Short-term mid-price prediction for algorithmic-execution in foreign exchange markets

Additional Metadata
Keywords	LOB, FX, Trading Execution, Matching Engine, Simulation, HFT, TWAP
Thesis Advisor	Bongaerts, Dion, Zehnder, Simon
Persistent URL	hdl.handle.net/2105/68492
Series	Business Analytics & Management
Organisation	Rotterdam School of Management
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Barisano, Angelo. (2023, July 18). Short-term mid-price prediction for algorithmic-execution in foreign exchange markets. Business Analytics & Management. Retrieved from http://hdl.handle.net/2105/68492

Publication