Market microstructure
Related papers: 3
Top Researchers
Sebastiano Battiato
Institution: —
Francesco Rundo
Institution: —
Francesca Trenta
Institution: —
Agatino Luigi di Stallo
Institution: —
Vladimir V. Gloukhov
Institution: —
Igor Ilin
Institution: —
Vasily I. Koposov
Institution: —
Anastasia Levina
Institution: —
Nathanael Berger
Institution: —
Mark DeSantis
Institution: —
Top Cited Papers
Advanced Markov-Based Machine Learning Framework for Making Adaptive Trading System
Francesco Rundo, Francesca Trenta, Agatino Luigi di Stallo, Sebastiano Battiato
Citations: 41 • 2019
Market Risk Neutral Strategies: Modeling and Algorithmization
Vladimir V. Gloukhov, Igor Ilin, Vasily I. Koposov, Anastasia Levina
Citations: 13 • 2014
The Impact of High-Frequency Trading in Experimental Markets
Nathanael Berger, Mark DeSantis, David Porter
Citations: 3 • 2020