Stylized algorithmic trading: satisfying the predictive near-term demand of liquidity

Edward W. Sun, Timm Kruse, Yi-Ting Chen. Stylized algorithmic trading: satisfying the predictive near-term demand of liquidity. Annals OR, 281(1-2):315-347, 2019. [doi]

Authors

Edward W. Sun

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Timm Kruse

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Yi-Ting Chen

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