Pages that link to "Item:Q4607046"
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The following pages link to Algorithmic Trading with Model Uncertainty (Q4607046):
Displaying 35 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)
- Accelerated Share Repurchases Under Stochastic Volatility (Q6112768) (← links)
