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Report NEP-MST-2026-10-26
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:
- Ayoub Jhabli & Tarek Alskaif & Kwabena E. Bennin & Bedir Tekinerdogan & Joost M. E. Pennings, 2026, "Cross-product Modelling in Continuous Intraday Electricity Markets via Hawkes Processes," Papers, arXiv.org, number 2610.23619, Oct.
- Junyu Chen & Franklin Liu & Moshu Xu & Lijian Yang, 2026, "Probabilistic Limit Order Book Forecasting with Conditional Diffusion Models," Papers, arXiv.org, number 2610.25495, Oct.
- Skander Lejmi, 2026, "Cooperative Multi-Agent Reinforcement Learning for Market Making on Prediction-Market Order Books," Papers, arXiv.org, number 2610.26789, Oct.