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pro vyhledávání: '"Van Achter, Mark"'
We introduce the Laser Learning Environment (LLE), a collaborative multi-agent reinforcement learning environment in which coordination is central. In LLE, agents depend on each other to make progress (interdependence), must jointly take specific seq
Externí odkaz:
http://arxiv.org/abs/2404.03596
Akademický článek
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Publikováno v:
In Journal of Financial Economics 2009 91(3):319-338
Akademický článek
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We study the relation between liquidity in financial markets and post-trading fees (i.e. clearing and settlement fees). The clearing and settlement agent (CSD) faces different marginal costs for different types of transactions. Costs are lower for an
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1131::3fb5be07fbb09c73605fc7491dbf0f9a
https://lirias.kuleuven.be/handle/123456789/335865
https://lirias.kuleuven.be/handle/123456789/335865
Autor:
van Achter, Mark
This paper considers a trading game in which sequentially arriving liquidity traders either opt for a market order or for a limit order. One class of traders is considered to have an extended trading horizon, implying their impatience is linked to th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::b798034be0e1e115741fca7554cd72a6
https://hdl.handle.net/10419/43274
https://hdl.handle.net/10419/43274
Autor:
Van Achter, Mark
This paper considers a trading game in which sequentially arriving liquidity traders either opt for a market order or for a limit order. One class of traders is considered to have an extended trading horizon, implying their impatience is linked to th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______603::5eff3f8c4731b131183d56249c4d90e5
http://publikationen.ub.uni-frankfurt.de/frontdoor/index/index/docId/6189
http://publikationen.ub.uni-frankfurt.de/frontdoor/index/index/docId/6189
We present a dynamic microstructure model where a dealer market (DM) and a crossing network (CN) interact. Sequentially arriving agents with different valuations for an asset maximize their profits either by trading at a DM or by submitting an order
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::4c15910e1f58d5f8fccf9acd85e07d03
https://research.tilburguniversity.edu/en/publications/a63f4ee1-35ab-4fe3-a4ba-22949e7e29d2
https://research.tilburguniversity.edu/en/publications/a63f4ee1-35ab-4fe3-a4ba-22949e7e29d2
ispartof: Tijdschrift voor Bank- en Financiewezen vol:69 pages:114-118 status: published
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1131::3cd718d21999a046794d29986f12c797
https://lirias.kuleuven.be/handle/123456789/203055
https://lirias.kuleuven.be/handle/123456789/203055
We present a dynamic microstructure model where a dealer market (DM) and a crossing network (CN) interact. We consider sequentially arriving agents having different valuations for an asset. Agents maximize their profits by either trading at a DM or b
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1131::726cdf12271ccf89dd95cc01d014e51f
https://lirias.kuleuven.be/handle/123456789/121545
https://lirias.kuleuven.be/handle/123456789/121545