Saved in:
| Main Authors: | Katic, Dragoljub, Richter, Stefan |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2407.08036 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
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)
Unified Approach for Hedging Impermanent Loss of Liquidity Provision
by: Lipton, Alexander, et al.
Published: (2024)
by: Lipton, Alexander, et al.
Published: (2024)
Unwinding Stochastic Order Flow: When to Warehouse Trades
by: Nutz, Marcel, et al.
Published: (2023)
by: Nutz, Marcel, et al.
Published: (2023)
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)
Time-Inhomogeneous Volatility Aversion for Financial Applications of Reinforcement Learning
by: Cacciamani, Federico, et al.
Published: (2026)
by: Cacciamani, Federico, et al.
Published: (2026)
Optimal Benchmark Design under Costly Manipulation
by: Hernando-Veciana, Ángel
Published: (2025)
by: Hernando-Veciana, Ángel
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)
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)
Strategic Informed Trading and the Value of Private Information
by: Anthropelos, Michail, et al.
Published: (2024)
by: Anthropelos, Michail, 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)
Agent-based Liquidity Risk Modelling for Financial Markets
by: Vytelingum, Perukrishnen, et al.
Published: (2025)
by: Vytelingum, Perukrishnen, et al.
Published: (2025)
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)
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)
MM-DREX: Multimodal-Driven Dynamic Routing of LLM Experts for Financial Trading
by: Chen, Yang, et al.
Published: (2025)
by: Chen, Yang, et al.
Published: (2025)
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)
Hybrid Models for Financial Forecasting: Combining Econometric, Machine Learning, and Deep Learning Models
by: Stempień, Dominik, et al.
Published: (2025)
by: Stempień, Dominik, et al.
Published: (2025)
MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series
by: Wheeler, Aaron, et al.
Published: (2024)
by: Wheeler, Aaron, et al.
Published: (2024)
Option market making with hedging-induced market impact
by: Aubert, Paulin, et al.
Published: (2025)
by: Aubert, Paulin, et al.
Published: (2025)
Prediction of high-frequency futures return directions based on the mean uncertainty classification methods: An application in China's future market
by: Peng, Ying, et al.
Published: (2025)
by: Peng, Ying, 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)
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)
Liquidity provision of utility indifference type in decentralized exchanges
by: Fukasawa, Masaaki, et al.
Published: (2025)
by: Fukasawa, Masaaki, et al.
Published: (2025)
Deep learning for quadratic hedging in incomplete jump market
by: Agram, Nacira, et al.
Published: (2024)
by: Agram, Nacira, et al.
Published: (2024)
ClusterLOB: Enhancing Trading Strategies by Clustering Orders in Limit Order Books
by: Zhang, Yichi, et al.
Published: (2025)
by: Zhang, Yichi, et al.
Published: (2025)
FX Market Making with Internal Liquidity
by: Barzykin, Alexander, et al.
Published: (2025)
by: Barzykin, Alexander, et al.
Published: (2025)
Post Selection Estimation of Sharpe Ratios
by: Pav, Steven E.
Published: (2026)
by: Pav, Steven E.
Published: (2026)
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)
Deep Learning for Financial Time Series: A Large-Scale Benchmark of Risk-Adjusted Performance
by: Saly-Kaufmann, Adir, et al.
Published: (2026)
by: Saly-Kaufmann, Adir, et al.
Published: (2026)
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)
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)
Strategic Learning and Trading in Broker-Mediated Markets
by: Aqsha, Alif, et al.
Published: (2024)
by: Aqsha, Alif, et al.
Published: (2024)
Reinforcement Learning for Optimal Execution when Liquidity is Time-Varying
by: Macrì, Andrea, et al.
Published: (2024)
by: Macrì, Andrea, et al.
Published: (2024)
LSTM-ARIMA as a Hybrid Approach in Algorithmic Investment Strategies
by: Kashif, Kamil, et al.
Published: (2024)
by: Kashif, Kamil, et al.
Published: (2024)
Deep reinforcement learning with positional context for intraday trading
by: Goluža, Sven, et al.
Published: (2024)
by: Goluža, Sven, et al.
Published: (2024)
Similar Items
-
A multi-factor market-neutral investment strategy for New York Stock Exchange equities
by: Gkolemis, Georgios M., et al.
Published: (2024) -
Unified Approach for Hedging Impermanent Loss of Liquidity Provision
by: Lipton, Alexander, et al.
Published: (2024) -
Unwinding Stochastic Order Flow: When to Warehouse Trades
by: Nutz, Marcel, et al.
Published: (2023) -
Looking into informal currency markets as Limit Order Books: impact of market makers
by: Figal, Alejandro García, et al.
Published: (2025) -
Time-Inhomogeneous Volatility Aversion for Financial Applications of Reinforcement Learning
by: Cacciamani, Federico, et al.
Published: (2026)