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subject:"USA"
~isPartOf:"Working papers"
~subject:"Finanzmarkt"
~subject:"Liquidity"
~subject:"Wertpapierhandel"
~type_genre:"Adressbuch"
~type_genre:"Graue Literatur"
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USA
Finanzmarkt
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Securities trading
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14
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Ślepaczuk, Robert
5
Bellia, Mario
2
Corazza, Marco
2
Pelizzon, Loriana
2
Pellizzari, Paolo
2
Subrahmanyam, Marti G.
2
Uno, Jun
2
Yuferova, Darya
2
Abreu, Margarida
1
Baranochnikov, Illia
1
Bilodeau, Yann
1
Dionne, Georges
1
Fasano, Giovanni
1
Gusso, Riccardo
1
Korzén, Kamil
1
Kryńska, Katarzyna
1
Ladley, Dan
1
Ma, Baiquan
1
Mendes, Victor
1
Pesenti, Raffaele
1
Quynh Bui
1
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1
Zhou, Xiaozhou
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Working papers
Working paper / National Bureau of Economic Research, Inc.
128
Discussion paper / Centre for Economic Policy Research
78
Research paper series / Swiss Finance Institute
39
CFS working paper series
32
Fisher College of Business working paper series
29
SAFE working paper
27
Working paper / Centre for Financial Research
26
SFB 649 discussion paper
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Swiss Finance Institute Research Paper
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Working paper
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Staff reports / Federal Reserve Bank of New York
20
Working papers / Rodney L. White Center for Financial Research
18
Discussion papers / CEPR
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IMF country report
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CESifo working papers
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Discussion paper
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Staff working papers / Bank of England
15
Discussion paper / Tinbergen Institute
14
Finance and economics discussion series
14
Rodney L. White Center for Financial Research
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Working papers / Financial Institutions Center
13
Discussion paper / LSE Financial Markets Group
11
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
11
Discussion paper series / LSE Financial Markets Group
10
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
9
Staff working paper / Bank of Canada
9
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9
Working papers / Innocenzo Gasparini Institute for Economic Research
9
Discussion paper / Center for Economic Research, Tilburg University
8
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8
Research papers / New York Stock Exchange
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Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
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Umeå economic studies
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Working papers / Bank for International Settlements
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ECONIS (ZBW)
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1
The profitability of pairs trading strategies on Hong-Kong stock market : distance, cointegration, and correlation methods
Ma, Baiquan
;
Ślepaczuk, Robert
-
2022
Persistent link: https://www.econbiz.de/10012816711
Saved in:
2
A comparison of LSTM and GRU architectures with novel walk-forward approach to algorithmic investment strategy
Baranochnikov, Illia
;
Ślepaczuk, Robert
-
2022
Persistent link: https://www.econbiz.de/10013473692
Saved in:
3
Daily and intraday application of various architectures of the LSTM model in algorithmic investment strategies on Bitcoin and the S&P 500 Index
Kryńska, Katarzyna
;
Ślepaczuk, Robert
-
2022
Persistent link: https://www.econbiz.de/10013473995
Saved in:
4
Deep limit order book events dynamics
Bilodeau, Yann
-
2020
Persistent link: https://www.econbiz.de/10012384636
Saved in:
5
Applying hurst exponent in pair trading strategies
Quynh Bui
;
Ślepaczuk, Robert
-
2020
Persistent link: https://www.econbiz.de/10012322277
Saved in:
6
Coming early to the party
Bellia, Mario
;
Pelizzon, Loriana
;
Subrahmanyam, Marti G.
; …
-
2020
Persistent link: https://www.econbiz.de/10012244860
Saved in:
7
Low-latency trading and price discovery : evidence from the Tokyo stock exchange in the pre-opening and opening periods
Bellia, Mario
;
Pelizzon, Loriana
;
Subrahmanyam, Marti G.
; …
-
2020
Persistent link: https://www.econbiz.de/10012244863
Saved in:
8
Information environments and high price impact trades : implication for volatility and price efficiency
Dionne, Georges
;
Zhou, Xiaozhou
-
2019
Persistent link: https://www.econbiz.de/10012139168
Saved in:
9
A comparison among Reinforcement Learning algorithms in financial trading systems
Corazza, Marco
;
Fasano, Giovanni
;
Gusso, Riccardo
; …
-
2019
Persistent link: https://www.econbiz.de/10012197155
Saved in:
10
Hybrid investment strategy based on momentum and macroeconomic approach
Korzén, Kamil
;
Ślepaczuk, Robert
-
2019
Persistent link: https://www.econbiz.de/10012196602
Saved in:
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