Pages that link to "Item:Q1619842"
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The following pages link to Optimal execution in high-frequency trading with Bayesian learning (Q1619842):
Displaying 8 items.
- Price dynamics in an order-driven market with Bayesian learning (Q1723051) (← links)
- Optimal posting price of limit orders: learning by trading (Q2392020) (← links)
- Algorithmic trading with learning (Q2814668) (← links)
- Rebuilding the limit order book: sequential Bayesian inference on hidden states (Q2871430) (← links)
- Optimization and statistical methods for high frequency finance (Q3465859) (← links)
- Trading algorithms with learning in latent alpha models (Q5241561) (← links)
- OPTIMAL HIGH‐FREQUENCY TRADING IN A PRO RATA MICROSTRUCTURE WITH PREDICTIVE INFORMATION (Q5262513) (← links)
- Optimal Strategy for Limit Order Book Submissions in High Frequency Trading (Q5372046) (← links)