Pages that link to "Item:Q4555166"
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The following pages link to Latency and liquidity provision in a limit order book (Q4555166):
Displaying 6 items.
- Liquidation in limit order books with controlled intensity (Q2927944) (← links)
- Optimal Liquidation in a Level-I Limit Order Book for Large-Tick Stocks (Q4553793) (← links)
- The order book as a queueing system: average depth and influence of the size of limit orders (Q4683096) (← links)
- The Shadow Price of Latency: Improving Intraday Fill Ratios in Foreign Exchange Markets (Q4987716) (← links)
- State-dependent Hawkes processes and their application to limit order book modelling (Q5072914) (← links)
- Stock market trend prediction using a functional time series approach (Q5215439) (← links)