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Report NEP-MST-2023-09-18
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.
Other reports in NEP-MST
The following items were announced in this report:
- Xianfeng Jiao & Zizhong Li & Chang Xu & Yang Liu & Weiqing Liu & Jiang Bian, 2023. "Microstructure-Empowered Stock Factor Extraction and Utilization," Papers 2308.08135, arXiv.org.
- Hui Niu & Siyuan Li & Jiahao Zheng & Zhouchi Lin & Jian Li & Jian Guo & Bo An, 2023. "IMM: An Imitative Reinforcement Learning Approach with Predictive Representation Learning for Automatic Market Making," Papers 2308.08918, arXiv.org.
- Daniel Jiwoong Im & Alexander Kondratskiy & Vincent Harvey & Hsuan-Wei Fu, 2023. "UAMM: Price-oracle based Automated Market Maker," Papers 2308.06375, arXiv.org, revised Aug 2024.