Optimal execution with dynamic order flow imbalance (Q3456840)
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scientific article; zbMATH DE number 6518536
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal execution with dynamic order flow imbalance |
scientific article; zbMATH DE number 6518536 |
Statements
Optimal Execution with Dynamic Order Flow Imbalance (English)
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9 December 2015
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optimal execution
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order flow
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limit order books
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information footprint
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0.8423823118209839
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0.8290886282920837
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0.8279184699058533
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0.8263529539108276
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0.8233656883239746
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