Showing 1–13 of 13 results
/ Date/ Name
Apr 22, 2026Early Detection of Latent Microstructure Regimes in Limit Order BooksApr 21, 2026On-chain Peak ShavingApr 13, 2026When Forecast Accuracy Fails: Rank Correlation and Decision Quality in Multi-Market Battery Storage OptimizationMar 22, 2026FinRL-X: An AI-Native Modular Infrastructure for Quantitative TradingMar 28, 2024Reinforcement Learning in Agent-Based Market Simulation: Unveiling Realistic Stylized Facts and BehaviorMay 2, 2021Order flow and price formationMay 19, 2020Temporal mixture ensemble models for intraday volume forecasting in cryptocurrency exchange marketsFeb 25, 2020SHIFT: A Highly Realistic Financial Market Simulation PlatformDec 5, 2014Beyond the square root: Evidence for logarithmic dependence of market impact on size and participation rateMay 23, 2014Modeling FX market activity around macroeconomic news: a Hawkes process approachJun 4, 2012Calibration of optimal execution of financial transactions in the presence of transient market impactDec 1, 2006Limit order placement as an utility maximization problem and the origin of power law distribution of limit order pricesFeb 2, 2006Market efficiency and the long-memory of supply and demand: Is price impact variable and permanent or fixed and temporary?