Browsing AI Memos (1959 - 2004) by Author "Kim, Adlar J."

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    • Modeling Stock Order Flows and Learning Market-Making from Data 

      Kim, Adlar J.; Shelton, Christian R. (2002-06-01)
      Stock markets employ specialized traders, market-makers, designed to provide liquidity and volume to the market by constantly supplying both supply and demand. In this paper, we demonstrate a novel method for modeling ...