Quantitative Finance

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Market Making and Transient Impact in Spot FX

馃搻Scaling LawsContent type: Academic
arxiv.org

Optimal Rebate Design: Incentives, Competition and Efficiency in Auction Markets

馃幃Reinforcement LearningContent type: Academic
arxiv.org

Competition in Dealer Markets with Internalisation and Externalisation

馃幃Reinforcement LearningContent type: Academic
arxiv.org

The Impact of Market Informedness on Market Makers' Profitability

馃幃Reinforcement LearningContent type: Academic
arxiv.org

Non-Negative Matrix Factorization for Event Data

馃搻Scaling LawsContent type: Academic
arxiv.org

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