Комментарии пользователя Eugene Logunov
1. O'Hara «Market Microstructure Theory»
2. Hanson «Combinatorial Information Market Design»
3. Hanson «Logarithmic Market Scoring Rules for Modular Combinatorial Information Aggregation»
4. Othman «A Practical Liquidity-Sensitive Automated Market Maker»
5. Loesch, Hindman, Richardson, Welch «Impermanent Loss in Uniswap v3»
6. Das «Intelligent Market-Making in Artificial Financial Markets»
7. Avellaneda, Stoikov «High-frequency trading in a limit order book»
8. Laruelle «Faisabilité de l’apprentissage des paramètres d’un algorithme de trading sur des données réelles»
9. Gueant, Lehalle, Tapia «Dealing with Inventory Risk. A solution to the market making problem»
10. Gueant «The Financial Mathematics of Market Liquidity: From Optimal Execution to Market Making»
11. Cartea, Jaimungal, Penalva «Algorithmic and High-Frequency Trading»