Stylized algorithmic trading : satisfying the predictive near-term demand of liquidity
Year of publication: |
2019
|
---|---|
Authors: | Sun, Edward W. ; Kruse, Timm ; Chen, Yi-Ting |
Published in: |
Decision making and risk/return optimization in financial economics. - New York, NY, USA : Springer. - 2019, p. 315-347
|
Subject: | Artificial intelligence | Algorithmic trading | Decision analytics | Discrete optimization | FinTech | Liquidity | Künstliche Intelligenz | Elektronisches Handelssystem | Electronic trading | Algorithmus | Algorithm | Wertpapierhandel | Securities trading | Theorie | Theory | Liquidität | Anlageverhalten | Behavioural finance | Finanztechnologie | Financial technology | Marktliquidität | Market liquidity | Prognoseverfahren | Forecasting model |
-
Rise of the machines? : intraday high-frequency trading patterns of cryptocurrencies
Petukhina, Alla A., (2021)
-
Cartea, Álvaro, (2023)
-
Multiple markets, algorithmic trading, and market liquidity
Upson, James, (2017)
- More ...
-
Financial transaction tax : policy analytics based on optimal trading
Sun, Edward W., (2015)
-
High frequency trading, liquidity, and execution cost
Sun, Edward W., (2014)
-
News trader, liquidity and transaction cost
Kruse, Timm, (2014)
- More ...