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Marked point processes and intensity ratios for limit order book modeling
📝 Original Info Title: Marked point processes and intensity ratios for limit order book modeling ArXiv ID: 2001.08442 Date: 2022-01-04 …
Quantitative Finance / Q-Fin.ST
All posts under category "Quantitative Finance / Q-Fin.ST"
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Sustainable Investing and the Cross-Section of Returns and Maximum Drawdown
📝 Original Info Title: Sustainable Investing and the Cross-Section of Returns and Maximum Drawdown ArXiv ID: 1905.05237 Date: 2023-12-05 …
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Crowded trades, market clustering, and price instability
📝 Original Info Title: Crowded trades, market clustering, and price instability ArXiv ID: 2002.03319 Date: 2021-03-16 Authors: Marc van …
< Category Statistics (Total: 1223) >
Astrophysics
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