Detecting toxic flow

DOI10.1080/14697688.2026.2619539MaRDI QIDQ7229255zbMATH OpenFDO

Authors Álvaro Cartea, Leandro Sánchez-Betancourt

Publication date 15 April 2026

Published in Quantitative Finance (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1080/14697688.2026.2619539

Mathematics Subject Classification ID

Artificial neural networks and deep learning (68T07) Financial markets (91G15)

Cites work

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Cited in

(1)

• Nash equilibrium between brokers and traders

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