[BOOK][B] Block-Crossing Networks and The Value Of Natural Liquidity
V Markov, T Ingargiola - 2019 - researchgate.net
This paper provides a survey of dark pools, focusing on block-crossing venues. We examine
years of data from within Liquidnet’s dark pool to quantify econometric characteristics of …
years of data from within Liquidnet’s dark pool to quantify econometric characteristics of …
Bayesian trading cost analysis and ranking of broker algorithms
V Markov - arXiv preprint arXiv:1904.01566, 2019 - arxiv.org
We present a formulation of the transaction cost analysis (TCA) in the Bayesian framework
for the primary purpose of comparing broker algorithms using standardized benchmarks. Our …
for the primary purpose of comparing broker algorithms using standardized benchmarks. Our …
Competing methods for option hedging in the presence of transaction costs
L Martellini, P Priaulet - The Journal of Derivatives, 2002 - pm-research.com
Most option pricing models are set in continuous time in order for it to be (theoretically)
possible to follow an option replication strategy that continuously rebalances a delta-neutral …
possible to follow an option replication strategy that continuously rebalances a delta-neutral …
[PDF][PDF] On the design of sell-side limit and market order tactics
V Markov - arXiv preprint arXiv:1409.1442, 2014 - Citeseer
This article provides a novel framework to evaluate limit order tactics that highlights expected
fill price, adverse price selection cost, and opportunity cost. We formulate the problem of …
fill price, adverse price selection cost, and opportunity cost. We formulate the problem of …
Modeling market impact and timing risk in volume time
S Mazur - Algorithmic Finance, 2013 - content.iospress.com
Intraday volatility and market impact models in volume time are proposed. We build an intraday
volatility profile to capture non-stationarity of intraday price returns and utilize a fractional …
volatility profile to capture non-stationarity of intraday price returns and utilize a fractional …
[HTML][HTML] An expanded conformation of an antibody Fab region by X-ray scattering, molecular dynamics, and smFRET identifies an aggregation mechanism
N Codina, D Hilton, C Zhang, N Chakroun… - Journal of molecular …, 2019 - Elsevier
Protein aggregation is the underlying cause of many diseases, and also limits the
usefulness of many natural and engineered proteins in biotechnology. Better mechanistic …
usefulness of many natural and engineered proteins in biotechnology. Better mechanistic …
[BOOK][B] Voices of Italian America: A history of early Italian American literature with a critical anthology
M Marazzi - 2004 - books.google.com
… Ingargiola, who places the author beside the three other novelists who are "worthy of note:
Bernardino Ciambelli, Paolo Pallavicini and Italo Stanco," thereby indicating the existence of …
Bernardino Ciambelli, Paolo Pallavicini and Italo Stanco," thereby indicating the existence of …
[BOOK][B] Frontiers of Feminism: Movements and Influences in Québec and Italy, 1960–80
J Michaud - 2021 - books.google.com
From the mid-1960s to the mid-80s, feminist activism in North America and Europe reached
its peak. But responses to the issues and ideas that animated feminism were by no means …
its peak. But responses to the issues and ideas that animated feminism were by no means …
[CITATION][C] Constant Impact Strategy
V Markov - The Journal of Trading, 2014
RecRoute: Um Sistema de Recomendação de Rotas de Ônibus Baseado em Informações Contextuais dos Usuários
AO Tito - 2013 - repositorio.ufpe.br
Nas últimas décadas, o trânsito em cidades de médio e grande porte, bem como os transtornos
causados direta ou indiretamente por este, tem se tornado um problema crescente no …
causados direta ou indiretamente por este, tem se tornado um problema crescente no …