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Report NEP-MST-2023-02-13
This is the archive for NEP-MST, a report on new working papers in the area of Market Microstructure. Thanos Verousis issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-MST
The following items were announced in this report:
- Peer Nagy & Jan-Peter Calliess & Stefan Zohren, 2023. "Asynchronous Deep Double Duelling Q-Learning for Trading-Signal Execution in Limit Order Book Markets," Papers 2301.08688, arXiv.org, revised Sep 2023.
- Watanabe, Toshiaki & Nakajima, Jouchi, 2023. "High-frequency realized stochastic volatility model," Discussion paper series HIAS-E-127, Hitotsubashi Institute for Advanced Study, Hitotsubashi University.