Concepedia

Slippage Modeling

Slippage Modeling is a computational framework within algorithmic trading that quantifies the deviation between expected and actual execution prices of trades, distinguishing itself by incorporating market impact, liquidity constraints, and timing uncertainty to predict transaction cost under realistic market conditions.

88

Publications

2.7K

Citations

253

Authors

139

Institutions

Publications per year

2017–2026

25

Parents

Publications

88

Local Flow Field and Slip Length of Superhydrophobic Surfaces

David Schäffel, Kaloian Koynov, Doris Vollmer et al. · Physical Review Letters · 2016 · 117 citations · Full text

, , +16

Distribution and Abundance of Microsatellites in the Yeast Genome Can Be Explained by a Balance Between Slippage Events and Point Mutations

Semyon Kruglyak, Richard Durrett, Malcolm D. Schug et al. · Molecular Biology and Evolution · 2000 · 113 citations

, , +13

Micromechanical Modeling of Composite Compressive Strength

Yong Li Xu, Kenneth L. Reifsnider · Journal of Composite Materials · 1993 · 112 citations

, , +17

Modeling soil

Xin Li, J. Michael Moshell · 1993 · 90 citations · Full text

, , +13

An Optimum Solution to the $k$-Sample Slippage Problem for the Normal Distribution

Edward Paulson · The Annals of Mathematical Statistics · 1952 · 88 citations · Full text

, , +9

1–5 of 88

Authors

253

  1. RG
    Ramón González

    Massachusetts Institute of Technology, United States

    2 publications · 83 citations

    2

    h-index

  2. GG
    Günther Grün

    Friedrich-Alexander-Universität Erlangen-Nürnberg, Germany

    2 publications · 71 citations

    2

    h-index

  3. CM
    Carlo Massimo Casciola

    Sapienza University of Rome, Italy

    2 publications · 36 citations

    2

    h-index

  4. MC
    Mauro Chinappi

    Sapienza University of Rome, Italy

    2 publications · 36 citations

    2

    h-index

  5. KN
    Keiji Nagatani

    Tohoku University, Japan

    2 publications · 71 citations

    2

    h-index

1–5 of 253

Institutions

139

  1. Xi'an Jiaotong University

    Xi'an, China

    4 h-index

    13 publications

    348 citations

  2. University of Southern California

    Los Angeles, United States

    3 h-index

    4 publications

    170 citations

  3. Shanghai Jiao Tong University

    Shanghai, China

    3 h-index

    9 publications

    291 citations

  4. Jordan University of Science and Technology

    Irbid, Jordan

    2 h-index

    5 publications

    162 citations

  5. Université Grenoble Alpes

    Saint-Martin-d'Hères, France

    2 h-index

    2 publications

    66 citations

  6. University of California, Berkeley

    Berkeley, United States

    2 h-index

    3 publications

    81 citations

  7. Tohoku University

    Sendai, Japan

    2 h-index

    6 publications

    231 citations

  8. The University of Texas at Austin

    Austin, United States

    2 h-index

    5 publications

    109 citations

1–8 of 139

Venues

  1. Physics of Fluids

    5 publications · 98 citations

    5

    h-index

  2. Tribology International

    2 publications · 89 citations

    2

    h-index

  3. Molecular Biology and Evolution

    MBE · 2 publications · 144 citations

    2

    h-index

  4. Journal of Geophysical Research Atmospheres

    JGR · 2 publications · 53 citations

    2

    h-index

  5. Journal of Tribology

    2 publications · 30 citations

    2

    h-index

1–5