Instruct: Given a scientific paper title, retrieve paper titles that are cited by the given paper.
Query: A dynamic model of the limit order book
Econometric Models of Limit-Order Executions
The effects of market-making on price dynamics
Evolutionary reinforcement learning in FX order book and order flow analysis
High-frequency market-making with inventory constraints and directional bets
Forecasting Stock Prices from the Limit Order Book Using Convolutional Neural Networks
Limit order trading with a mean reverting reference price
An optimization-based framework for automated market-making
Strategic Market Choice: Frequent Call Markets vs. Continuous Double Auctions for Fast and Slow Traders
Optimal Portfolio Liquidation with Limit Orders
optimal trade execution : a mean – quadratic - variation approach ∗ .
An intelligent market making strategy in algorithmic trading
Latency arbitrage, market fragmentation, and efficiency: a two-market model
Comparison of different market making strategies for high frequency traders
Predictors of triangular arbitrage opportunities : Interdependence and order book indicators
A Market Making Quotation Strategy Based on Dual Deep Learning Agents for Option Pricing and Bid-Ask Spread Estimation
High Frequency Trading and Price Discovery
Asset Trading , News , and Liquidity in Markets with Asymmetric Information ∗
Adaptive Market Making via Online Learning
Adapting to a Market Shock: Optimal Sequential Market-Making
A practical liquidity-sensitive automated market maker
A surgical protocol for bicondylar four-quadrant tibial plateau fractures
Vehicle Safety Distance Warning System: A Novel Algorithm for Vehicle Safety Distance Calculating Between Moving Cars
Personalized and situation-aware multimodal route recommendations: the FAVOUR algorithm
Generalized Autoregressive Conditional Heteroskedasticity
Copper ion liquid-like thermoelectrics