most citedSVD-based Visualisation and Approximation for Time Series Data in Smart Energy Systems

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q-fin.MF2019

To snipe or not to snipe, that is the question! Transitions in sniping behaviour among competing algorithmic traders

Somayeh Kokabisaghi, Eric J Pauwels, Andre B Dorsman

In this paper we extend the investigation into the transition from sure to probabilistic sniping as introduced in Menkveld and Zoican \cite{mz2017}. In that paper, the authors intr…