Pages that link to "Item:Q2873118"
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The following pages link to Price dynamics in a Markovian limit order market (Q2873118):
Displaying 40 items.
- Long-Time Behavior of a Hawkes Process--Based Limit Order Book (Q3456836) (← links)
- Optimal Liquidation in a Level-I Limit Order Book for Large-Tick Stocks (Q4553793) (← links)
- Estimation of slowly decreasing Hawkes kernels: application to high-frequency order book dynamics (Q4554209) (← links)
- Optimal order placement in limit order markets (Q4555056) (← links)
- Modelling intensities of order flows in a limit order book (Q4555100) (← links)
- Latency and liquidity provision in a limit order book (Q4555166) (← links)
- How much market making does a market need? (Q4555283) (← links)
- Optimal Decisions in a Time Priority Queue (Q4559471) (← links)
- Inventory Accumulation with $k$ Products (Q4601282) (← links)
- Ergodicity and Diffusivity of Markovian Order Book Models: A General Framework (Q4607054) (← links)
- Modelling high-frequency limit order book dynamics with support vector machines (Q4619497) (← links)
- Internalisation by electronic FX spot dealers (Q4628034) (← links)
- HYDRODYNAMIC LIMIT OF ORDER-BOOK DYNAMICS (Q4628410) (← links)
- Empirical Analysis of Limit Order Markets (Q4663338) (← links)
- Semi-Markov Model for Market Microstructure (Q4682482) (← links)
- The order book as a queueing system: average depth and influence of the size of limit orders (Q4683096) (← links)
- Short‐Term Stock Price Prediction Based on Limit Order Book Dynamics (Q4687620) (← links)
- A Stochastic Partial Differential Equation Model for Limit Order Book Dynamics (Q4958392) (← links)
- Optimal inventory management and order book modeling (Q4967868) (← links)
- Queueing Dynamics and State Space Collapse in Fragmented Limit Order Book Markets (Q5031627) (← links)
- ON BOUNCING GEOMETRIC BROWNIAN MOTIONS (Q5056633) (← links)
- State-dependent Hawkes processes and their application to limit order book modelling (Q5072914) (← links)
- Perfect Sampling of Hawkes Processes and Queues with Hawkes Arrivals (Q5084490) (← links)
- Optimal Liquidity-Based Trading Tactics (Q5084495) (← links)
- Limit Order Books, Diffusion Approximations and Reflected SPDEs: From Microscopic to Macroscopic Models (Q5126683) (← links)
- Clearing price distributions in call auctions (Q5139246) (← links)
- A Markov Model of a Limit Order Book: Thresholds, Recurrence, and Trading Strategies (Q5219304) (← links)
- A Scaling Limit for Limit Order Books Driven by Hawkes Processes (Q5227409) (← links)
- Deep learning for limit order books (Q5234311) (← links)
- Universal features of price formation in financial markets: perspectives from deep learning (Q5234368) (← links)
- Optimal Execution with Multiplicative Price Impact (Q5250046) (← links)
- OPTIMAL HIGH‐FREQUENCY TRADING IN A PRO RATA MICROSTRUCTURE WITH PREDICTIVE INFORMATION (Q5262513) (← links)
- A Semi-Markovian Modeling of Limit Order Markets (Q5266360) (← links)
- A Weak Law of Large Numbers for a Limit Order Book Model with Fully State Dependent Order Dynamics (Q5266362) (← links)
- Optimal high-frequency trading with limit and market orders (Q5746744) (← links)
- Jump Diffusion Approximation for the Price Dynamics of a Fully State Dependent Limit Order Book Model (Q5886357) (← links)
- Analysis and modeling of client order flow in limit order markets (Q6158395) (← links)
- A generative model of a limit order book using recurrent neural networks (Q6166215) (← links)
- Closed‐loop Nash competition for liquidity (Q6187366) (← links)
- Bid-ask spread dynamics: large upward jump with geometric catastrophes (Q6550890) (← links)