Printed from https://ideas.repec.org/n/nep-mst/2016-01-18.html
Report NEP-MST-2016-01-18
This is the archive for NEP-MST, a report on new working papers in the area of Market Microstructure. Thanos Verousis issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-MST
The following items were announced in this report:
- Anatoliy Swishchuk & Nelson Vadori, 2016, "A Semi-Markovian Modeling of Limit Order Markets," Papers, arXiv.org, number 1601.01710, Jan.
- Ravi Kashyap, 2016, "Dynamic Multi-Factor Bid-Offer Adjustment Model: A Feedback Mechanism for Dealers (Market Makers) to Deal (Grapple) with the Uncertainty Principle of the Social Sciences," Papers, arXiv.org, number 1601.00085, Jan, revised Feb 2016.
- Justin Sirignano, 2016, "Deep Learning for Limit Order Books," Papers, arXiv.org, number 1601.01987, Jan, revised Jul 2016.
- Roberto Mota Navarro & Hern'an Larralde Ridaura, 2016, "A detailed heterogeneous agent model for a single asset financial market with trading via an order book," Papers, arXiv.org, number 1601.00229, Jan, revised Jul 2016.
- Item repec:sda:ibrief:2015556 is not listed on IDEAS anymore