Results 281 to 290 of about 205,451 (305)
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Algorithmic trading in a microstructural limit order book model
Quantitative Finance, 2020Frédéric Abergel, Come Huré
exaly
A generative model of a limit order book using recurrent neural networks
Quantitative Finance, 2023Hanna Hultin +2 more
exaly
Optimal Trading with Limit Orders on a Dynamic Limit Order Book
SSRN Electronic Journal, 2014openaire +1 more source
The information content of the limit order book: evidence from NYSE specialist trading decisions
Journal of Financial Markets, 2005Venkaṭesh Panchapagesan
exaly
The information content of a limit order book: The case of an FX market
Journal of Financial Markets, 2012Roman Kozhan, Mark Salmon
exaly
A Weak Law of Large Numbers for a Limit Order Book Model with Fully State Dependent Order Dynamics
SIAM Journal on Financial Mathematics, 2017Ulrich Horst
exaly