SSRNTrading, Microstructure & Execution
Limit Order Book Simulations: A Review
The piece reviews models of Limit Order Books simulations, emphasizing the role of AI in improving these models and the significance of price impacts in algorithmic trading.
Featured in No. 39 on 6 Mar 2024 · 5 days after release · 19 citations today
- Released
- 1 Mar 2024
- First featured
- No. 39 · 6 Mar 2024
- Citations (Semantic Scholar)
- 19
- Influential citations
- 2
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4745587
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).