1 citations · 1 across the 1 of their papers we have counts for
2 papers
q-fin.TR2021★ 1 cited
Nine Challenges in Modern Algorithmic Trading and Controls
Jackie Shen
This editorial article partially informs the algorithmic trading community about launching of the new journal "Algorithmic Trading and Controls" (ATC). ATC is an online open-access…
q-fin.TR2020
A Stochastic LQR Model for Child Order Placement in Algorithmic Trading
Jackie Jianhong Shen
Modern Algorithmic Trading ("Algo") allows institutional investors and traders to liquidate or establish big security positions in a fully automated or low-touch manner. Most exist…