Pages that link to "Item:Q2919951"
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The following pages link to Forecasting prices from level-I quotes in the presence of hidden liquidity (Q2919951):
Displaying 7 items.
- A correction note for price dynamics in a Markovian limit order market (Q2808182) (← links)
- Reducing transaction costs with low-latency trading algorithms (Q4554514) (← links)
- Latency and liquidity provision in a limit order book (Q4555166) (← links)
- Queueing Dynamics and State Space Collapse in Fragmented Limit Order Book Markets (Q5031627) (← links)
- Deep learning for limit order books (Q5234311) (← links)
- In memoriam: Marco Avellaneda (1955–2022) (Q6054441) (← links)
- Bid-ask spread dynamics: large upward jump with geometric catastrophes (Q6550890) (← links)
