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]
@article{SunKC19,
title = {Stylized algorithmic trading: satisfying the predictive near-term demand of liquidity},
author = {Edward W. Sun and Timm Kruse and Yi-Ting Chen},
year = {2019},
doi = {10.1007/s10479-019-03150-0},
url = {https://doi.org/10.1007/s10479-019-03150-0},
researchr = {https://researchr.org/publication/SunKC19},
cites = {0},
citedby = {0},
journal = {Annals OR},
volume = {281},
number = {1-2},
pages = {315-347},
}