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

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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 APA Style APA-ALL Style AAA 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). Short-term mid-price prediction for algorithmic-execution in foreign exchange markets. In Business Analytics & Management.http://hdl.handle.net/2105/68492

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