Paper Review Records
All Paper Review Records
13 valid samples · Newest publication first
Review days = acceptance date − received date. PDF, DOI, and publisher-page sources are retained.
ClusterLOB: enhancing trading strategies by clustering orders in limit order books
AuthorsYichi Zhang; Mihai Cucuringu; Alexander Y. Shestopaloff; Stefan Zohren
Affiliations1. University of Oxford; 2. Feishu Institute; 3. University of California Los Angeles; 4. Queen Mary University of London; 5. University of Guelph
Valuation of American options in ambiguous multifactor models
AuthorsAnkush Agarwal; Christian Ewald; Yihan Zou
Affiliations1. University of Western Ontario; 2. University of Glasgow; 3. University of Inland; 4. Umeå University
Clearing time randomization and transaction fees for auction market design
AuthorsThibaut Mastrolia; Tianrui Xu
Affiliations1. UC Berkeley
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