Pages that link to "Item:Q5139231"
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The following pages link to Algorithmic trading in a microstructural limit order book model (Q5139231):
Displaying 14 items.
- Dynamic equilibrium of market making with price competition (Q2062249) (← links)
- Optimal market-making strategies under synchronised order arrivals with deep neural networks (Q2246653) (← links)
- Confidence interval for correlation estimator between latent processes (Q2303484) (← links)
- Optimal posting price of limit orders: learning by trading (Q2392020) (← links)
- Optimal Decisions in a Time Priority Queue (Q4559471) (← links)
- Algorithmic Trading, Stochastic Control, and Mutually Exciting Processes (Q4580297) (← links)
- Modelling high-frequency limit order book dynamics with support vector machines (Q4619497) (← links)
- Online Learning in Limit Order Book Trade Execution (Q4622365) (← links)
- Optimal inventory management and order book modeling (Q4967868) (← links)
- Learning multi-market microstructure from order book data (Q5234377) (← links)
- Constrained BSDEs Driven by a Non-Quasi-Left-Continuous Random Measure and Optimal Control of PDMPs on Bounded Domains (Q5244156) (← links)
- Algorithmic market making in dealer markets with hedging and market impact (Q6054445) (← links)
- From zero-intelligence to queue-reactive: limit-order-book modeling for high-frequency volatility estimation and optimal execution (Q6158406) (← links)
- A data-driven deep learning approach for options market making (Q6158439) (← links)