Sökning: "orderbok"

Hittade 2 avhandlingar innehållade ordet orderbok.

1. 1. Essays on Balkan frontier stock markets

   Författare :Goran Zafirov; Lars Nordén; Björn Hagströmer; Dejan Šoškić; Stockholms universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; frontier stock markets; privatisation; liquidity; liquidity premium; order book; transparency; price discovery; frontier aktiemarknad; privatisering; likviditet; likviditetspremie; orderbok; transparens; prisbildning; företagsekonomi; Business Administration;

   Sammanfattning : This dissertation consists of four chapters dealing with Balkan frontier markets, their design and performance. Chapter I provides an introduction to these markets and presents additional information necessary for the reader to understand these markets. LÄS MER

3. 2. Generative models of limit order books

   Författare :Hanna Hultin; Henrik Hult; Erik Lindström; KTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Matematik; Mathematics;

   Sammanfattning : In this thesis generative models in machine learning are developed with the overall aim to improve methods for algorithmic trading on high-frequency electronic exchanges based on limit order books. The thesis consists of two papers. LÄS MER