Stylized algorithmic trading: satisfying the predictive near-term demand of liquidity.

Edward W. Sun Timm Kruse Yi-Ting Chen

Published in: Ann. Oper. Res. (2019)

Keyphrases

financial markets
futures market
electricity markets
electronic commerce
short run
regularization term
inventory systems
inventory management
market data
co occurrence
query terms
predictive model
neural network
trading systems
predictive modeling
lot size
data sets