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ORCIDAlgorithmic Finance, Volume 5
Volume 5, Numbers 1-2, 2016
- Anton Golub, Gregor Chliamovitch, Alexandre Dupuis, Bastien Chopard:
Multi-scale representation of high frequency market liquidity. 3-19 - Siddartha Ghoshal, Steve Roberts:
Extracting predictive information from heterogeneous data streams using Gaussian Processes. 21-30 - Wolfgang Kuhle
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Darwinian adverse selection. 31-36 - A. Mintzelas, K. Kiriakopoulos:
Natural time analysis in financial markets. 37-46
Volume 5, Numbers 3-4, 2016
- Samit Ahlawat:
Empirical evaluation of price-based technical patterns using probabilistic neural networks. 49-68 - Elaine Wah, Michael P. Wellman:
Latency arbitrage in fragmented markets: A strategic agent-based analysis. 69-93 - Brett Hemenway, Sanjeev Khanna:
Sensitivity and computational complexity in financial networks. 95-110 - Paolo Coletti, Maurizio Murgia:
The network of the Italian stock market during the 2008-2011 financial crises. 111-137
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