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20232025
most citedLimit Order Book Dynamics and Order Size Modelling Using Compound Hawkes Process

3 citations · 3 across the 5 of their papers we have counts for

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q-fin.ST2025

(Non-Parametric) Bootstrap Robust Optimization for Portfolios and Trading Strategies

Daniel Cunha Oliveira, Grover Guzman, Nick Firoozye

Robust optimization provides a principled framework for decision-making under uncertainty, with broad applications in finance, engineering, and operations research. In portfolio op…