Pages that link to "Item:Q3502183"

The following pages link to High-frequency trading in a limit order book (Q3502183):

Displaying 50 items.

• Modeling high-frequency non-homogeneous order flows by compound Cox processes (Q267623) (← links)
• Modeling high-frequency order flow imbalance by functional limit theorems for two-sided risk processes (Q298830) (← links)
• Incorporating order-flow into optimal execution (Q300846) (← links)
• Dealing with the inventory risk: a solution to the market making problem (Q367376) (← links)
• Probabilistic aspects of finance (Q373529) (← links)
• Optimal trading of algorithmic orders in a liquidity fragmented market place (Q492830) (← links)
• Optimal placement in a limit order book: an analytical approach (Q513747) (← links)
• Trading strategy with stochastic volatility in a limit order book market (Q777935) (← links)
• Limit order placement as an utility maximization problem and the origin of power law distribution of limit order prices (Q978838) (← links)
• Optimal execution in high-frequency trading with Bayesian learning (Q1619842) (← links)
• Market-making strategy with asymmetric information and regime-switching (Q1657343) (← links)
• Optimal execution with regime-switching market resilience (Q1734569) (← links)
• The self-financing equation in limit order book markets (Q1999602) (← links)
• Dynamic equilibrium of market making with price competition (Q2062249) (← links)
• Predictive market making via machine learning (Q2120114) (← links)
• Oil futures volatility smiles in 2020: why the Bachelier smile is flatter (Q2165396) (← links)
• Stochastic modelling of big data in finance (Q2218868) (← links)
• Optimal bookmaking (Q2239899) (← links)
• Optimal market-making strategies under synchronised order arrivals with deep neural networks (Q2246653) (← links)
• Markets with random lifetimes and private values: mean reversion and option to trade (Q2343114) (← links)
• Optimal liquidity provision (Q2348293) (← links)
• Dynamic equilibrium limit order book model and optimal execution problem (Q2356562) (← links)
• Optimal posting price of limit orders: learning by trading (Q2392020) (← links)
• Optimal market dealing under constraints (Q2401520) (← links)
• Approximate hedging for nonlinear transaction costs on the volume of traded assets (Q2516769) (← links)
• Optimal Market Making in the Foreign Exchange Market (Q2786211) (← links)
• Rebuilding the limit order book: sequential Bayesian inference on hidden states (Q2871430) (← links)
• A generalized birth–death stochastic model for high-frequency order book dynamics (Q2873024) (← links)
• Integer-valued Lévy processes and low latency financial econometrics (Q2873033) (← links)
• Liquidation in limit order books with controlled intensity (Q2927944) (← links)
• Buy Low, Sell High: A High Frequency Trading Perspective (Q2940766) (← links)
• High Frequency Trading and Asymptotics for Small Risk Aversion in a Markov Renewal Model (Q2941476) (← links)
• PRICE SETTING OF MARKET MAKERS: A FILTERING PROBLEM WITH ENDOGENOUS FILTRATION (Q2968281) (← links)
• Forward indifference valuation of American options (Q3145087) (← links)
• MARKET MAKING AND PORTFOLIO LIQUIDATION UNDER UNCERTAINTY (Q3191840) (← links)
• MARKET MAKING WITH ALPHA SIGNALS (Q3304201) (← links)
• Enhancing trading strategies with order book signals (Q4559323) (← links)
• Optimal Decisions in a Time Priority Queue (Q4559471) (← links)
• TRADING STRATEGIES WITHIN THE EDGES OF NO-ARBITRAGE (Q4565076) (← links)
• Algorithmic Trading, Stochastic Control, and Mutually Exciting Processes (Q4580297) (← links)
• Modelling Asset Prices for Algorithmic and High-Frequency Trading (Q4585000) (← links)
• Algorithmic Trading with Model Uncertainty (Q4607046) (← links)
• Optimal market making (Q4610210) (← links)
• Optimal accelerated share repurchases (Q4610214) (← links)
• Evolution of high-frequency systematic trading: a performance-driven gradient boosting model (Q4619504) (← links)
• Internalisation by electronic FX spot dealers (Q4628034) (← links)
• Endogenous Formation of Limit Order Books: Dynamics Between Trades (Q4641739) (← links)
• PRICE IMPACT OF LARGE ORDERS USING HAWKES PROCESSES (Q4966641) (← links)
• Hedge and Speculate: Replicating Option Payoffs with Limit and Market Orders (Q4971981) (← links)
• Optimal Make-Take Fees in a Multi Market-Maker Environment (Q4988548) (← links)