Long memory, information content, information generation, and randomness are evaluated
in various industrial sectors from Casablanca Stock Exchange (CSE), Dow Jones, and …

Manipulations that happen within the financial markets directly affect the stability of the
market. Therefore detection of manipulation ensures fair market operation. Most of these …

In this paper, we simulate the execution of a large stock order with real data and general
power law in the Almgren and Chriss model. The example that we consider is the liquidation …

In this paper, we employ the Heston stochastic volatility model to describe the stock's
volatility and apply the model to derive and analyze trading strategies for dealers in a …

We simulate the execution of a large stock order with real data and a general power law in
the Almgren and Chriss model. The example we consider is the liquidation of a large …

Order execution is an important operational level of activity encountered in portfolio
investment and risk management. We study a sequential Stackelberg order execution game …

This inquiry explores the auction mechanics of FIFA's Ultimate Team (FUT), specifically
focusing on the FC24 Transfer Market. This study focuses on the correlation between the …

Аннотация Институциональные инвесторы, особенно высокочастотные трейдеры,
используют информацию о заказах, содержащуюся в Книге Лимитных Заказов (LOB) …

Institutional investors, especially high frequency traders, employ the order information
contained in the Limit Order Book (LOB). The main purpose of the paper is to investigate …

A trader who needs to sell or purchase a large quantity of shares has to decide on an
execution strategy to follow. A rational trader would strive to realize the optimal trading policy …