{"id":"W2582272558","doi":"10.1142/s0219024917500054","title":"OPTIMAL TRADING STRATEGIES WITH LIMIT ORDERS","year":2017,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"ca_institutions":"Simon Fraser University","funders":"","keywords":"Limit (mathematics); Trading strategy; Order book; Volatility (finance); Pairs trade; Order (exchange); Market manipulation; Position (finance); Algorithmic trading; Mathematical optimization; Computer science; Stochastic control; Optimal control; Economics; Mathematical economics; Financial economics; Mathematics; Alternative trading system; Finance","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0001885038,0.00009915918,0.0002299997,0.00006423138,0.0001655667,0.0002744917,0.0005413043,0.00005013671,0.00004277569],"category_scores_gemma":[0.00006881646,0.00008419603,0.00004774738,0.00003121663,0.0005017474,0.000236576,0.00006037159,0.0001630505,0.00001266469],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00002146376,"about_ca_system_score_gemma":0.00003240527,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.000006941958,"about_ca_topic_score_gemma":0.000001075743,"domain_scores_codex":[0.9992859,9.358555e-7,0.0003502089,0.000161419,0.00007076753,0.0001307724],"domain_scores_gemma":[0.9991183,0.00004266904,0.0005628678,0.0001397286,0.00008914701,0.00004730122],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.0001352799,0.00004284564,0.0002137173,0.000004172257,0.00003764986,0.000007998996,0.00009436297,0.0001020196,0.00002782509,0.995993,0.00003105991,0.003310128],"study_design_scores_gemma":[0.0007380313,0.0001074355,0.005693825,0.00004131411,0.000008374317,0.00006900005,0.00009144266,0.001106334,0.0001631415,0.9867458,0.005087942,0.0001473353],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.2565359,0.0003210689,0.7041206,0.004331754,0.0002504481,0.00007855304,0.0000335584,0.00000761752,0.03432046],"genre_scores_gemma":[0.9877393,0.0001254966,0.0117628,0.0001121021,0.0002180135,0.000007919329,9.109143e-7,0.000009519352,0.00002398057],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.7312034,"threshold_uncertainty_score":0.3433414,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01433185579787432,"score_gpt":0.235669271224928,"score_spread":0.2213374154270537,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}