Browsing by Author Lim, Marcus

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Issue DateTitleAuthor(s)Citation
2004Algorithmic Trade Execution And Market ImpactCoggins, Richard; Lim, Marcus; Lo, Kelvin; Electrical Engineering; Economics Faculty Admin; Economics Faculty AdminAlgorithmic Trade Execution And Market Impact, First International Workshop on Intelligent Finance, vol.N/A,(),2004,pp 518-547
2005The immediate price impact of trades on the Australian Stock ExchangeCoggins, Richard; Lim, Marcus; Electrical Engineering; Economics Faculty AdminThe immediate price impact of trades on the Australian Stock Exchange, Quantitative Finance, vol.5,(4),2005,pp 365-377
2005Optimal Trade Execution: An Evolutionary ApproachCoggins, Richard; Lim, Marcus; Electrical Engineering; Economics Faculty AdminOptimal Trade Execution: An Evolutionary Approach, IEEE CEC 2005 Congress on Evolutionary Computation Proceedings Vol. 2, vol.2,(),2005,pp 1045-1052