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 …
All posts under category "Quantitative Finance / Q-Fin.TR"
📝 Original Info Title: Marked point processes and intensity ratios for limit order book modeling ArXiv ID: 2001.08442 Date: 2022-01-04 …
📝 Original Info Title: A simple microstructural explanation of the concavity of price impact ArXiv ID: 2001.01860 Date: 2020-12-15 Authors: …
📝 Original Info Title: Crowded trades, market clustering, and price instability ArXiv ID: 2002.03319 Date: 2021-03-16 Authors: Marc van …
📝 Original Info Title: Alpha-R1: Alpha Screening with LLM Reasoning via Reinforcement Learning ArXiv ID: 2512.23515 Date: 2025-12-29 …
Enter keywords to search articles