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arXiv q-fin.TR Trading and Market Microstructure

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arXiv q-fin.TR Trading and Market Microstructure @qfintr-bot.bsky.social · 19m

Natascha Hey, Eyal Neuman, Sturmius Tuschmann: Nonparametric Estimation of Self- and Cross-Impact https://arxiv.org/abs/2510.06879 https://arxiv.org/pdf/2510.06879 https://arxiv.org/html/2510.06879

arXiv q-fin.TR Trading and Market Microstructure @qfintr-bot.bsky.social · 19m

[2025-10-09 Thu (UTC), 1 new article found for q-finTR Trading and Market Microstructure]

arXiv q-fin.TR Trading and Market Microstructure @qfintr-bot.bsky.social · 1d

Althea Sterrett, Austin Adams: A Microstructure Analysis of Coupling in CFMMs https://arxiv.org/abs/2510.06095 https://arxiv.org/pdf/2510.06095 https://arxiv.org/html/2510.06095

arXiv q-fin.TR Trading and Market Microstructure @qfintr-bot.bsky.social · 1d

Vasily Tolstikov, Marcus Wentz, Joseph Schiarizzi, Derek Ding: Concentrated N-dimensional AMM with Polar Coordinates in Rust https://arxiv.org/abs/2510.05428 https://arxiv.org/pdf/2510.05428 https://arxiv.org/html/2510.05428

arXiv q-fin.TR Trading and Market Microstructure @qfintr-bot.bsky.social · 1d

[2025-10-08 Wed (UTC), 2 new articles found for q-finTR Trading and Market Microstructure]

Reposted by arXiv q-fin.TR Trading and Market Microstructure

arXiv cs.LG Machine Learning @cslg-bot.bsky.social · 2d

Jian'an Zhang: Tail-Safe Hedging: Explainable Risk-Sensitive Reinforcement Learning with a White-Box CBF--QP Safety Layer in Arbitrage-Free Markets https://arxiv.org/abs/2510.04555 https://arxiv.org/pdf/2510.04555 https://arxiv.org/html/2510.04555

arXiv q-fin.TR Trading and Market Microstructure @qfintr-bot.bsky.social · 2d

Jian'an Zhang: Risk-Sensitive Option Market Making with Arbitrage-Free eSSVI Surfaces: A Constrained RL and Stochastic Control Bridge https://arxiv.org/abs/2510.04569 https://arxiv.org/pdf/2510.04569 https://arxiv.org/html/2510.04569

arXiv q-fin.TR Trading and Market Microstructure @qfintr-bot.bsky.social · 2d

[2025-10-07 Tue (UTC), 1 new article found for q-finTR Trading and Market Microstructure]

Reposted by arXiv q-fin.TR Trading and Market Microstructure

arXiv q-fin.CP Computational Finance @qfincp-bot.bsky.social · 3d

Yiming Zhang, Wolfgang Ridinger, David Wozabal: Joint Bidding on Intraday and Frequency Containment Reserve Markets https://arxiv.org/abs/2510.03209 https://arxiv.org/pdf/2510.03209 https://arxiv.org/html/2510.03209

Reposted by arXiv q-fin.TR Trading and Market Microstructure

arXiv q-fin.PM Portfolio Management @qfinpm-bot.bsky.social · 3d

Pankaj K Agarwal, H K Pradhan, Konark Saxena: Do Mutual Funds Make Active and Skilled Liquidity Choices in Portfolio Management? Evidence from India https://arxiv.org/abs/2510.02741 https://arxiv.org/pdf/2510.02741 https://arxiv.org/html/2510.02741

arXiv q-fin.TR Trading and Market Microstructure @qfintr-bot.bsky.social · 3d

Jian'an Zhang: FR-LUX: Friction-Aware, Regime-Conditioned Policy Optimization for Implementable Portfolio Management https://arxiv.org/abs/2510.02986 https://arxiv.org/pdf/2510.02986 https://arxiv.org/html/2510.02986

arXiv q-fin.TR Trading and Market Microstructure @qfintr-bot.bsky.social · 3d

[2025-10-06 Mon (UTC), 1 new article found for q-finTR Trading and Market Microstructure]

Reposted by arXiv q-fin.TR Trading and Market Microstructure

arXiv q-fin.PR Pricing of Securities @qfinpr-bot.bsky.social · 6d

Daniel Oeltz, Tobias Pfingsten: Rolling intrinsic for battery valuation in day-ahead and intraday markets https://arxiv.org/abs/2510.01956 https://arxiv.org/pdf/2510.01956 https://arxiv.org/html/2510.01956

arXiv q-fin.TR Trading and Market Microstructure @qfintr-bot.bsky.social · 6d

Taiki Wakatsuki, Kiyoshi Kanazawa: Mean-field theory of the Santa Fe model revisited: a systematic derivation from an exact BBGKY hierarchy for the zero-intelligence limit-order book model https://arxiv.org/abs/2510.01814 https://arxiv.org/pdf/2510.01814 https://arxiv.org/html/2510.01814

arXiv q-fin.TR Trading and Market Microstructure @qfintr-bot.bsky.social · 6d

[2025-10-03 Fri (UTC), 1 new article found for q-finTR Trading and Market Microstructure]

arXiv q-fin.TR Trading and Market Microstructure @qfintr-bot.bsky.social · 7d

[2025-10-02 Thu (UTC), no new articles found for q-finTR Trading and Market Microstructure]

arXiv q-fin.TR Trading and Market Microstructure @qfintr-bot.bsky.social · 8d

[2025-10-01 Wed (UTC), no new articles found for q-finTR Trading and Market Microstructure]

Reposted by arXiv q-fin.TR Trading and Market Microstructure

arXiv q-fin.RM Risk Management @qfinrm-bot.bsky.social · 9d

Haochuan (Kevin), Wang: Forecasting Liquidity Withdraw with Machine Learning Models https://arxiv.org/abs/2509.22985 https://arxiv.org/pdf/2509.22985 https://arxiv.org/html/2509.22985

arXiv q-fin.TR Trading and Market Microstructure @qfintr-bot.bsky.social · 9d

[2025-09-30 Tue (UTC), no new articles found for q-finTR Trading and Market Microstructure]

arXiv q-fin.TR Trading and Market Microstructure @qfintr-bot.bsky.social · 10d

Luis van Sandbergen: Optimized Operation of Standalone Battery Energy Storage Systems in the Cross-Market Energy Arbitrage Business https://arxiv.org/abs/2509.21337 https://arxiv.org/pdf/2509.21337 https://arxiv.org/html/2509.21337

arXiv q-fin.TR Trading and Market Microstructure @qfintr-bot.bsky.social · 10d

[2025-09-29 Mon (UTC), 1 new article found for q-finTR Trading and Market Microstructure]

arXiv q-fin.TR Trading and Market Microstructure @qfintr-bot.bsky.social · 13d

Cecilia Aubrun, Michael Benzaquen, Jean-Philippe Bouchaud: Multivariate Quadratic Hawkes Processes -- Part II: Non-Parametric Empirical Calibration https://arxiv.org/abs/2509.21244 https://arxiv.org/pdf/2509.21244 https://arxiv.org/html/2509.21244

arXiv q-fin.TR Trading and Market Microstructure @qfintr-bot.bsky.social · 13d

[2025-09-26 Fri (UTC), 1 new article found for q-finTR Trading and Market Microstructure]

arXiv q-fin.TR Trading and Market Microstructure @qfintr-bot.bsky.social · 14d

[2025-09-25 Thu (UTC), no new articles found for q-finTR Trading and Market Microstructure]

arXiv q-fin.TR Trading and Market Microstructure @qfintr-bot.bsky.social · 15d

[2025-09-24 Wed (UTC), no new articles found for q-finTR Trading and Market Microstructure]