This site uses cookies to deliver our services and to ensure you get the best experience. By continuing to use this site, you consent to our use of cookies and acknowledge that you have read and understand our Privacy Policy, Cookie Policy, and Terms
In this paper, we address the importance of efficient execution in electronic markets. Due to intense competition for profit opportunities, trading costs can represent a significa...
Yuriy Nevmyvaka, Michael S. Kearns, Amy Papandreou...