Cover Image

Explicit Signal-Adaptive Sequential Optimal Execution Quotes

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Yu, Fenghui
Format:	Preprint
Published:	2026
Subjects:	Trading and Market Microstructure Optimization and Control Mathematical Finance 91G80, 93E20, 49N90
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

FX Market Making with Internal Liquidity
by: Barzykin, Alexander, et al.
Published: (2025)

Fredholm Approach to Nonlinear Propagator Models
by: Jaber, Eduardo Abi, et al.
Published: (2025)

Unwinding Toxic Flow with Partial Information
by: Barzykin, Alexander, et al.
Published: (2024)

Optimal Bubble Riding: A Mean Field Game with Varying Entry Times
by: Tangpi, Ludovic, et al.
Published: (2022)

Optimal Execution under Liquidity Uncertainty
by: Chevalier, Etienne, et al.
Published: (2025)

Ergodic optimal liquidations in DeFi
by: Cao, Jialun, et al.
Published: (2024)

Optimal Portfolio Choice with Cross-Impact Propagators
by: Jaber, Eduardo Abi, et al.
Published: (2024)

Solving Optimal Execution Problems via In-Context Operator Networks
by: Meng, Tingwei, et al.
Published: (2025)

Optimal Liquidation with Signals: the General Propagator Case
by: Jaber, Eduardo Abi, et al.
Published: (2022)

Equilibrium in Functional Stochastic Games with Mean-Field Interaction
by: Jaber, Eduardo Abi, et al.
Published: (2023)

Optimal execution with deterministically time varying liquidity: well posedness and price manipulation
by: Palmari, Gianluca, et al.
Published: (2024)

Reinforcement Learning for Speculative Trading under Exploratory Framework
by: Zhao, Yun, et al.
Published: (2026)

Optimal Execution in Intraday Energy Markets under Hawkes Processes with Transient Impact
by: Chatziandreou, Konstantinos, et al.
Published: (2025)

Logarithmic regret in the ergodic Avellaneda-Stoikov market making model
by: Cao, Jialun, et al.
Published: (2024)

Avellaneda-Stoikov and Cartea-Jaimungal as One Framework: A Forced Uniqueness Theorem for Inventory Market Making
by: Feys, Frank M. V.
Published: (2026)

On stochastic control problems with higher-order moments
by: Wang, Yike, et al.
Published: (2024)

Equilibrium strategies for stochastic control problems with higher-order moments and applications to portfolio selection
by: Wang, Yike, et al.
Published: (2025)

The Support and Resistance Line Method: An Analysis via Optimal Stopping
by: Henderson, Vicky, et al.
Published: (2021)

Myopic Optimality: why reinforcement learning portfolio management strategies lose money
by: Ma, Yuming
Published: (2025)

Path-dependent Kyle equilibrium model
by: Corcuera, José M., et al.
Published: (2020)

A mathematical framework for modelling CLMM dynamics in continuous time
by: Tung, Shen-Ning, et al.
Published: (2024)

Mean field equilibrium asset pricing model with habit formation
by: Fujii, Masaaki, et al.
Published: (2024)

Optimal Trading under Instantaneous and Persistent Price Impact, Predictable Returns and Multiscale Stochastic Volatility
by: Chan, Patrick, et al.
Published: (2025)

Competition between DEXs through Dynamic Fees
by: Baggiani, Leonardo, et al.
Published: (2026)

Relative entropy-regularized robust optimal order execution
by: Wang, Meng, et al.
Published: (2023)

Liquidity provision of utility indifference type in decentralized exchanges
by: Fukasawa, Masaaki, et al.
Published: (2025)

Unwinding Stochastic Order Flow: When to Warehouse Trades
by: Nutz, Marcel, et al.
Published: (2023)

RAmmStein: Regime Adaptation in Mean-reverting Markets with Stein Thresholds -- Optimal Impulse Control in Concentrated AMMs
by: Anchuri, Pranay
Published: (2026)

On Bellman equation in the limit order optimization problem for high-frequency trading
by: Balakaeva, M. I., et al.
Published: (2025)

The Omniscient, yet Lazy, Investor
by: Halkiewicz, Stanisław M. S.
Published: (2025)

Mean-field equilibrium price formation with exponential utility
by: Fujii, Masaaki, et al.
Published: (2023)

S-shaped Utility Maximization with VaR Constraint and Partial Information
by: Zhu, Dongmei, et al.
Published: (2025)

Randomization in Optimal Execution Games
by: Campbell, Steven, et al.
Published: (2025)

Optimal Execution under Incomplete Information
by: Chevalier, Etienne, 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)

Optimal Execution among $N$ Traders with Transient Price Impact
by: Campbell, Steven, et al.
Published: (2025)

Tail-Safe Stochastic-Control SPX-VIX Hedging: A White-Box Bridge Between AI Sensitivities and Arbitrage-Free Market Dynamics
by: Zhang, Jian'an
Published: (2025)

Unified Approach for Hedging Impermanent Loss of Liquidity Provision
by: Lipton, Alexander, et al.
Published: (2024)

High-Frequency Analysis of a Trading Game with Transient Price Impact
by: Nutz, Marcel, et al.
Published: (2025)

A theory of passive market impact
by: Chahdi, Youssef Ouazzani, et al.
Published: (2024)