- Gianluca Piero Maria Virgilio
:
Absolute vs. relative speed in high-frequency trading. Algorithmic Finance 7(3-4): 71-86 (2018) - Dominic Wright, Luca Capriotti, Jacky Lee:
Machine learning and corporate bond trading. Algorithmic Finance 7(3-4): 105-110 (2018) - 2017
- Jitendra Aswani:
Impact of global financial crisis on network of Asian stock markets. Algorithmic Finance 6(3-4): 79-91 (2017) - Jeffery A. Born, David H. Myers, William J. Clark:
Trump tweets and the efficient Market Hypothesis. Algorithmic Finance 6(3-4): 103-109 (2017) - Luca Capriotti, Yupeng Jiang, Andrea Macrina:
AAD and least-square Monte Carlo: Fast Bermudan-style options and XVA Greeks. Algorithmic Finance 6(1-2): 35-49 (2017) - Matthew Dixon, Diego Klabjan, Jin Hoon Bang:
Classification-based financial markets prediction using deep neural networks. Algorithmic Finance 6(3-4): 67-77 (2017) - Joseph D. Haley:
Using directional bit sequences to reveal the property-liability underwriting cycle as an algorithmic process. Algorithmic Finance 6(1-2): 3-21 (2017) - Eugene V. Korotkov, Maria A. Korotkova:
Study of the periodicity in Euro-US Dollar exchange rates using local alignment and random matrices. Algorithmic Finance 6(1-2): 23-33 (2017) - Philip Maymin:
Editorial. Algorithmic Finance 6(1-2): 1 (2017) - Mariana Rosa Montenegro, Pedro Henrique Melo Albuquerque:
Wealth management: Modeling the nonlinear dependence. Algorithmic Finance 6(1-2): 51-65 (2017) - Evgeni B. Tarassov:
The Russian ETF puzzle and its possible reasons. Algorithmic Finance 6(3-4): 93-102 (2017) - 2016
- Samit Ahlawat:
Empirical evaluation of price-based technical patterns using probabilistic neural networks. Algorithmic Finance 5(3-4): 49-68 (2016) - Paolo Coletti, Maurizio Murgia:
The network of the Italian stock market during the 2008-2011 financial crises. Algorithmic Finance 5(3-4): 111-137 (2016) - Siddartha Ghoshal, Steve Roberts:
Extracting predictive information from heterogeneous data streams using Gaussian Processes. Algorithmic Finance 5(1-2): 21-30 (2016) - Anton Golub, Gregor Chliamovitch, Alexandre Dupuis, Bastien Chopard:
Multi-scale representation of high frequency market liquidity. Algorithmic Finance 5(1-2): 3-19 (2016) - Brett Hemenway, Sanjeev Khanna:
Sensitivity and computational complexity in financial networks. Algorithmic Finance 5(3-4): 95-110 (2016) - Wolfgang Kuhle:
Darwinian adverse selection. Algorithmic Finance 5(1-2): 31-36 (2016) - A. Mintzelas, K. Kiriakopoulos:
Natural time analysis in financial markets. Algorithmic Finance 5(1-2): 37-46 (2016) - Elaine Wah, Michael P. Wellman:
Latency arbitrage in fragmented markets: A strategic agent-based analysis. Algorithmic Finance 5(3-4): 69-93 (2016) - 2015
- Malihe Alikhani, Bjørn Kjos-Hanssen, Amirarsalan Pakravan, Babak Saadat:
Pricing complexity options. Algorithmic Finance 4(3-4): 127-137 (2015) - Olivier Brandouy, Jean-Paul Delahaye, Lin Ma:
Estimating the algorithmic complexity of stock markets. Algorithmic Finance 4(3-4): 159-178 (2015) - Luca Capriotti:
Likelihood Ratio Method and Algorithmic Differentiation: Fast Second Order Greeks. Algorithmic Finance 4(1-2): 81-87 (2015) - Ricky Cooper, Michael Ong, Ben Van Vliet:
Multi-scale capability: A better approach to performance measurement for algorithmic trading. Algorithmic Finance 4(1-2): 53-68 (2015) - Maxim Gusev, Dimitri Kroujiline, Boris Govorkov, Sergey V. Sharov, Dmitry Ushanov, Maxim Zhilyaev:
Predictable markets? A news-driven model of the stock market. Algorithmic Finance 4(1-2): 5-51 (2015) - Alexandru Mandes:
Microstructure-based order placement in a continuous double auction agent based model. Algorithmic Finance 4(3-4): 105-125 (2015) - Vasilios Plakandaras, Theophilos Papadimitriou, Periklis Gogas, Konstantinos I. Diamantaras:
Market sentiment and exchange rate directional forecasting. Algorithmic Finance 4(1-2): 69-79 (2015) - George Tzagkarakis, Juliana Caicedo-Llano, Thomas Dionysopoulos:
Sparse modeling of volatile financial time series via low-dimensional patterns over learned dictionaries. Algorithmic Finance 4(3-4): 139-158 (2015) - Martin Wallmeier:
Smile in motion: An intraday analysis of asymmetric implied volatility. Algorithmic Finance 4(1-2): 89-104 (2015) - A minute with Peter Bossaerts. Algorithmic Finance 4(1-2): 1-3 (2015)
- Author Index Volume 4 (2015). Algorithmic Finance 4(3-4): 179 (2015)
