Saved in:
| Main Authors: | Ciceri, Axel, Cottrell, Austin, Freeland, Joshua, Fry, Daniel, Hirai, Hirotoshi, Intallura, Philip, Kang, Hwajung, Lee, Chee-Kong, Mitra, Abhijit, Ohno, Kentaro, Pemmaraju, Das, Proissl, Manuel, Quanz, Brian, Rajan, Del, Shimada, Noriaki, Yograj, Kavitha |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2509.17715 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
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)
Overreaction as an indicator for momentum in algorithmic trading: A Case of AAPL stocks
by: Lis, Szymon, et al.
Published: (2026)
by: Lis, Szymon, et al.
Published: (2026)
Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market
by: Korniejczuk, Adam, et al.
Published: (2024)
by: Korniejczuk, Adam, et al.
Published: (2024)
Non cooperative Liquidity Games and their application to bond market trading
by: Vidler, Alicia, et al.
Published: (2024)
by: Vidler, Alicia, et al.
Published: (2024)
Shifting Power: Leveraging LLMs to Simulate Human Aversion in ABMs of Bilateral Financial Exchanges, A bond market study
by: Vidler, Alicia, et al.
Published: (2025)
by: Vidler, Alicia, et al.
Published: (2025)
A Multi-agent Market Model Can Explain the Impact of AI Traders in Financial Markets -- A New Microfoundations of GARCH model
by: Nakagawa, Kei, et al.
Published: (2024)
by: Nakagawa, Kei, et al.
Published: (2024)
CHARACTERIZATION OF THE VACUUM PLASMA SPRAYED VPS-Ti/TiC COMPOSITE COATING
by: Mihailo R. Mrdak
Published: (2018)
by: Mihailo R. Mrdak
Published: (2018)
Open vs. Sealed: Auction Format Choice for Maximal Extractable Value
by: Adadurov, Aleksei, et al.
Published: (2026)
by: Adadurov, Aleksei, et al.
Published: (2026)
Dynamic Grid Trading Strategy: From Zero Expectation to Market Outperformance
by: Chen, Kai-Yuan, et al.
Published: (2025)
by: Chen, Kai-Yuan, et al.
Published: (2025)
Modeling metaorder impact with a Non-Markovian Zero Intelligence model
by: Ravagnani, Adele, et al.
Published: (2025)
by: Ravagnani, Adele, et al.
Published: (2025)
Boltzmann Price: Toward Understanding the Fair Price in High-Frequency Markets
by: Rola, Przemysław
Published: (2025)
by: Rola, Przemysław
Published: (2025)
Nash Equilibrium between Brokers and Traders
by: Cartea, Álvaro, et al.
Published: (2024)
by: Cartea, Álvaro, et al.
Published: (2024)
Sentiment Feedback in Equity Markets: Asymmetries, Retail Heterogeneity, and Structural Calibration
by: Sneller, Lucas Marques
Published: (2025)
by: Sneller, Lucas Marques
Published: (2025)
Strategic Learning and Trading in Broker-Mediated Markets
by: Aqsha, Alif, et al.
Published: (2024)
by: Aqsha, Alif, et al.
Published: (2024)
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)
Reinforcement Learning for Optimal Execution when Liquidity is Time-Varying
by: Macrì, Andrea, et al.
Published: (2024)
by: Macrì, Andrea, et al.
Published: (2024)
Trading Electrons: Predicting DART Spread Spikes in ISO Electricity Markets
by: Hubert, Emma, et al.
Published: (2026)
by: Hubert, Emma, et al.
Published: (2026)
LSTM-ARIMA as a Hybrid Approach in Algorithmic Investment Strategies
by: Kashif, Kamil, et al.
Published: (2024)
by: Kashif, Kamil, et al.
Published: (2024)
Beyond capacity: contractual form in electricity reliability obligations
by: Shu, Han, et al.
Published: (2022)
by: Shu, Han, et al.
Published: (2022)
Causal Interventions in Bond Multi-Dealer-to-Client Platforms
by: Marín, Paloma, et al.
Published: (2025)
by: Marín, Paloma, et al.
Published: (2025)
LLM Agents Do Not Replicate Human Market Traders: Evidence From Experimental Finance
by: Henning, Thomas, et al.
Published: (2025)
by: Henning, Thomas, et al.
Published: (2025)
Efficient Triangular Arbitrage Detection via Graph Neural Networks
by: Zhang, Di
Published: (2025)
by: Zhang, Di
Published: (2025)
Bridging the Reality Gap in Limit Order Book Simulation
by: Noble, Patrick, et al.
Published: (2026)
by: Noble, Patrick, et al.
Published: (2026)
Deep reinforcement learning with positional context for intraday trading
by: Goluža, Sven, et al.
Published: (2024)
by: Goluža, Sven, et al.
Published: (2024)
To Hedge or Not to Hedge: Optimal Strategies for Stochastic Trade Flow Management
by: Bergault, Philippe, et al.
Published: (2025)
by: Bergault, Philippe, et al.
Published: (2025)
From Glosten-Milgrom to the whole limit order book and applications to financial regulation
by: Huang, Weibing, et al.
Published: (2019)
by: Huang, Weibing, et al.
Published: (2019)
Stochastic Gradient Descent in the Optimal Control of Execution Costs
by: Kolev, Simeon
Published: (2024)
by: Kolev, Simeon
Published: (2024)
An Application of the Ornstein-Uhlenbeck Process to Pairs Trading
by: Suchato, Jirat, et al.
Published: (2024)
by: Suchato, Jirat, et al.
Published: (2024)
Competitive equilibria in trading
by: Chriss, Neil A.
Published: (2024)
by: Chriss, Neil A.
Published: (2024)
Optimal position-building strategies in competition
by: Chriss, Neil A.
Published: (2024)
by: Chriss, Neil A.
Published: (2024)
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)
Impact of Tariff Wars on Global Economy
by: Gonchar, N. S., et al.
Published: (2025)
by: Gonchar, N. S., et al.
Published: (2025)
Scaling Laws And Statistical Properties of The Transaction Flows And Holding Times of Bitcoin
by: Sornette, Didier, et al.
Published: (2024)
by: Sornette, Didier, et al.
Published: (2024)
Competition and Incentives in a Shared Order Book
by: Aïd, René, et al.
Published: (2025)
by: Aïd, René, et al.
Published: (2025)
Dynamic Inventory Management with Mean-Field Competition
by: Donnelly, Ryan, et al.
Published: (2022)
by: Donnelly, Ryan, et al.
Published: (2022)
Microstructure and Manipulation: Quantifying Pump-and-Dump Dynamics in Cryptocurrency Markets
by: Karbalaii, Mahya
Published: (2025)
by: Karbalaii, Mahya
Published: (2025)
Entropy-Assisted Quality Pattern Identification in Finance
by: Gupta, Rishabh, et al.
Published: (2025)
by: Gupta, Rishabh, et al.
Published: (2025)
Arbitrage Analysis in Polymarket NBA Markets
by: Cheng, Guang, et al.
Published: (2026)
by: Cheng, Guang, et al.
Published: (2026)
Multiblock MEV opportunities & protections in dynamic AMMs
by: Willetts, Matthew, et al.
Published: (2024)
by: Willetts, Matthew, et al.
Published: (2024)
Adaptive Optimal Market Making Strategies with Inventory Liquidation Cos
by: Chávez-Casillas, Jonathan, et al.
Published: (2024)
by: Chávez-Casillas, Jonathan, et al.
Published: (2024)
Similar Items
-
ESG driven pairs algorithm for sustainable trading: Analysis from the Indian market
by: Dutta, Eeshaan, et al.
Published: (2024) -
Overreaction as an indicator for momentum in algorithmic trading: A Case of AAPL stocks
by: Lis, Szymon, et al.
Published: (2026) -
Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market
by: Korniejczuk, Adam, et al.
Published: (2024) -
Non cooperative Liquidity Games and their application to bond market trading
by: Vidler, Alicia, et al.
Published: (2024) -
Shifting Power: Leveraging LLMs to Simulate Human Aversion in ABMs of Bilateral Financial Exchanges, A bond market study
by: Vidler, Alicia, et al.
Published: (2025)