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Min, Seungki (민승기)
조교수, (산업및시스템공학과)
Research Area
Bandit algorithms, Algorithmic trading
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    NO Title, Author(s) (Publication Title, Volume Issue, Page, Issue Date)
    1
    Cross-Sectional Variation of Intraday Liquidity, Cross-Impact and Their Effect on Portfolio Execution

    Min, Seungki; Maglaras, Costis; Moallemi, Ciamac C., OPERATIONS RESEARCH, v.70, no.2, pp.830 - 846, 2022-03
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