Pages that link to "Item:Q5388695"

The following pages link to Optimal Split of Orders Across Liquidity Pools: A Stochastic Algorithm Approach (Q5388695):

Displaying 14 items.

• Efficiency of the price formation process in presence of high frequency participants: a mean field game analysis (Q300838) (← links)
• Generalized stochastic target problems for pricing and partial hedging under loss constraints -- application in optimal book liquidation (Q1936827) (← links)
• Order scoring, bandit learning and order cancellations (Q2115951) (← links)
• Optimal posting price of limit orders: learning by trading (Q2392020) (← links)
• MARKET MAKING AND PORTFOLIO LIQUIDATION UNDER UNCERTAINTY (Q3191840) (← links)
• Transform analysis for Hawkes processes with applications in dark pool trading (Q4554422) (← links)
• Optimal execution in Hong Kong given a market-on-close benchmark (Q4554447) (← links)
• Optimal order placement in limit order markets (Q4555056) (← links)
• Multi-asset Optimal Execution and Statistical Arbitrage Strategies under Ornstein--Uhlenbeck Dynamics (Q5071495) (← links)
• On Stochastic Gradient Langevin Dynamics with Dependent Data Streams: The Fully Nonconvex Case (Q5162623) (← links)
• Real-time market microstructure analysis: online transaction cost analysis (Q5245456) (← links)
• GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION (Q5262510) (← links)
• PORTFOLIO LIQUIDATION IN DARK POOLS IN CONTINUOUS TIME (Q5262511) (← links)
• Price manipulation in a market impact model with dark pool (Q5373912) (← links)