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AI-driven liquidity provision in OTC financial markets
Cartea, Álvaro; Chang, Patrick; Mroczka, Mateusz; … - In: Quantitative finance 22 (2022) 12, pp. 2171-2204
Persistent link: https://www.econbiz.de/10013490937
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Market making with minimum resting times
Cartea, Álvaro; Wang, Yixuan - In: Quantitative finance 19 (2019) 6, pp. 903-920
Persistent link: https://www.econbiz.de/10012194729
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Deep attentive survival analysis in limit order books : estimating fill probabilities with convolutional-transformers
Arroyo, Álvaro; Cartea, Álvaro; Moreno-Pino, Fernando; … - In: Quantitative finance 24 (2024) 1, pp. 35-57
Persistent link: https://www.econbiz.de/10014551895