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Ziyi Xu
Peking University - Beijing / China
Business & Management / Marketing
AD Scientific Index ID: 5270233
北京大学
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Ziyi Xu's MOST POPULAR ARTICLES
1-)
Performance of deep reinforcement learning for high frequency market making on actual tick dataZ Xu, X Cheng, Y HeProceedings of the 21st International Conference on Autonomous Agents and …, 2022122022
2-)
Are Large Traders Harmed by Front-running HFTs?Z Xu, X ChengProcedia Computer Science 221, 501-508, 202332023
3-)
The effects of high-frequency anticipatory trading: Small informed trader vs. round-tripperZ Xu, X ChengarXiv preprint arXiv:2304.13985, 202322023
4-)
Mean Field Game of High-Frequency Anticipatory TradingX Cheng, M Wang, Z XuarXiv preprint arXiv:2404.18200, 20242024
5-)
Trading Large Orders in the Presence of Multiple High-Frequency Anticipatory TradersZ Xu, X ChengarXiv preprint arXiv:2403.08202, 20242024
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