Optimal High-Frequency Trading in a Pro-Rata Microstructure with Predictive Information
Year of publication: |
2023
|
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Authors: | Guilbaud, Fabien ; Pham, Huyên |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Elektronisches Handelssystem | Electronic trading | Marktmikrostruktur | Market microstructure | Prognoseverfahren | Forecasting model | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (28 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 29, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.4364670 [DOI] |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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