default search action
Google
Google Scholar
Semantic Scholar
Internet Archive Scholar
CiteSeerX
ORCIDAlgorithmic Finance, Volume 7
Volume 7, Numbers 1-2, 2018
- Takashi Kato:
An optimal execution problem in the volume-dependent Almgren-Chriss model. 1-14 - Farzad Alavi Fard, Armin Pourkhanali
, Malick Sy:
A non-parametric inference for implied volatility governed by a Lévy-driven Ornstein-Uhlenbeck process. 15-30 - Raymond H. Chan, Kelvin K. Kan, Alfred K. Ma:
An integer programming based strategy for Asian-style futures arbitrage over the settlement period. 31-42 - Dalila Boughaci, Abdullah Ash-shuayree Alkhawaldeh:
A new variable selection method applied to credit coring. 43-52 - Diego Aparicio, Marcos López de Prado:
How hard is it to pick the right model? MCS and backtest overfitting. 53-61
Volume 7, Numbers 3-4, 2018
- Vikram K. Srimurthy, Matthew Smalbach:
Allocation skew: Managers with conviction. 63-69 - Gianluca Piero Maria Virgilio:
Absolute vs. relative speed in high-frequency trading. 71-86 - Zura Kakushadze:
Cryptoasset factor models. 87-104 - Dominic Wright, Luca Capriotti, Jacky Lee:
Machine learning and corporate bond trading. 105-110
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
last updated on 2025-01-10 18:38 CET by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint
dblp was originally created in 1993 at:
since 2018, dblp has been operated and maintained by:
the dblp computer science bibliography is funded and supported by:
