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Trading and Market Microstructure | Synthical
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Trading and Market Microstructure
Sources and Nonlinearity of High Volume Return Premium: An Empirical Study on the Differential Effects of Investor Identity versus Trading Intensity (2020-2024)
Today by
Sungwoo Kang
Trading and Market Microstructure
Strict universality of the square-root law in price impact across stocks: a complete survey of the Tokyo stock exchange
Yesterday by
Yuki Sato
and
Kiyoshi Kanazawa
Trading and Market Microstructure
,
Statistical Mechanics
Interpretable Hypothesis-Driven Trading:A Rigorous Walk-Forward Validation Framework for Market Microstructure Signals
2 days ago by
Gagan Deep
and
others
Trading and Market Microstructure
,
Computational Finance
Stochastic Volatility Modelling with LSTM Networks: A Hybrid Approach for S&P 500 Index Volatility Forecasting
3 days ago by
Anna Perekhodko
and
Robert Ślepaczuk
Trading and Market Microstructure
,
Artificial Intelligence
High-Frequency Analysis of a Trading Game with Transient Price Impact
4 days ago by
Marcel Nutz
and
Alessandro Prosperi
Trading and Market Microstructure
,
Mathematical Finance
The Necessity of Imperfection:Reversing Model Collapse via Simulating Cognitive Boundedness
8 December 2025 by
Zhongjie Jiang
Artificial Intelligence
,
Computation and Language
Order-Flow Filtration and Directional Association with Short-Horizon Returns
8 December 2025 by
Aditya Nittur Anantha
and
others
Trading and Market Microstructure
,
Computational Finance
Autodeleveraging: Impossibilities and Optimization
8 December 2025 by
Tarun Chitra
Computer Science and Game Theory
,
Risk Management
Wealth or Stealth? The Camouflage Effect in Insider Trading
6 December 2025 by
Jin Ma
and
others
General Economics
,
Trading and Market Microstructure
Risk aversion of insider and dynamic asymmetric information
4 December 2025 by
Albina Danilova
and
Valentin Lizhdvoy
Mathematical Finance
,
Trading and Market Microstructure
FX Market Making with Internal Liquidity
4 December 2025 by
Alexander Barzykin
and
others
Trading and Market Microstructure
Visibility-Graph Asymmetry as a Structural Indicator of Volatility Clustering
3 December 2025 by
Michał Sikorski
Statistical Finance
,
Computational Finance
Why is the estimation of metaorder impact with public market data so challenging?
3 December 2025 by
Manuel Naviglio
and
others
Trading and Market Microstructure
,
Artificial Intelligence
A Stochastic Thermodynamics Approach to Price Impact and Round-Trip Arbitrage: Theory and Empirical Implications
2 December 2025 by
Amit Kumar Jha
Mathematical Finance
,
Statistical Finance
Arbitrage with bounded Liquidity
2 December 2025 by
Christoph Schlegel
and
Quintus Kilbourn
Mathematical Finance
,
Trading and Market Microstructure
Event-Time Anchor Selection for Multi-Contract Quoting
2 December 2025 by
Aditya Nittur Anantha
and
others
Trading and Market Microstructure
,
Statistical Finance
Beta-Dependent Gamma Feedback and Endogenous Volatility Amplification in Option Markets
27 November 2025 by
Haoying Dai
Trading and Market Microstructure
,
Chaotic Dynamics
Adaptive Dueling Double Deep Q-networks in Uniswap V3 Replication and Extension with Mamba
27 November 2025 by
Zhaofeng Zhang
Machine Learning
,
Trading and Market Microstructure
Limit Order Book Dynamics in Matching Markets: Microstructure, Spread, and Execution Slippage
26 November 2025 by
Yao Wu
Trading and Market Microstructure
,
Multiagent Systems
Optimal Execution in Intraday Energy Markets under Hawkes Processes with Transient Impact
25 November 2025 by
Konstantinos Chatziandreou
and
Sven Karbach
Trading and Market Microstructure
Can LLM-based Financial Investing Strategies Outperform the Market in Long Run?
24 November 2025 by
Weixian Waylon Li
and
others
at
University of Edinburgh
Trading and Market Microstructure
,
Artificial Intelligence
The Market Maker's Dilemma: Navigating the Fill Probability vs. Post-Fill Returns Trade-Off
23 November 2025 by
Jakob Albers
and
others
Trading and Market Microstructure
Partial multivariate transformer as a tool for cryptocurrencies time series prediction
22 November 2025 by
Andrzej Tokajuk
and
Jarosław Chudziak
Statistical Finance
,
Artificial Intelligence
Emergence of Randomness in Temporally Aggregated Financial Tick Sequences
21 November 2025 by
Silvia Onofri
and
others
Statistical Finance
,
Trading and Market Microstructure
TRADES: Generating Realistic Market Simulations with Diffusion Models
20 November 2025 by
Leonardo Berti
and
others
at
Technical University of Munich
Trading and Market Microstructure
,
Artificial Intelligence
Reinforcement Learning in Queue-Reactive Models: Application to Optimal Execution
19 November 2025 by
Tomas Espana
and
others
Trading and Market Microstructure
,
Machine Learning
Market-Dependent Communication in Multi-Agent Alpha Generation
17 November 2025 by
Jerick Shi
and
Burton Hollifield
Multiagent Systems
,
Computational Engineering, Finance, and Science
Stationary Distributions of the Mode-switching Chiarella Model
17 November 2025 by
Jutta Kurth
and
Jean-Philippe Bouchaud
Trading and Market Microstructure
,
Data Analysis, Statistics and Probability
Optimal Quoting under Adverse Selection and Price Reading
16 November 2025 by
Alexander Barzykin
and
others
Trading and Market Microstructure
,
Risk Management
Discovery of a 13-Sharpe OOS Factor: Drift Regimes Unlock Hidden Cross-Sectional Predictability
16 November 2025 by
Mainak Singha
at
Catholic University of America
Trading and Market Microstructure
,
General Economics
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