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3 articles related to "Market Microstructure"

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Articles

Review

Published on 26 Sep 2024

Applications of fractional stochastic volatility models to market microstructure theory and optimal execution strategies

in Mathematical Finance

Abe Webb

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2024.1456746

3,770 views
1 citation

Original Research

Published on 13 Oct 2025

LiT: limit order book transformer

in AI in Finance

Yue Xiao
Carmine Ventre
Yuhan Wang
Haochen Li
Yuxi Huan
Buhong Liu

Frontiers in Artificial Intelligence

doi 10.3389/frai.2025.1616485

6,719 views

Mini Review

Published on 10 Feb 2026

Understanding emerging properties through multi-scaling nature in the financial market

in Interdisciplinary Physics

Changhee Cho
DongBeen Kim
Jae Sung Kim
Seung Hoon Noh
Jae Woo Lee

Frontiers in Physics

doi 10.3389/fphy.2026.1777840

422 views