cicyt UNIZAR

Trading and Market Microstructure

Authors and titles for recent submissions

[ total of 6 entries: 1-6 ]
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Tue, 20 Mar 2018

[1]  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)

Fri, 16 Mar 2018

[2]  arXiv:1803.05690 [pdf, other]
Title: Optimal liquidity-based trading tactics
Subjects: Trading and Market Microstructure (q-fin.TR)

Wed, 14 Mar 2018

[3]  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)
[4]  arXiv:1803.04892 [pdf, other]
Title: Theoretical and empirical analysis of trading activity
Comments: 27 pages
Subjects: Trading and Market Microstructure (q-fin.TR)

Tue, 13 Mar 2018

[5]  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)

Mon, 26 Feb 2018

[6]  arXiv:1802.08502 [pdf, other]
Title: Market Impact: A systematic study of limit orders
Subjects: Trading and Market Microstructure (q-fin.TR); Statistical Finance (q-fin.ST)
[ total of 6 entries: 1-6 ]
[ showing up to 25 entries per page: fewer | more ]

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