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Algorithmic Finance

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Viewing: 51 - 52 of 52 papers

51.

Forecasting Prices from Level-I Quotes in the Presence of Hidden Liquidity

Algorithmic Finance, Vol. 1, No. 1, 2011
Number of pages: 10 Posted: 14 Oct 2010 Last Revised: 11 Oct 2012
Accepted Paper Series
New York University (NYU) - Courant Institute of Mathematical Sciences, New York University (NYU) - Department of Information, Operations, and Management Sciences and Cornell Financial Engineering Manhattan
Downloads 2,703
52.

Algorithmic Trading in the Iowa Electronic Markets

Algorithmic Finance (2012), 1:2, 157-181
Number of pages: 26 Posted: 21 Apr 2010 Last Revised: 22 Oct 2012
Accepted Paper Series
New York University (NYU) - Courant Institute of Mathematical Sciences
Downloads 813