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~isPartOf:"Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series"
~isPartOf:"Quantitative finance"
~subject:"Neuronale Netze"
~subject:"Theory"
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Search: subject:"Marktmikrostruktur"
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Neuronale Netze
Theory
Market microstructure
45
Marktmikrostruktur
45
Börsenkurs
35
Share price
35
Securities trading
26
Wertpapierhandel
26
Theorie
24
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16
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16
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10
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Bouchaud, Jean-Philippe
3
Lillo, Fabrizio
3
Abergel, Frédéric
2
Bormetti, Giacomo
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Cont, Rama
2
Taranto, Damian Eduardo
2
Tóth, Bence
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1
Chen, Jingnan
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1
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1
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Monroy-Castillero, Paulino
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Mota-Navarro, Roberto
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
Quantitative finance
Journal of financial markets
31
Journal of financial economics
25
Journal of banking & finance
19
Journal of economic dynamics & control
19
Journal of international financial markets, institutions & money
15
Journal of econometrics
14
Market microstructure and liquidity
14
Journal of empirical finance
12
The review of financial studies
12
Finance research letters
11
The European journal of finance
11
CFS working paper series
10
Research paper series / Swiss Finance Institute
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
9
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
Discussion paper / Tinbergen Institute
8
Economic modelling
8
Gabler Edition Wissenschaft
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Journal of international money and finance
8
Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
7
Economics letters
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Europäische Hochschulschriften / 5
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International journal of theoretical and applied finance
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Journal of economic behavior & organization : JEBO
7
NES working paper series : working paper
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SFB 649 discussion paper
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Working paper
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Working papers / Economics Department, Georgetown University
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Applied mathematical finance
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Economics working paper
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Finance and stochastics
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International review of financial analysis
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Swiss Finance Institute Research Paper
6
The journal of trading
6
Computational economics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
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ECONIS (ZBW)
25
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1
The role of fleeting orders on option expiration days
Figueiredo, Antonio
;
Jain, Pankaj K.
;
Mishra, Suchismita
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1511-1529
Persistent link: https://www.econbiz.de/10014419175
Saved in:
2
Analysis and modeling of client order flow in limit order markets
Cont, Rama
;
Cucuringu, Mihai
;
Glukhov, Vacslav
; …
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 187-205
Persistent link: https://www.econbiz.de/10014232614
Saved in:
3
A generative model of a limit order book using recurrent neural networks
Hultin, Hanna
;
Hult, Henrik
;
Proutiere, Alexandre
; …
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 931-958
Persistent link: https://www.econbiz.de/10014304400
Saved in:
4
State-dependent Hawkes processes and their application to limit order book modelling
Morariu-Patrichi, Maxime
;
Pakkanen, Mikko S.
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 563-583
Persistent link: https://www.econbiz.de/10013167781
Saved in:
5
Optimal trade execution for Gaussian signals with power-law resilience
Forde, Martin
;
Sánchez-Betancourt, Leandro
;
Smith, Benjamin
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 585-596
Persistent link: https://www.econbiz.de/10013167782
Saved in:
6
Learning a functional control for high-frequency finance
Leal, Laura
;
Lauriere, Mathieu
;
Lehalle, Charles-Albert
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 1973-1987
Persistent link: https://www.econbiz.de/10013490928
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7
Rule-based trading on an order-driven exchange : a reassessment
Isaac, Alan Glen
;
Ramaswamy, Vasudeva
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1871-1886
Persistent link: https://www.econbiz.de/10014452482
Saved in:
8
Liquidity fluctuations and the latent dynamics of price impact
Mertens, Luca Philippe
;
Ciacci, Alberto
;
Lillo, Fabrizio
; …
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 149-169
Persistent link: https://www.econbiz.de/10012872529
Saved in:
9
Time-dependent relations between gaps and returns in a Bitcoin order book
Mota-Navarro, Roberto
;
Monroy-Castillero, Paulino
; …
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1343-1354
Persistent link: https://www.econbiz.de/10013367903
Saved in:
10
The inelastic market hypothesis : a microstructural interpretation
Bouchaud, Jean-Philippe
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1785-1795
Persistent link: https://www.econbiz.de/10013367946
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