Algorithmic Trading with Fitted Q Iteration and Heston Model
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- Stenfors, Alexis & Susai, Masayuki, 2021.
"Spoofing and pinging in foreign exchange markets,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 70(C).
- Alexis Stenfors & Masayuki Susai, 2018. "Spoofing and Pinging in Foreign Exchange Markets," Working Papers in Economics & Finance 2018-05, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
- Stenfors, Alexis & Susai, Masayuki, 2019.
"Liquidity withdrawal in the FX spot market: A cross-country study using high-frequency data,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 59(C), pages 36-57.
- Alexis Stenfors & Masayuki Susai, 2017. "Liquidity Withdrawal in the FX Spot Market: A Cross-Country Study Using High-Frequency Data," Working Papers in Economics & Finance 2017-06, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group.
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This paper has been announced in the following NEP Reports:- NEP-CMP-2018-06-18 (Computational Economics)
- NEP-PAY-2018-06-18 (Payment Systems and Financial Technology)
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