78 citations · 161 across the 7 of their papers we have counts for
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q-fin.TR2017★ 3 cited
Inferring agent objectives at different scales of a complex adaptive system
Dieter Hendricks, Adam Cobb, Richard Everett +2
We introduce a framework to study the effective objectives at different time scales of financial market microstructure. The financial market can be regarded as a complex adaptive s…
q-fin.CP2017
Optimal client recommendation for market makers in illiquid financial products
Dieter Hendricks, Stephen J. Roberts
The process of liquidity provision in financial markets can result in prolonged exposure to illiquid instruments for market makers. In this case, where a proprietary position is no…