Statistical predictions of trading strategies in electronic markets
Álvaro Cartea, Samuel N. Cohen, Robert Graumans, Saad Labyad, Leandro Sánchez-Betancourt and Leon van Veldhuijzen
| Year of publication: |
2025
|
|---|---|
| Authors: | Cartea, Álvaro ; Cohen, Samuel N. ; Graumans, Robert ; Labyad, Saad ; Sánchez-Betancourt, Leandro ; Veldhuijzen, Leon van |
| Published in: |
Journal of financial econometrics. - Oxford : Oxford University Press, ISSN 1479-8417, ZDB-ID 2065613-0. - Vol. 23.2025, 2, Art.-No. nbae025, p. 1-64
|
| Subject: | agent-based models | algorithmic trading | limit order book | supervision | statistical prediction | Elektronisches Handelssystem | Electronic trading | Wertpapierhandel | Securities trading | Agentenbasierte Modellierung | Agent-based modeling | Prognoseverfahren | Forecasting model | Theorie | Theory | Börsenkurs | Share price | Marktmikrostruktur | Market microstructure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbae025 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015339741