Pages that link to "Item:Q4585000"
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The following pages link to Modelling Asset Prices for Algorithmic and High-Frequency Trading (Q4585000):
Displayed 21 items.
- Optimal placement in a limit order book: an analytical approach (Q513747) (← links)
- Incorporating signals into optimal trading (Q1739054) (← links)
- Optimal liquidation under partial information with price impact (Q1986008) (← links)
- Order scoring, bandit learning and order cancellations (Q2115951) (← links)
- Optimal market-making strategies under synchronised order arrivals with deep neural networks (Q2246653) (← links)
- ALGORITHMIC TRADING WITH LEARNING (Q2814668) (← links)
- High Frequency Trading and Asymptotics for Small Risk Aversion in a Markov Renewal Model (Q2941476) (← links)
- SIMULTANEOUS TRADING IN ‘LIT’ AND DARK POOLS (Q2953306) (← links)
- MARKET MAKING AND PORTFOLIO LIQUIDATION UNDER UNCERTAINTY (Q3191840) (← links)
- Algorithmic Trading, Stochastic Control, and Mutually Exciting Processes (Q4580297) (← links)
- Algorithmic Trading with Model Uncertainty (Q4607046) (← links)
- Optimal accelerated share repurchases (Q4610214) (← links)
- Optimal execution with limit and market orders (Q4619495) (← links)
- Semi-Markov Model for Market Microstructure (Q4682482) (← links)
- Optimal Market Making under Partial Information with General Intensities (Q5126677) (← links)
- Algorithmic trading in a microstructural limit order book model (Q5139231) (← links)
- GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION (Q5262510) (← links)
- OPTIMAL HIGH‐FREQUENCY TRADING IN A PRO RATA MICROSTRUCTURE WITH PREDICTIVE INFORMATION (Q5262513) (← links)
- RISK METRICS AND FINE TUNING OF HIGH‐FREQUENCY TRADING STRATEGIES (Q5262521) (← links)
- Mean-Field Game Strategies for Optimal Execution (Q5382635) (← links)
- Review of statistical approaches for modeling high-frequency trading data (Q6108877) (← links)