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Government of the United States of America - Office of Financial Research
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in Total Papers Downloads
Limit order book, Inverse Reinforcement Learning, Markov Decision Process, Maximum likelihood, Price impact, High Frequency Trading
Agent Base, Flash Crash, S&P 500, Zero-Intelligence
dark pool, agent-based model, informed vs. uninformed trader, algorithmic trading
bank networks, financial interconnectedness, systemic risk, contagion, liquidity withdrawal, the National Banking Acts
bank networks, financial interconnectedness, systemic risk, contagion, liquidity withdrawal, National Banking Act
Liquidity, agent-based modeling, price impact, limit orderbook, market making
Agent Based Model, Agent, E-MINI S&P 500, Minimum Quote Life, Policy, Rule Making
cross-market arbitrage, order flow, liquidity, market structure, automated markets
Credit default swaps, stress testing, systemic risk, financial networks
Interbank lending market, agent-based simulation, contagion risk, network topology
Credit Default Swaps, Central Counterparties, Stress Testing, Systemic Risk, Financial Networks
Interbank lending market, Agent-based simulation, Contagion risk, Network topology, Financial crisis
market microstructure, financial engineering, simulation, education
credit default swaps, liquidity, market making, transaction costs
Interbank Lending Market, Contagion Risk, Multi-Agent System, Reinforcement Learning Agent
Repurchase agreements, financial intermediation, market segmentation, short-term funding, rate spikes
central counterparty, systemic risk, default waterfall, financial networks, credit default swaps
Credit default swaps, stress testing, systemic risk, financial networks, counterparty exposure, contagion
Agent-based finance, Limit order books, Liquidity, Volatility
central counterparty, default waterfall, guarantee fund, default probability
Visual Anaylsis, Financial Market Regulation, Financial Data, Electronic Order Book
