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arXiv 1607.00454

Ahuja, Saran, et al. "Limit order trading with a mean reverting reference price." arXiv preprint arXiv:1607.00454 (2016)

arxiv.orgPublished Jul 2, 2016
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Ahuja, Saran, et al. "Limit order trading with a mean reverting reference price." arXiv preprint arXiv:1607.00454 (2016)

Ahuja, Saran, et al. "Limit order trading with a mean reverting reference price." arXiv preprint arXiv:1607.00454 (2016)

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quantmachine-learningpaper

Publication information

Publication title
Limit order trading with a mean reverting reference price
Authors
Saran Ahuja, George Papanicolaou, Weiluo Ren, Tzu-Wei Yang
Published
Jul 2, 2016
Last publication revision
Nov 14, 2016
Subject areas
q-fin.TR
Publication source
arxiv.org · abs/1607.00454v2 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/1607.00454 ↗

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the official implementation of the paper “Re(visiting) Time Series Foundation Models in Finance”.

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Code license
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