (Q6490770) (← links)
