Transform analysis for Hawkes processes with applications in dark pool trading
Hawkes processes are a class of simple point processes that are self-exciting and have a
clustering effect, with wide applications in finance, social networks and many other fields …
clustering effect, with wide applications in finance, social networks and many other fields …
Transform Analysis for Hawkes Processes and Multi-armed Bandits with Regime-Switching Rewards
X Zhou - 2020 - search.proquest.com
We study a multi-armed bandit problem where the rewards exhibit regime-switching.
Specifically, the distributions of the random rewards generated from all arms depend on a …
Specifically, the distributions of the random rewards generated from all arms depend on a …
Dancing in the Dark: Optimal Liquidity Search under Portfolio Constraints
BH Polidore, W Xu, J Alexandre, Z Wei - The Journal of Trading, 2015 - pm-research.com
One of the core responsibilities of many institutional traders is managing cash and risk
constraints of a portfolio. Traders often do not take advantage of dark trading and block …
constraints of a portfolio. Traders often do not take advantage of dark trading and block …
Studying different trading techniques and modeling strategies to minimize risks
A Ludhiyani, S Joshi, R Pathak… - … on Computing for …, 2015 - ieeexplore.ieee.org
Studying different trading techniques and modeling strategies to minimize risks Page 1 Studying
Different Trading Techniques and Modeling Strategies to Minimize Risks Arpit Ludhiyani …
Different Trading Techniques and Modeling Strategies to Minimize Risks Arpit Ludhiyani …
[CITATION][C] Studying Different Trading Techniques & Modeling Strategies to Minimize Risks
S Joshi, A Ludhiyani, P Parandkar, S Katiyal