Price manipulation in nonlinear transient impact models: rigidity before memory and complete positivity after memory

By Minhyeok Lee

Published 2026-09-02

Everscope rating

1737.3

Relevance to quantitative trading

10 / 10

Implementation complexity

9 / 10

Reproducibility

4 / 5

About this paper

Methodology: Analytical classification and constructive proof. Problem types: Algorithmic Execution, Market Making, Risk Management, Optimization.

arXiv:2609.02447 · Paper rankings

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