Pages that link to "Item:Q1723051"
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The following pages link to Price dynamics in an order-driven market with Bayesian learning (Q1723051):
Displaying 13 items.
- Examining the effectiveness of price limits in an artificial stock market (Q602992) (← links)
- How does learning affect market liquidity? A simulation analysis of a double-auction financial market with portfolio traders (Q1017072) (← links)
- Equilibrium pricing in an order book environment: case study for a spin model (Q1619502) (← links)
- Learning, information processing and order submission in limit order markets (Q1657445) (← links)
- Reinforcement learning equilibrium in limit order markets (Q2102852) (← links)
- Do stylised facts of order book markets need strategic behaviour? (Q2271672) (← links)
- Estimating the efficient price from the order flow: a Brownian Cox process approach (Q2447646) (← links)
- A correction note for price dynamics in a Markovian limit order market (Q2808182) (← links)
- Price dynamics in a Markovian limit order market (Q2873118) (← links)
- An empirical bayes adaptive price search<sup>∗</sup> (Q4944017) (← links)
- Learning multi-market microstructure from order book data (Q5234377) (← links)
- Bayesian price leadership (Q5433984) (← links)
- Analysis and modeling of client order flow in limit order markets (Q6158395) (← links)