Jackie Jianhong Shen

A Pre-Trade Algorithmic Trading Model under Given Volume Measures and Generic Price Dynamics (GVM-GPD)

Jackie Jianhong Shen, Jackie Shen, 2013, 1309.5046.

A Stochastic LQR Model for Child Order Placement in Algorithmic Trading

Jackie Jianhong Shen, Jackie Shen, 2020, SSRN Electronic Journal.