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Dmitrijs Zaparanuks

1 paper hereh-index 6304 citations13 works total

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  • last author1

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  • q-fin.TR1

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1 paper

q-fin.TR2020

Dynamic Coupling and Market Instability

Christopher D. Clack, Elias Court, Dmitrijs Zaparanuks

We examine dynamic coupling and feedback effects between High Frequency Traders (HFTs) and how they can destabilize markets. We develop a general framework for modelling dynamic in…

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