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Report NEP-MST-2021-12-06
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:
- Chaeshick Chung & Sukjin Park, 2021, "Deep Learning Market Microstructure: Dual-Stage Attention-Based Recurrent Neural Networks," Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), number 2108.
- Zechu Li & Xiao-Yang Liu & Jiahao Zheng & Zhaoran Wang & Anwar Walid & Jian Guo, 2021, "FinRL-Podracer: High Performance and Scalable Deep Reinforcement Learning for Quantitative Finance," Papers, arXiv.org, number 2111.05188, Nov.
- Stefano Mengoli & Marco Pagano & Pierpaolo Pattitoni, 2021, "The Geography of Investor Attention," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 2114, revised Nov 2021.