state of the market, we show that the recent liquidity demand has the strongest impact. In an extensive forecasting analysis … we show that the model is successful in forecasting the liquidity supply over various time horizons during a trading day …. Moreover, it is shown that the model's forecasting power can be used to improve optimal order execution strategies. …

current state of the market, we show that the recent liquidity demand has the strongest impact. In an extensive forecasting … analysis we show that the model is successful in forecasting the liquidity supply over various time horizons during a trading … day. Moreover, it is shown that the model's forecasting power can be used to improve optimal order execution strategies. …

current state of the market, we show that the recent liquidity demand has the strongest impact. In an extensive forecasting … analysis we show that the model is successful in forecasting the liquidity supply over various time horizons during a trading … day. Moreover, it is shown that the model's forecasting power can be used to improve optimal order execution strategies. …

current state of the market, we show that the recent liquidity demand has the strongest impact. In an extensive forecasting … analysis we show that the model is successful in forecasting the liquidity supply over various time horizons during a trading … day. Moreover, it is shown that the model's forecasting power can be used to improve optimal order execution strategies. …

current state of the market, we show that the recent liquidity demand has the strongest impact. In an extensive forecasting … analysis we show that the model is successful in forecasting the liquidity supply over various time horizons during a trading … day. Moreover, it is shown that the model’s forecasting power can be used to improve optimal order execution strategies. …

current state of the market, we show that the recent liquidity demand has the strongest impact. In an extensive forecasting … analysis we show that the model is successful in forecasting the liquidity supply over various time horizons during a trading … day. Moreover, it is shown that the model’s forecasting power can be used to improve optimal order execution strategies …

current state of the market, we show that the recent liquidity demand has the strongest impact. In an extensive forecasting … analysis we show that the model is successful in forecasting the liquidity supply over various time horizons during a trading … day. Moreover, it is shown that the model’s forecasting power can be used to improve optimal order execution strategies …

current state of the market, we show that the recent liquidity demand has the strongest impact. In an extensive forecasting … analysis we show that the model is successful in forecasting the liquidity supply over various time horizons during a trading … day. Moreover, it is shown that the model's forecasting power can be used to improve optimal order execution strategies …

modelling bias and estimation (in)efficiency. In forecasting, the proposed adaptive approach significantly outperforms a MEM …

modelling bias and estimation (in)efficiency. In forecasting, the proposed adaptive approach significantly outperforms a MEM …