Neural network empowered liquidity pricing in a two-price economy under conic finance settings
Matteo Michielon, Diogo Franquinho, Alessandro Gentile, Asma Khedher and Peter Spreij
| Year of publication: |
2024
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|---|---|
| Authors: | Michielon, Matteo ; Franquinho, Diogo ; Gentile, Alessandro ; Khedher, Asma ; Spreij, Peter |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 24.2024, 8, p. 1129-1156
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| Subject: | Bid-ask spread | Concave distortion | Conic finance | Liquidity | Neural network | Theorie | Theory | Geld-Brief-Spanne | Neuronale Netze | Neural networks | Liquidität |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2024.2390947 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015196874