Pages that link to "Item:Q3502183"
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The following pages link to High-frequency trading in a limit order book (Q3502183):
Displaying 41 items.
- Algorithmic market making for options (Q5014175) (← links)
- Optimal Auction Duration: A Price Formation Viewpoint (Q5031656) (← links)
- Equilibrium Model of Limit Order Books: A Mean-Field Game View (Q5050094) (← links)
- Cooperation between independent market makers (Q5051973) (← links)
- Closed-form Approximations in Multi-asset Market Making (Q5063386) (← links)
- Market making with inventory control and order book information (Q5072917) (← links)
- Optimal Liquidity-Based Trading Tactics (Q5084495) (← links)
- Optimal Market Making under Partial Information with General Intensities (Q5126677) (← links)
- Algorithmic trading in a microstructural limit order book model (Q5139231) (← links)
- Optimal market making in the presence of latency (Q5139247) (← links)
- Optimal Market Making with Persistent Order Flow (Q5162846) (← links)
- Inventory management in customised liquidity pools (Q5193376) (← links)
- Deep Reinforcement Learning for Market Making in Corporate Bonds: Beating the Curse of Dimensionality (Q5217496) (← links)
- Deep learning for limit order books (Q5234311) (← links)
- Liquidity Suppliers and High Frequency Trading (Q5250043) (← links)
- GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION (Q5262510) (← links)
- OPTIMAL HIGH‐FREQUENCY TRADING IN A PRO RATA MICROSTRUCTURE WITH PREDICTIVE INFORMATION (Q5262513) (← links)
- RISK METRICS AND FINE TUNING OF HIGH‐FREQUENCY TRADING STRATEGIES (Q5262521) (← links)
- A Semi-Markovian Modeling of Limit Order Markets (Q5266360) (← links)
- Optimal Strategy for Limit Order Book Submissions in High Frequency Trading (Q5372046) (← links)
- Optimal high-frequency trading with limit and market orders (Q5746744) (← links)
- Optimal Execution: A Review (Q5879357) (← links)
- Size matters for OTC market makers: General results and dimensionality reduction techniques (Q6054136) (← links)
- In memoriam: Marco Avellaneda (1955–2022) (Q6054441) (← links)
- Marco Avellaneda: Mathematician and trader (Q6054442) (← links)
- Algorithmic market making in dealer markets with hedging and market impact (Q6054445) (← links)
- A Mean-Field Game of Market-Making against Strategic Traders (Q6070673) (← links)
- Optimal make–take fees for market making regulation (Q6078433) (← links)
- On Bid and Ask Side-Specific Tick Sizes (Q6091093) (← links)
- Recent advances in reinforcement learning in finance (Q6146668) (← links)
- High frequency market making: the role of speed (Q6150523) (← links)
- A data-driven deep learning approach for options market making (Q6158439) (← links)
- Towards multi‐agent reinforcement learning‐driven over‐the‐counter market simulations (Q6196291) (← links)
- Dynamics of market making algorithms in dealer markets: Learning and tacit collusion (Q6196294) (← links)
- STATISTICALLY VALIDATED LEAD-LAG NETWORKS AND INVENTORY PREDICTION IN THE FOREIGN EXCHANGE MARKET (Q6203296) (← links)
- Optimal order execution under price impact: a hybrid model (Q6549607) (← links)
- Bid-ask spread dynamics: large upward jump with geometric catastrophes (Q6550890) (← links)
- Adaptive optimal market making strategies with inventory liquidation cost (Q6585788) (← links)
- Do price trajectory data increase the efficiency of market impact estimation? (Q6587733) (← links)
- Decentralized finance and automated market making: predictable loss and optimal liquidity provision (Q6623045) (← links)
- Price estimation via Bayesian filtering and optimal bid-ask prices for market makers (Q6654972) (← links)