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Record W2187509787 · doi:10.21314/jcf.2013.267

Optimal execution under jump models for uncertain price impact

2013· article· en· W2187509787 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

Bibliographic record

VenueThe Journal of Computational Finance · 2013
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicStochastic processes and financial applications
Canadian institutionsUniversity of Waterloo
Fundersnot available
KeywordsJumpJump diffusionPortfolioComputer sciencePoisson distributionMarket impactMathematical optimizationCVAREconometricsEconomicsOrder (exchange)Market microstructureMathematicsExpected shortfallFinancial economicsFinance

Abstract

fetched live from OpenAlex

ABSTRACT In the execution cost problem, an investor wants to minimize the total expected cost and risk in the execution of a portfolio of risky assets in order to achieve desired positions. A major source of the execution cost is the price impact of both the investor's own trades and other concurrent institutional trades. Indeed, the price impact of large trades has been considered to be of the main reasons for fat tails of the short-term return's probability distribution function. However, current models in the literature on the execution cost problem typically assume normal distributions. This assumption fails to capture the characteristics of tail distributions due to institutional trades. In this paper we argue that compound jump-diffusion processes naturally model uncertain price impacts of other large trades. This jump diffusion model includes two compound Poisson processes where random jump amplitudes capture uncertain permanent price impacts of other large buy and sell trades. Using stochastic dynamic programming, we derive analytical solutions for minimizing the expected execution cost under discrete jump-diffusion models. Our results indicate that, when the expected market price change is nonzero, likely due to large trades, assumptions on the market price model and values of mean and covariance of the market price change can have a significant impact on the optimal execution strategy. Using simulations, we computationally illustrate minimum CVaR execution strategies under different models. Furthermore, we analyze qualitative and quantitative differences of the expected execution cost and risk between optimal execution strategies, determined under a multiplicative jump-diffusion model and an additive jump-diffusion model.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.884
Threshold uncertainty score0.341

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.039
GPT teacher head0.268
Teacher spread0.229 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it