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Report NEP-MST-2023-12-18
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:
- Jieun Lee, 2023. "Dollar and government bond liquidity: evidence from Korea," BIS Working Papers 1145, Bank for International Settlements.
- Jiahao Chen & Xiaofei Li, 2023. "Analysis of frequent trading effects of various machine learning models," Papers 2311.10719, arXiv.org.
- Soumyadip Sarkar, 2023. "Harnessing Deep Q-Learning for Enhanced Statistical Arbitrage in High-Frequency Trading: A Comprehensive Exploration," Papers 2311.10718, arXiv.org.
- Ahmet Umur Ozsoy & Omur Uu{g}ur, 2023. "The QLBS Model within the presence of feedback loops through the impacts of a large trader," Papers 2311.06790, arXiv.org.
- Nicolas Cofre & Magdalena Mosionek-Schweda, 2023. "A simulated electronic market with speculative behaviour and bubble formation," Papers 2311.12247, arXiv.org.