Instruct: Given a paper title, retrieve paper titles that are cited by the given paper
Query: Limit order trading with a mean reverting reference price
High-frequency market-making with inventory constraints and directional bets
benchmarks as limits to arbitrage : understanding the low volatility anomaly ∗ .
A Survey of High-Frequency Trading Strategies
Confidence Weighted Mean Reversion Strategy for Online Portfolio Selection
A Novel Approach for Option Trading Based on Kelly Criterion
A Comparison of Different Automated Market-Maker Strategies
Statistical arbitrage and securities prices
Stock trading rule discovery with an evolutionary trend following model
Optimal Trend Following Trading Rules
Price Momentum and Trading Volume
PRICING POWER DERIVATIVES: A TWO-FACTOR JUMP-DIFFUSION APPROACH
Pairs trading strategy optimization using the reinforcement learning method: a cointegration approach
machine learning for market microstructure and high frequency trading ∗ .
Equilibrium High Frequency Trading 1
Reinforcement Learning for Trading
Intelligent agent-assisted adaptive order simulation system in the artificial stock market
a unified theory of underreaction , momentum trading , and overreaction in asset markets .
Deep Reinforcement Learning in High Frequency Trading.
The price of a smile. Hedging and spanning in option markets
Simple Technical Trading Rules and the Stochastic Properties of Stock Returns
Sensor network localization via received signal strength measurements with directional antennas
Effectiveness of Intelligent Tutoring Systems: A Meta-Analytic Review
Merits of using repository metrics in defect prediction for open source projects
High-frequency trading in a limit order book
Influence of oral S-adenosylmethionine on plasma 5-methyltetrahydrofolate, S-adenosylhomocysteine, homocysteine and methionine in healthy humans.