Dual-market quantitative trading:the dynamics of liquidity and turnover in financial marketsOA
Dual-market quantitative trading:the dynamics of liquidity and turnover in financial markets
Qing Zhu;Chenyu Han;Yuze Li
International Business School,Shaanxi Normal University,Xi'an,710061,China||Shaanxi Logistics Group Logistics Science and Technology Innovation Integrated Development Research Center of Xi'an Jiaotong University,Xi'an,710049,China||Academy of Mathematics and Systems Science,Chinese Academy of Sciences,Beijing,100190,ChinaInternational Business School,Shaanxi Normal University,Xi'an,710061,ChinaQuestrom School of Business,Boston University,Boston,02215,United States
LiquidityMachine learningDual-market algorithmic tradingReturn
LiquidityMachine learningDual-market algorithmic tradingReturn
《数据科学与管理（英文）》 2025 (1)
48-58,11
This work was supported by the National Natural Science Foundation of China(Grant Nos.:72032006 and 92146005).We also appreciate the Youth Innovation Team of Shaanxi Universities"Big data and Business Intelligent Innovation Team."
评论