Impact of Volatility on Time-Based Transaction Ordering Policies

By Ko Sunghun, Jinsuk Park

Published 2025-12-29

Everscope rating

1481.4

Relevance to quantitative trading

8 / 10

Implementation complexity

6 / 10

Reproducibility

3 / 5

About this paper

Methodology: Heteroskedastic Tobit Regression with Risk-Averse Bidder Valuation Model. Problem types: Regression, Risk Management, Market Making, Algorithmic Execution, Optimization.

arXiv:2512.23386 · Paper rankings

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