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Searching for VWAP with no syntactic query expansion in all metadata.

Publication years (Num. hits)
2004-2022 (13)
Publication types (Num. hits)
article(5) inproceedings(8)
Venues (Conferences, Journals, ...)
Eur. J. Oper. Res.(2) ADMA (2)(1) AMCIS(1) CISS(1) Congress on Evolutionary Compu...(1) CoRR(1) EC(1) FinanceCom(1) IJCNN(1) JSIAM Lett.(1) PACIS(1) SIAM J. Financial Math.(1)
Authors
Adrian Wranik(3) Marco Lutat(2) Peter Gomber(2) Xiaodong Li 0007(2) Zachary Feinstein(2) Chenxin Zou(1) Guillaume Royer(1) Jiaqi Ye(1) Luis E. Ortiz(1) Marcin Orchel(1) Marcus Lim(1) Maxim Bichuch(1) Michael J. Kearns(1) Moustapha Pemy(1) Olivier Guéant(1) Pangjing Wu(1) More (+10 of total 23)
GrowBag graphs for keyword ? (Num. hits/coverage)

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Results
Found 13 publication records. Showing 13 according to the selection in the facets
Hits ?▲ Authors Title Venue Year Link Author keywords
214Peter Gomber, Marco Lutat, Adrian Wranik Flexible VWAP Executions in Electronic Trading. Search on Bibsonomy FinanceCom The full citation details ... 2007 DBLP  DOI  BibTeX  RDF VWAP, Electronic trading, Crossing
66Olivier Guéant, Guillaume Royer VWAP Execution and Guaranteed VWAP. Search on Bibsonomy SIAM J. Financial Math. The full citation details ... 2014 DBLP  DOI  BibTeX  RDF
66Sham M. Kakade, Michael J. Kearns, Yishay Mansour, Luis E. Ortiz Competitive algorithms for VWAP and limit order trading. Search on Bibsonomy EC The full citation details ... 2004 DBLP  DOI  BibTeX  RDF online trading, vwap, competitive analysis
33Xiaodong Li 0007, Pangjing Wu, Chenxin Zou, Qing Li Hierarchical Deep Reinforcement Learning for VWAP Strategy Optimization. Search on Bibsonomy CoRR The full citation details ... 2022 DBLP  DOI  BibTeX  RDF
33Maxim Bichuch, Zachary Feinstein A repo model of fire sales with VWAP and LOB pricing mechanisms. Search on Bibsonomy Eur. J. Oper. Res. The full citation details ... 2022 DBLP  DOI  BibTeX  RDF
33Jiaqi Ye, Xiaodong Li 0007, Yingying Wang A Multi-Agent Deep Reinforcement Learning Framework for VWAP Strategy Optimization. Search on Bibsonomy IJCNN The full citation details ... 2022 DBLP  DOI  BibTeX  RDF
33Tathagata Banerjee, Zachary Feinstein Price mediated contagion through capital ratio requirements with VWAP liquidation prices. Search on Bibsonomy Eur. J. Oper. Res. The full citation details ... 2021 DBLP  DOI  BibTeX  RDF
33Moustapha Pemy Optimal VWAP Strategies under Regime Switching. Search on Bibsonomy CISS The full citation details ... 2021 DBLP  DOI  BibTeX  RDF
33Takashi Kato VWAP execution as an optimal strategy. Search on Bibsonomy JSIAM Lett. The full citation details ... 2015 DBLP  DOI  BibTeX  RDF
33Marcin Orchel Support Vector Regression with A Priori Knowledge Used in Order Execution Strategies Based on VWAP. Search on Bibsonomy ADMA (2) The full citation details ... 2011 DBLP  DOI  BibTeX  RDF
33Adrian Wranik A Trading System for Flexible VWAP Executions as a Design Artifact. Search on Bibsonomy PACIS The full citation details ... 2009 DBLP  BibTeX  RDF
33Peter Gomber, Marco Lutat, Adrian Wranik Flexible VWAP Executions in Electronic Trading. Search on Bibsonomy AMCIS The full citation details ... 2008 DBLP  BibTeX  RDF
30Marcus Lim, Richard J. Coggins Optimal trade execution: an evolutionary approach. Search on Bibsonomy Congress on Evolutionary Computation The full citation details ... 2005 DBLP  DOI  BibTeX  RDF
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