3 citations to https://www.mathnet.ru/rus/jpm2
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Yong-Chao Zhang, “Entry-exit decisions with output reduction during exit periods”, MATH, 9:3 (2024), 6555
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Ioanna-Yvonni Tsaknaki, Fabrizio Lillo, Piero Mazzarisi, “Online learning of order flow and market impact with Bayesian change-point detection methods”, Quantitative Finance, 2024, 1
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Ioanna-Yvonni Tsaknaki, Fabrizio Lillo, Piero Mazzarisi, “Online Learning of Order Flow and Market Impact with Bayesian Change-Point Detection Methods”, SSRN Journal, 2023