Saved in:
| Main Authors: | Kühn, Christoph, Lorenz, Christopher |
|---|---|
| Format: | Preprint |
| Published: |
2023
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2312.00904 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
A New Approach for the Continuous Time Kyle-Back Strategic Insider Equilibrium Problem
by: Qiao, Bixing, et al.
Published: (2025)
by: Qiao, Bixing, et al.
Published: (2025)
Optimal Execution among $N$ Traders with Transient Price Impact
by: Campbell, Steven, et al.
Published: (2025)
by: Campbell, Steven, et al.
Published: (2025)
Randomization in Optimal Execution Games
by: Campbell, Steven, et al.
Published: (2025)
by: Campbell, Steven, et al.
Published: (2025)
High-Frequency Analysis of a Trading Game with Transient Price Impact
by: Nutz, Marcel, et al.
Published: (2025)
by: Nutz, Marcel, et al.
Published: (2025)
A multi-factor market-neutral investment strategy for New York Stock Exchange equities
by: Gkolemis, Georgios M., et al.
Published: (2024)
by: Gkolemis, Georgios M., et al.
Published: (2024)
The Privacy Subsidy: Kyle's $λ$ under Noise-Perturbed Order-Flow Observation
by: Nakamura, Yuki
Published: (2026)
by: Nakamura, Yuki
Published: (2026)
An Infinite-Dimensional Insider Trading Game
by: Keller, Christian, et al.
Published: (2026)
by: Keller, Christian, et al.
Published: (2026)
The Privacy Subsidy in Continuous-Time Kyle: Cumulative Welfare under Noise-Perturbed Order-Flow Observation
by: Nakamura, Yuki
Published: (2026)
by: Nakamura, Yuki
Published: (2026)
Financial market geometry: The tube oscillator
by: Katic, Dragoljub, et al.
Published: (2024)
by: Katic, Dragoljub, et al.
Published: (2024)
Multiperiod Groundwater Markets
by: Cialenco, Igor, et al.
Published: (2026)
by: Cialenco, Igor, et al.
Published: (2026)
Pragmatic Information Rates, Generalizations of the Kelly Criterion, and Financial Market Efficiency
by: Weinberger, Edward D.
Published: (2009)
by: Weinberger, Edward D.
Published: (2009)
Looking into informal currency markets as Limit Order Books: impact of market makers
by: Figal, Alejandro García, et al.
Published: (2025)
by: Figal, Alejandro García, et al.
Published: (2025)
Continuous time analysis of fleeting discrete price moves
by: Shephard, Neil, et al.
Published: (2014)
by: Shephard, Neil, et al.
Published: (2014)
Optimal Benchmark Design under Costly Manipulation
by: Hernando-Veciana, Ángel
Published: (2025)
by: Hernando-Veciana, Ángel
Published: (2025)
Time-Inhomogeneous Volatility Aversion for Financial Applications of Reinforcement Learning
by: Cacciamani, Federico, et al.
Published: (2026)
by: Cacciamani, Federico, et al.
Published: (2026)
Unified Approach for Hedging Impermanent Loss of Liquidity Provision
by: Lipton, Alexander, et al.
Published: (2024)
by: Lipton, Alexander, et al.
Published: (2024)
Communication games, sequential equilibrium, and mediators
by: Geffner, Ivan, et al.
Published: (2023)
by: Geffner, Ivan, et al.
Published: (2023)
Optimal execution with deterministically time varying liquidity: well posedness and price manipulation
by: Palmari, Gianluca, et al.
Published: (2024)
by: Palmari, Gianluca, et al.
Published: (2024)
ABIDES-MARL: A Multi-Agent Reinforcement Learning Environment for Endogenous Price Formation and Execution in a Limit Order Book
by: Cheridito, Patrick, et al.
Published: (2025)
by: Cheridito, Patrick, et al.
Published: (2025)
Dynamics of Periodic Bubbles and Crashes: Modeling Market Overheating and Panic Selling via Cubic Momentum
by: Yoshida, Naohiro
Published: (2026)
by: Yoshida, Naohiro
Published: (2026)
The Privacy Subsidy in Glosten-Milgrom: Bid-Ask Spread and Welfare under Flip-Noise Direction Observation
by: Nakamura, Yuki
Published: (2026)
by: Nakamura, Yuki
Published: (2026)
Bayesian games with nested information
by: Jacobovic, Royi, et al.
Published: (2024)
by: Jacobovic, Royi, et al.
Published: (2024)
Economics of NFTs: The Value of Creator Royalties
by: Falk, Brett Hemenway, et al.
Published: (2022)
by: Falk, Brett Hemenway, et al.
Published: (2022)
Optimal Bubble Riding: A Mean Field Game with Varying Entry Times
by: Tangpi, Ludovic, et al.
Published: (2022)
by: Tangpi, Ludovic, et al.
Published: (2022)
Unwinding Stochastic Order Flow: When to Warehouse Trades
by: Nutz, Marcel, et al.
Published: (2023)
by: Nutz, Marcel, et al.
Published: (2023)
Liquidity provision of utility indifference type in decentralized exchanges
by: Fukasawa, Masaaki, et al.
Published: (2025)
by: Fukasawa, Masaaki, et al.
Published: (2025)
Strategic Informed Trading and the Value of Private Information
by: Anthropelos, Michail, et al.
Published: (2024)
by: Anthropelos, Michail, et al.
Published: (2024)
Optimal Liquidation with Signals: the General Propagator Case
by: Jaber, Eduardo Abi, et al.
Published: (2022)
by: Jaber, Eduardo Abi, et al.
Published: (2022)
Reinforcement Learning Pair Trading: A Dynamic Scaling approach
by: Yang, Hongshen, et al.
Published: (2024)
by: Yang, Hongshen, et al.
Published: (2024)
Optimal Execution in Intraday Energy Markets under Hawkes Processes with Transient Impact
by: Chatziandreou, Konstantinos, et al.
Published: (2025)
by: Chatziandreou, Konstantinos, et al.
Published: (2025)
The Support and Resistance Line Method: An Analysis via Optimal Stopping
by: Henderson, Vicky, et al.
Published: (2021)
by: Henderson, Vicky, et al.
Published: (2021)
Purification and Perturbations of Communication and Repeated Games
by: Barton, Alistair
Published: (2026)
by: Barton, Alistair
Published: (2026)
Growth rate of liquidity provider's wealth in G3Ms
by: Lee, Cheuk Yin, et al.
Published: (2024)
by: Lee, Cheuk Yin, et al.
Published: (2024)
Non-unique time and market incompleteness
by: Angstmann, Chris, et al.
Published: (2026)
by: Angstmann, Chris, et al.
Published: (2026)
On the Monotonicity and Rate of Convergence of the Markovian Persuasion Value
by: Shaiderman, Dimitry
Published: (2025)
by: Shaiderman, Dimitry
Published: (2025)
Large Language Models and Stock Investing: Is the Human Factor Required?
by: Crisostomo, Ricardo, et al.
Published: (2026)
by: Crisostomo, Ricardo, et al.
Published: (2026)
A theory of passive market impact
by: Chahdi, Youssef Ouazzani, et al.
Published: (2024)
by: Chahdi, Youssef Ouazzani, et al.
Published: (2024)
Path-dependent Kyle equilibrium model
by: Corcuera, José M., et al.
Published: (2020)
by: Corcuera, José M., et al.
Published: (2020)
How Wash Traders Exploit Market Conditions in Cryptocurrency Markets
by: Ng, Hunter
Published: (2024)
by: Ng, Hunter
Published: (2024)
Interpretable Hypothesis-Driven Trading:A Rigorous Walk-Forward Validation Framework for Market Microstructure Signals
by: Deep, Gagan, et al.
Published: (2025)
by: Deep, Gagan, et al.
Published: (2025)
Similar Items
-
A New Approach for the Continuous Time Kyle-Back Strategic Insider Equilibrium Problem
by: Qiao, Bixing, et al.
Published: (2025) -
Optimal Execution among $N$ Traders with Transient Price Impact
by: Campbell, Steven, et al.
Published: (2025) -
Randomization in Optimal Execution Games
by: Campbell, Steven, et al.
Published: (2025) -
High-Frequency Analysis of a Trading Game with Transient Price Impact
by: Nutz, Marcel, et al.
Published: (2025) -
A multi-factor market-neutral investment strategy for New York Stock Exchange equities
by: Gkolemis, Georgios M., et al.
Published: (2024)