Pages that link to "Item:Q300846"
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The following pages link to Incorporating order-flow into optimal execution (Q300846):
Displaying 50 items.
- A model for optimal execution of atomic orders (Q975353) (← links)
- Why is equity order flow so persistent? (Q1623998) (← links)
- Optimal order execution using hidden orders (Q1624483) (← links)
- Mean field game of controls and an application to trade crowding (Q1648897) (← links)
- Incorporating signals into optimal trading (Q1739054) (← links)
- Intraday renewable electricity trading: advanced modeling and numerical optimal control (Q2022115) (← links)
- Reinforcement learning and stochastic optimisation (Q2072112) (← links)
- Optimal execution with stochastic delay (Q2111242) (← links)
- Negative selection -- a new performance measure for automated order execution (Q2138207) (← links)
- Extensions of the deep Galerkin method (Q2148058) (← links)
- A continuous and efficient fundamental price on the discrete order book grid (Q2149276) (← links)
- Optimal pair-trade execution with generalized cross-impact (Q2172552) (← links)
- A class of optimal liquidation problem with a nonlinear temporary market impact (Q2217828) (← links)
- An explicit optimal strategy for flow trades at NASDAQ around its close (Q2417143) (← links)
- Estimating the efficient price from the order flow: a Brownian Cox process approach (Q2447646) (← links)
- Algorithmic trading with learning (Q2814668) (← links)
- A closed-form execution strategy to target volume weighted average price (Q2832615) (← links)
- Optimal Order Scheduling for Deterministic Liquidity Patterns (Q2940756) (← links)
- MARKET MAKING WITH ALPHA SIGNALS (Q3304201) (← links)
- Enhancing trading strategies with order book signals (Q4559323) (← links)
- Algorithmic Trading, Stochastic Control, and Mutually Exciting Processes (Q4580297) (← links)
- OPTIMAL LIQUIDATION UNDER STOCHASTIC PRICE IMPACT (Q4631694) (← links)
- Hedge and Speculate: Replicating Option Payoffs with Limit and Market Orders (Q4971981) (← links)
- Optimal Trading with Differing Trade Signals (Q4994352) (← links)
- Mechanics of good trade execution in the framework of linear temporary market impact (Q5014181) (← links)
- Learning a functional control for high-frequency finance (Q5051970) (← links)
- Optimal Cross-Border Electricity Trading (Q5065091) (← links)
- Liquidity fluctuations and the latent dynamics of price impact (Q5068077) (← links)
- Multi-asset Optimal Execution and Statistical Arbitrage Strategies under Ornstein--Uhlenbeck Dynamics (Q5071495) (← links)
- Optimal trade execution for Gaussian signals with power-law resilience (Q5072915) (← links)
- Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact (Q5080132) (← links)
- Optimal Liquidity-Based Trading Tactics (Q5084495) (← links)
- Double Deep Q-Learning for Optimal Execution (Q5093248) (← links)
- Optimal Trading with Signals and Stochastic Price Impact (Q5097223) (← links)
- Optimal Execution with Rough Path Signatures (Q5112732) (← links)
- Optimal and equilibrium execution strategies with generalized price impact (Q5139257) (← links)
- DISCRETE-TIME OPTIMAL EXECUTION UNDER A GENERALIZED PRICE IMPACT MODEL WITH MARKOVIAN EXOGENOUS ORDERS (Q5157841) (← links)
- Extended Mean Field Control Problems: Stochastic Maximum Principle and Transport Perspective (Q5243167) (← links)
- A Semi-Markovian Modeling of Limit Order Markets (Q5266360) (← links)
- Optimal portfolio execution under time-varying liquidity constraints (Q5373911) (← links)
- Trading co‐integrated assets with price impact (Q5377183) (← links)
- Mean-Field Game Strategies for Optimal Execution (Q5382635) (← links)
- Double-Execution Strategies Using Path Signatures (Q5872884) (← links)
- On Regularized Optimal Execution Problems and Their Singular Limits (Q5879351) (← links)
- Optimal Execution: A Review (Q5879357) (← links)
- Optimal Execution with Identity Optionality (Q6040001) (← links)
- A Mean-Field Game of Market-Making against Strategic Traders (Q6070673) (← links)
- A discrete-time optimal execution problem with market prices subject to random environments (Q6081612) (← links)
- Do fundamentals shape the price response? A critical assessment of linear impact models (Q6158379) (← links)
- A data-driven deep learning approach for options market making (Q6158439) (← links)