cicyt UNIZAR

Trading and Market Microstructure

Authors and titles for q-fin.TR in Mar 2018

[ total of 5 entries: 1-5 ]
[ showing up to 25 entries per page: fewer | more ]
[1]  arXiv:1803.04892 [pdf, other]
Title: Theoretical and empirical analysis of trading activity
Comments: 27 pages
Subjects: Trading and Market Microstructure (q-fin.TR)
[2]  arXiv:1803.04894 [pdf, other]
Title: A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: an Application to High-Frequency Covariance Dynamics
Comments: 49 pages, 9 figures, 6 tables
Subjects: Trading and Market Microstructure (q-fin.TR); General Finance (q-fin.GN)
[3]  arXiv:1803.05690 [pdf, other]
Title: Optimal liquidity-based trading tactics
Subjects: Trading and Market Microstructure (q-fin.TR)
[4]  arXiv:1803.04094 (cross-list from q-fin.MF) [pdf, other]
Title: Algorithmic Trading with Partial Information: A Mean Field Game Approach
Comments: 39 pages, 1 figure
Subjects: Mathematical Finance (q-fin.MF); Probability (math.PR); Statistical Finance (q-fin.ST); Trading and Market Microstructure (q-fin.TR)
[5]  arXiv:1803.06917 (cross-list from q-fin.ST) [pdf, other]
Title: Universal features of price formation in financial markets: perspectives from Deep Learning
Subjects: Statistical Finance (q-fin.ST); Trading and Market Microstructure (q-fin.TR); Machine Learning (stat.ML)
[ total of 5 entries: 1-5 ]
[ showing up to 25 entries per page: fewer | more ]

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