Timm Kruse

Publication Activity (10 Years)

Years Active: 2014-2019
Publications (10 Years): 1

Top Topics

Wavelet Decomposition

Top Venues

Ann. Oper. Res.

Publications

Edward W. Sun, Timm Kruse, Yi-Ting Chen
Stylized algorithmic trading: satisfying the predictive near-term demand of liquidity. Ann. Oper. Res. 281 (1-2) (2019)
Edward W. Sun, Timm Kruse, Min-Teh Yu
High frequency trading, liquidity, and execution cost. Ann. Oper. Res. 223 (1) (2014)