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Report NEP-MST-2024-07-22
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:
- Viraj Nadkarni & Sanjeev Kulkarni & Pramod Viswanath, 2024. "Adaptive Curves for Optimally Efficient Market Making," Papers 2406.13794, arXiv.org.
- Chuqiao Zong & Chaojie Wang & Molei Qin & Lei Feng & Xinrun Wang & Bo An, 2024. "MacroHFT: Memory Augmented Context-aware Reinforcement Learning On High Frequency Trading," Papers 2406.14537, arXiv.org.
- Markus Bibinger, 2024. "Probabilistic models and statistics for electronic financial markets in the digital age," Papers 2406.07388, arXiv.org.
- Ciamac C. Moallemi & Dan Robinson, 2024. "Loss-Versus-Fair: Efficiency of Dutch Auctions on Blockchains," Papers 2406.00113, arXiv.org, revised Jul 2024.
- Samuel Atkins & Ali Fathi & Sammy Assefa, 2024. "Reinforcement Learning for Corporate Bond Trading: A Sell Side Perspective," Papers 2406.12983, arXiv.org.