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~person:"Baldauf, Markus"
~person:"Martínez-Salazar, Iris"
~person:"Plastino, Alexandre"
~subject:"Heuristics"
~subject:"bid-ask spread"
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Heuristics
bid-ask spread
Ganzzahlige Optimierung
3
Heuristik
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latency
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information production
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limit order book
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non-cancellation delay
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order anticipation
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quote fade
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speed bump
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Baldauf, Markus
Martínez-Salazar, Iris
Plastino, Alexandre
Angel-Bello, Francisco
2
Mollner, Joshua
2
Ajam, Meraj
1
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1
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1
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1
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1
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1
Qi, Xiangtong
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Journal of the Operational Research Society : OR
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International transactions in operational research : a journal of the International Federation of Operational Research Societies
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ECONIS (ZBW)
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Improving a state-of-the-art heuristic for the minimum
latency
problem with data mining
Santana, Ítalo
;
Plastino, Alexandre
;
Rosseti, Isabel
- In:
International transactions in operational research : a …
29
(
2022
)
2
,
pp. 959-986
Persistent link: https://www.econbiz.de/10012795820
Saved in:
2
High-frequency trading and market performance
Baldauf, Markus
;
Mollner, Joshua
-
2019
Persistent link: https://www.econbiz.de/10012161455
Saved in:
3
High-Frequency trading and market performance
Baldauf, Markus
;
Mollner, Joshua
-
2015
Persistent link: https://www.econbiz.de/10011338245
Saved in:
4
A mixed integer formulation and an efficient metaheuristic procedure for the k-Travelling Repairmen Problem
Nucamendi-Guillén, Samuel
;
Martínez-Salazar, Iris
; …
- In:
Journal of the Operational Research Society : OR
67
(
2016
)
8
,
pp. 1121-1134
Persistent link: https://www.econbiz.de/10011575610
Saved in:
5
A customer-centric routing problem with multiple trips of a single vehicle
Martínez-Salazar, Iris
;
Angel-Bello, Francisco
; …
- In:
Journal of the Operational Research Society : OR
66
(
2015
)
8
,
pp. 1312-1323
Persistent link: https://www.econbiz.de/10011417192
Saved in:
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