Dapeng Shang

Publication Activity (10 Years)

Years Active: 2020-2020
Publications (10 Years): 1

Top Topics

Vehicle Routing

Inventory Management

Discrete Wavelet Transform

High Frequencies

Top Venues

SIAM J. Financial Math.

Publications

Sebastian Herrmann, Johannes Muhle-Karbe, Dapeng Shang, Chen Yang
Inventory Management for High-Frequency Trading with Imperfect Competition. SIAM J. Financial Math. 11 (1) (2020)