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~isPartOf:"International finance discussion papers"
~isPartOf:"Pacific-Basin finance journal"
~isPartOf:"Quantitative finance"
~isPartOf:"Working papers"
~subject:"Algorithmus"
~subject:"Theorie"
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Algorithmus
Theorie
Electronic trading
47
Elektronisches Handelssystem
47
Securities trading
28
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28
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26
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15
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Ślepaczuk, Robert
4
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Abergel, Frédéric
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Baldacci, Bastien
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1
Bergault, Philippe
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1
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1
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Mahmoodzadeh, S.
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International finance discussion papers
Pacific-Basin finance journal
Quantitative finance
Working papers
The journal of trading
13
Journal of financial economics
12
Computational economics
11
Journal of financial markets
10
Research in international business and finance
9
Market microstructure and liquidity
8
Applied mathematical finance
6
Finance research letters
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Gabler Edition Wissenschaft
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Discussion paper / Centre for Economic Policy Research
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Financial innovation : FIN
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Journal of economic dynamics & control
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The review of financial studies
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International journal of theoretical and applied finance
4
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Research paper series / Swiss Finance Institute
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The Oxford handbook of computational economics and finance
4
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CFS working paper series
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Discussion paper / Tinbergen Institute
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Finance and stochastics
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Financial market structure and dynamics : proceedings of a conference held by the Bank of Canada, November 2001
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International review of economics & finance : IREF
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International review of financial analysis
3
Journal of econometrics
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Journal of economic behavior & organization : JEBO
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Journal of international financial markets, institutions & money
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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SAFE working paper
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The financial review : the official publication of the Eastern Finance Association
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The journal of financial market infrastructures
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Wiley Trading Ser.
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Wiley trading series
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ECONIS (ZBW)
18
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1
A generative model of a limit order book using recurrent neural networks
Hultin, Hanna
;
Hult, Henrik
;
Proutiere, Alexandre
; …
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 931-958
Persistent link: https://www.econbiz.de/10014304400
Saved in:
2
Ensembled LSTM with walk forward optimization in algorithmic trading
Chojnacki, Karol
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014308890
Saved in:
3
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:
4
Optimal trade execution for Gaussian signals with power-law resilience
Forde, Martin
;
Sánchez-Betancourt, Leandro
;
Smith, Benjamin
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 585-596
Persistent link: https://www.econbiz.de/10013167782
Saved in:
5
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:
6
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:
7
Deep limit order book events dynamics
Bilodeau, Yann
-
2020
Persistent link: https://www.econbiz.de/10012384636
Saved in:
8
Algorithmic market making for options
Baldacci, Bastien
;
Bergault, Philippe
;
Guéant, Olivier
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 85-97
Persistent link: https://www.econbiz.de/10012424635
Saved in:
9
Algorithmic trading in a microstructural limit order book model
Abergel, Frédéric
;
Huré, Côme
;
Pham, Huyên
- In:
Quantitative finance
20
(
2020
)
8
,
pp. 1263-1283
Persistent link: https://www.econbiz.de/10012262662
Saved in:
10
The information content of high-frequency traders aggressive orders : recent evidence
Saliba, Pamela
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1779-1794
Persistent link: https://www.econbiz.de/10012295637
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