Saved in:
| Main Authors: | Mastrolia, Thibaut, Xu, Tianrui |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2405.09764 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Optimal Rebate Design: Incentives, Competition and Efficiency in Auction Markets
by: Mastrolia, Thibaut, et al.
Published: (2025)
by: Mastrolia, Thibaut, et al.
Published: (2025)
Learning Market Making with Closing Auctions
by: Graf, Julius, et al.
Published: (2026)
by: Graf, Julius, et al.
Published: (2026)
A Mean Field Game between Informed Traders and a Broker
by: Bergault, Philippe, et al.
Published: (2024)
by: Bergault, Philippe, et al.
Published: (2024)
Concave Continuation: Linking Routing to Arbitrage
by: Jiang, Ruichao, et al.
Published: (2026)
by: Jiang, Ruichao, et al.
Published: (2026)
Trading in CEXs and DEXs with Priority Fees and Stochastic Delays
by: Bergault, Philippe, et al.
Published: (2026)
by: Bergault, Philippe, et al.
Published: (2026)
Equilibrium Reward for Liquidity Providers in Automated Market Makers
by: Aqsha, Alif, et al.
Published: (2025)
by: Aqsha, Alif, et al.
Published: (2025)
Optimal hedging of an informed broker facing many traders
by: Bergault, Philippe, et al.
Published: (2025)
by: Bergault, Philippe, et al.
Published: (2025)
Maximizing Battery Storage Profits via High-Frequency Intraday Trading
by: Schaurecker, David, et al.
Published: (2025)
by: Schaurecker, David, et al.
Published: (2025)
Approximate Dynamic Programming for Degradation-aware Market Participation of Battery Energy Storage Systems: Bridging Market and Degradation Timescales
by: Holtorf, Flemming, et al.
Published: (2026)
by: Holtorf, Flemming, et al.
Published: (2026)
Optimal Settings for Cryptocurrency Trading Pairs
by: Zhang, Di, et al.
Published: (2022)
by: Zhang, Di, et al.
Published: (2022)
Competition between DEXs through Dynamic Fees
by: Baggiani, Leonardo, et al.
Published: (2026)
by: Baggiani, Leonardo, et al.
Published: (2026)
Currency Arbitrage Optimization using Quantum Annealing, QAOA and Constraint Mapping
by: Deshpande, Sangram, et al.
Published: (2025)
by: Deshpande, Sangram, et al.
Published: (2025)
Relative entropy-regularized robust optimal order execution
by: Wang, Meng, et al.
Published: (2023)
by: Wang, Meng, et al.
Published: (2023)
Minimal Shortfall Strategies for Liquidation of a Basket of Stocks using Reinforcement Learning
by: Pemy, Moustapha, et al.
Published: (2025)
by: Pemy, Moustapha, et al.
Published: (2025)
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)
Multi-asset optimal trade execution with stochastic cross-effects: An Obizhaeva-Wang-type framework
by: Ackermann, Julia, et al.
Published: (2025)
by: Ackermann, Julia, et al.
Published: (2025)
Limit Order Book Simulation and Trade Evaluation with $K$-Nearest-Neighbor Resampling
by: Giegrich, Michael, et al.
Published: (2024)
by: Giegrich, Michael, et al.
Published: (2024)
Consistent time travel for realistic interactions with historical data: reinforcement learning for market making
by: Ragel, Vincent, et al.
Published: (2024)
by: Ragel, Vincent, et al.
Published: (2024)
Equity auction dynamics: latent liquidity models with activity acceleration
by: Salek, Mohammed, et al.
Published: (2024)
by: Salek, Mohammed, et al.
Published: (2024)
Trading with market resistance and concave price impact
by: De Carvalho, Nathan, et al.
Published: (2026)
by: De Carvalho, Nathan, et al.
Published: (2026)
Liquidity provision in CLMMs: evidence from transactions data
by: Urusov, Andrey, et al.
Published: (2026)
by: Urusov, Andrey, et al.
Published: (2026)
Testing replication for an agent-based model of market fragmentation and latency arbitrage
by: Ratliff-Crain, Ethan, et al.
Published: (2026)
by: Ratliff-Crain, Ethan, et al.
Published: (2026)
Optimized Operation of Standalone Battery Energy Storage Systems in the Cross-Market Energy Arbitrage Business
by: van Sandbergen, Luis
Published: (2025)
by: van Sandbergen, Luis
Published: (2025)
Can market volumes reveal traders' rationality and a new risk premium?
by: Mariani, Francesca, et al.
Published: (2024)
by: Mariani, Francesca, et al.
Published: (2024)
ESG driven pairs algorithm for sustainable trading: Analysis from the Indian market
by: Dutta, Eeshaan, et al.
Published: (2024)
by: Dutta, Eeshaan, et al.
Published: (2024)
Better market Maker Algorithm to Save Impermanent Loss with High Liquidity Retention
by: Yan, CY, et al.
Published: (2025)
by: Yan, CY, et al.
Published: (2025)
Painting the market: generative diffusion models for financial limit order book simulation and forecasting
by: Backhouse, Alfred, et al.
Published: (2025)
by: Backhouse, Alfred, et al.
Published: (2025)
Option market making with hedging-induced market impact
by: Aubert, Paulin, et al.
Published: (2025)
by: Aubert, Paulin, et al.
Published: (2025)
Optimal bidding in hourly and quarter-hourly electricity price auctions: trading large volumes of power with market impact and transaction costs
by: Narajewski, Michał, et al.
Published: (2021)
by: Narajewski, Michał, et al.
Published: (2021)
Deep learning for quadratic hedging in incomplete jump market
by: Agram, Nacira, et al.
Published: (2024)
by: Agram, Nacira, et al.
Published: (2024)
am-AMM: An Auction-Managed Automated Market Maker
by: Adams, Austin, et al.
Published: (2024)
by: Adams, Austin, et al.
Published: (2024)
Automated Market Making and Arbitrage Profits in the Presence of Fees
by: Milionis, Jason, et al.
Published: (2023)
by: Milionis, Jason, et al.
Published: (2023)
Automated Market Making and Loss-Versus-Rebalancing
by: Milionis, Jason, et al.
Published: (2022)
by: Milionis, Jason, et al.
Published: (2022)
Trading Large Orders in the Presence of Multiple High-Frequency Anticipatory Traders
by: Xu, Ziyi, et al.
Published: (2024)
by: Xu, Ziyi, et al.
Published: (2024)
Option Market Making via Reinforcement Learning
by: Fang, Zhou, et al.
Published: (2023)
by: Fang, Zhou, et al.
Published: (2023)
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)
Financial market geometry: The tube oscillator
by: Katic, Dragoljub, et al.
Published: (2024)
by: Katic, Dragoljub, et al.
Published: (2024)
A Bayesian theory of market impact
by: Saddier, Louis, et al.
Published: (2023)
by: Saddier, Louis, et al.
Published: (2023)
Battery valuation on electricity intraday markets with liquidity costs
by: Cognéville, Enzo, et al.
Published: (2024)
by: Cognéville, Enzo, et al.
Published: (2024)
Nash Equilibrium between Brokers and Traders
by: Cartea, Álvaro, et al.
Published: (2024)
by: Cartea, Álvaro, et al.
Published: (2024)
Similar Items
-
Optimal Rebate Design: Incentives, Competition and Efficiency in Auction Markets
by: Mastrolia, Thibaut, et al.
Published: (2025) -
Learning Market Making with Closing Auctions
by: Graf, Julius, et al.
Published: (2026) -
A Mean Field Game between Informed Traders and a Broker
by: Bergault, Philippe, et al.
Published: (2024) -
Concave Continuation: Linking Routing to Arbitrage
by: Jiang, Ruichao, et al.
Published: (2026) -
Trading in CEXs and DEXs with Priority Fees and Stochastic Delays
by: Bergault, Philippe, et al.
Published: (2026)