Time-trend free run orders with the minimum level changes
From MaRDI portal
Publication:4383746
DOI10.1080/03610929808832650zbMATH Open0887.62084OpenAlexW2013988744MaRDI QIDQ4383746FDOQ4383746
Authors: Xuewei Cui, P. John
Publication date: 2 April 1998
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929808832650
Recommendations
- scientific article; zbMATH DE number 1735781
- On the construction of trend-free run orders of treatments
- A level-1 limit order book with time dependent arrival rates
- Optimal execution and price manipulations in time-varying limit order books
- Order patterns, their variation and change points in financial time series and Brownian motion
- Optimal trade execution and price manipulation in order books with time-varying liquidity
- Optimal liquidation in a level-I limit order book for large-tick stocks
- Continuous time trading of a small investor in a limit order market
- Dynamical trading mechanisms in limit order markets
Cites Work
Cited In (12)
- Minimum cost linear trend free fractional factorial designs
- Three categories of minimum cost systematic full \(2^{\mathrm{n}}\) factorial designs
- Run orders in factorial designs: A literature review
- Minimum cost linear trend free \(2^{n-(n-k)}\) designs of resolution IV
- Three categories of minimum cost trend resistant \(2^n\) factorial experiments derivable from the normalized Sylvester-Hadamard matrices of size \(2^n \times 2^n\)
- Comparison among run order algorithms for sequential factorial experiments
- Minimum cost linear trend-free 12-run fractional factorial designs
- Run orders for efficient two level experimental plans with minimum factor level changes robust to time trends
- Minimum cost trend-free run orders of fractional factorial designs
- Title not available (Why is that?)
- Minimum cost trend-free \(2^{n -(n - k)}\) fractional factorial designs of resolution IV derivable from the normalized Sylvester-Hadamard matrices
- Minimally changed run sequences in factorial experiments
This page was built for publication: Time-trend free run orders with the minimum level changes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4383746)