Pages that link to "Item:Q4607046"

The following pages link to Algorithmic Trading with Model Uncertainty (Q4607046):

Displayed 37 items.

• Incorporating order-flow into optimal execution (Q300846) ‎ (← links)
• Mean field game of controls and an application to trade crowding (Q1648897) ‎ (← links)
• Dynamic equilibrium of market making with price competition (Q2062249) ‎ (← links)
• Portfolio liquidation under factor uncertainty (Q2117436) ‎ (← links)
• ALGORITHMIC TRADING WITH LEARNING (Q2814668) ‎ (← links)
• SIMULTANEOUS TRADING IN ‘LIT’ AND DARK POOLS (Q2953306) ‎ (← links)
• MARKET MAKING WITH ALPHA SIGNALS (Q3304201) ‎ (← links)
• Model Uncertainty in Commodity Markets (Q3465256) ‎ (← links)
• Enhancing trading strategies with order book signals (Q4559323) ‎ (← links)
• TRADING STRATEGIES WITHIN THE EDGES OF NO-ARBITRAGE (Q4565076) ‎ (← links)
• Algorithmic Trading, Stochastic Control, and Mutually Exciting Processes (Q4580297) ‎ (← links)
• Optimal market making (Q4610210) ‎ (← links)
• Optimal accelerated share repurchases (Q4610214) ‎ (← links)
• Optimal execution with limit and market orders (Q4619495) ‎ (← links)
• OPTIMAL LIQUIDATION UNDER STOCHASTIC PRICE IMPACT (Q4631694) ‎ (← links)
• Endogenous Formation of Limit Order Books: Dynamics Between Trades (Q4641739) ‎ (← links)
• The Shadow Price of Latency: Improving Intraday Fill Ratios in Foreign Exchange Markets (Q4987716) ‎ (← links)
• Algorithmic market making for options (Q5014175) ‎ (← links)
• Mechanics of good trade execution in the framework of linear temporary market impact (Q5014181) ‎ (← links)
• Optimal sizing of the sediment replenishment capacity based on robust ergodic control of subordinator-driven dynamics (Q5044106) ‎ (← links)
• Closed-form Approximations in Multi-asset Market Making (Q5063386) ‎ (← links)
• Robust Risk-Aware Reinforcement Learning (Q5065087) ‎ (← links)
• Optimal Liquidity-Based Trading Tactics (Q5084495) ‎ (← links)
• Optimal Trading with Signals and Stochastic Price Impact (Q5097223) ‎ (← links)
• Optimal Execution with Rough Path Signatures (Q5112732) ‎ (← links)
• Trading Foreign Exchange Triplets (Q5123451) ‎ (← links)
• Optimal Market Making under Partial Information with General Intensities (Q5126677) ‎ (← links)
• Adaptive Robust Control in Continuous Time (Q5158383) ‎ (← links)
• Mean-Field Game Strategies for Optimal Execution (Q5382635) ‎ (← links)
• Double-Execution Strategies Using Path Signatures (Q5872884) ‎ (← links)
• Optimal Execution: A Review (Q5879357) ‎ (← links)
• Size matters for OTC market makers: General results and dimensionality reduction techniques (Q6054136) ‎ (← links)
• Algorithmic market making in dealer markets with hedging and market impact (Q6054445) ‎ (← links)
• A Mean-Field Game of Market-Making against Strategic Traders (Q6070673) ‎ (← links)
• Computational Methods for Market Making Algorithms (Q6096556) ‎ (← links)
• Accelerated Share Repurchases Under Stochastic Volatility (Q6112768) ‎ (← links)
• A data-driven deep learning approach for options market making (Q6158439) ‎ (← links)