Matteo Michielon, Diogo Franquinho, Alessandro Gentile, Asma Khedher, Peter Spreij
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Neural network empowered liquidity pricing in a two-price economy under conic finance settings
In the article at hand neural networks are used to model liquidity in financial markets, under conic finance settings, in two different contexts. That is, on the one hand this paper illustrates how...
期刊介绍：
The frontiers of finance are shifting rapidly, driven in part by the increasing use of quantitative methods in the field. Quantitative Finance welcomes original research articles that reflect the dynamism of this area. The journal provides an interdisciplinary forum for presenting both theoretical and empirical approaches and offers rapid publication of original new work with high standards of quality. The readership is broad, embracing researchers and practitioners across a range of specialisms and within a variety of organizations. All articles should aim to be of interest to this broad readership.
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