Essays about: "limit order book"

Showing result 6 - 10 of 22 essays containing the words limit order book.

  1. 6. Reinforcement Learning for Market Making

    University essay from KTH/Matematisk statistik

    Author : Simon Carlsson; August Regnell; [2022]
    Keywords : Reinforcement learning; Market making; Deep reinforcement learning; Limit order book; Algorithmic trading; High-frequency trading; Machine learning; Artificial intelligence; Q-learning; DDQN; Förstärkningsinlärning; Market making; Djup förstärkningsinlärning; Limitorderbok; Algoritmisk handel; Högfrekvenshandel; Maskininlärning; Artificiell intelligens; Q-learning; DDQN;

    Abstract : Market making – the process of simultaneously and continuously providing buy and sell prices in a financial asset – is rather complicated to optimize. Applying reinforcement learning (RL) to infer optimal market making strategies is a relatively uncharted and novel research area. READ MORE

  3. 7. Intraday price prediction of Nordic stocks with limit order book data

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Filippa Bång; [2020]
    Keywords : ;

    Abstract : Predicting the direction of mid price changes could facilitate the decision of when in time an order should be placed on the market. The purpose of this thesis is to evaluate modelling approaches used to classify the direction of mid price changes in the limit order book on short term. READ MORE

  4. 8. The Order Book and Limit Orders at NASDAQ Stockholm

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Théodore Per Charles Albert Montel; [2020]
    Keywords : limit order; order flow; order book; diagonal effect; conditional probabilities;

    Abstract : This study compares time interval relationships between events (any market action, e.g., buying, cancelling an order, placing a passive order etc.) on the NASDAQ Stockholm exchange today with the relationships found on the Paris Bourse in 1995 in a study by (Biais, Hillion et al. READ MORE

  5. 9. City Competitiveness and Branding : Identities and strategies in two Swedish municipalities

    University essay from Uppsala universitet/Kulturgeografiska institutionen

    Author : Gustav Hodges-Dexner; [2019]
    Keywords : Place branding; Competitive identity; City development; Municipalities; Brand management;

    Abstract : As the world-economy becomes increasingly competitive, places adopt different methods to elevate their attractiveness. The paper examines how two medium-sized Swedish cities, Uppsala and Västerås, develop their own competitiveness, identities, and images in relation to the principles and concepts laid out by Simon Anholt in his book Competitive identity: The New Brand Management for Nations, Cities and Regions (2007). READ MORE

  6. 10. Predictability of return and volatility in Bitcoin markets

    University essay from Göteborgs universitet/Graduate School

    Author : Martin Eimer; Lina Karlsson; [2018-07-03]
    Keywords : Bitcoin; Price Manipulation; Abnormal Liquidity; Spoofing; Limit Order Book; High Frequency Trading;

    Abstract : We study how abnormal liquidity affects the predictive power of returns and volatility in Bitcoin markets. The presence of abnormal liquidity can be explained by price manipulation which is the result from previous studies that found manipulators present in the market. READ MORE