Ajay Alva

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Papers (1)

1. When Quotes Crumble: Detecting Transient Mechanical Liquidity Erosion in Limit Order Books cs.LG · 2026 · author #5

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Frequent Coauthors

• David Rosenberg 1 shared papers
• Gary Kazantsev 1 shared papers
• Haohan Xu 1 shared papers
• Jason Bohne 1 shared papers
• Pawel Polak 1 shared papers
• Violetta Fedotova 1 shared papers
• Yurij Baransky 1 shared papers