Classification of position management strategies at the order-book level and their influences on future market-price formation

• Takumi Sueshige,

  Roles Conceptualization, Formal analysis, Funding acquisition, Investigation, Methodology, Software, Validation, Visualization, Writing – original draft, Writing – review & editing

  Affiliation Department of Mathematical and Computing Science, School of Computing, Tokyo Institute of Technology, Nagatsuta-cho, Midori-ku, Yokohama, Japan

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• Didier Sornette,

  Roles Conceptualization, Funding acquisition, Methodology, Project administration, Supervision, Writing – review & editing

  Affiliations ETH Zürich, Department of Management, Technology and Economics, Zürich, Switzerland, Swiss Finance Institute, Geneva, Switzerland

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• Hideki Takayasu,

  Roles Conceptualization, Methodology, Project administration, Supervision, Writing – review & editing

  Affiliations Sony Computer Science Laboratories, Higashi-Gotanda, Shinagawa-ku, Tokyo, Japan, Institute of Innovative Research, Tokyo Institute of Technology, Nagatsuta-cho, Yokohama, Japan

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• Misako Takayasu

  Roles Conceptualization, Funding acquisition, Project administration, Supervision, Writing – review & editing

  * E-mail: takayasu.m.aa@m.titech.ac.jp

  Affiliations Department of Mathematical and Computing Science, School of Computing, Tokyo Institute of Technology, Nagatsuta-cho, Midori-ku, Yokohama, Japan, Institute of Innovative Research, Tokyo Institute of Technology, Nagatsuta-cho, Yokohama, Japan

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