标题 | 内容 | Source | Year |
---|---|---|---|
Risk Metrics and Fine Tuning of High Frequency Trading Strategies | 2012 | ||
Applied Stochastic Control in High Frequency and Algorithmic Trading | Toronto U., Phd Thesis | 2014 | |
Stochastic Control Theory and High Frequency Trading | Knight Capital | 2010 | |
Dealing with the Inventory Risk | 2012 | ||
Modeling Stock Order Flows and Learning Market-Making from Data | Reinforcement Learning, HMM | MIT | 2002 |
High-Frequency Trading in a Limit Order Book | NYU | 2007 | |
Market Making and Mean Reversion | Ornstein-Uhlenbeck Process | UPenn | 2011 |
An Intelligent Market Making Strategy in Algorithmic Trading | Order Book Pressure, New Event Driven | 2014 |
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最新推荐文章于 2024-04-21 20:34:11 发布