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Trading and Market Microstructure

Authors and titles for recent submissions

[ total of 6 entries: 1-6 ]
[ showing up to 25 entries per page: fewer | more ]

Tue, 16 Jan 2018

[1]  arXiv:1801.04910 [pdf, ps, other]
Title: Urn model for products' shares in international trade
Comments: 9 pages, 5 figures
Journal-ref: J. Stat. Mech. (2017) 123403
Subjects: Trading and Market Microstructure (q-fin.TR); Statistical Mechanics (cond-mat.stat-mech); Physics and Society (physics.soc-ph)

Mon, 8 Jan 2018

[2]  arXiv:1801.01811 (cross-list from q-fin.CP) [pdf, other]
Title: SABCEMM-A Simulation Framework for Agent-Based Computational Economic Market Models
Subjects: Computational Finance (q-fin.CP); Econometrics (econ.EM); General Finance (q-fin.GN); Trading and Market Microstructure (q-fin.TR)

Mon, 1 Jan 2018

[3]  arXiv:1712.10287 [pdf, ps, other]
Title: Bitcoin Average Dormancy: A Measure of Turnover and Trading Activity
Comments: 12 pages, 5 figures; accepted and to appear in Ledger
Subjects: Trading and Market Microstructure (q-fin.TR); Statistical Finance (q-fin.ST)

Fri, 29 Dec 2017

[4]  arXiv:1712.09987 (cross-list from q-fin.GN) [pdf]
Title: How Short Sales Circumvent the Capital Gains Tax System
Journal-ref: Philippine Law Journal Vol. 90 Issue No. 01 (2016)
Subjects: General Finance (q-fin.GN); Trading and Market Microstructure (q-fin.TR)
[5]  arXiv:1712.09592 (cross-list from cs.CE) [pdf, other]
Title: An Artificial Neural Network-based Stock Trading System Using Technical Analysis and Big Data Framework
Comments: ACM Southeast Conference, ACMSE 2017, Kennesaw State University, GA, U.S.A., 13-15 April, 2017
Journal-ref: ACM Southeast Conference, ACMSE 2017, Kennesaw State University, GA, U.S.A., 13-15 April, 2017
Subjects: Computational Engineering, Finance, and Science (cs.CE); Trading and Market Microstructure (q-fin.TR); Machine Learning (stat.ML)

Mon, 11 Dec 2017

[6]  arXiv:1712.03106 (cross-list from q-fin.MF) [pdf, other]
Title: Compound Hawkes Processes in Limit Order Books
Comments: 24 pages, 16 figures. arXiv admin note: substantial text overlap with arXiv:1706.07459
Subjects: Mathematical Finance (q-fin.MF); Trading and Market Microstructure (q-fin.TR)
[ total of 6 entries: 1-6 ]
[ showing up to 25 entries per page: fewer | more ]

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