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~isPartOf:"International finance discussion papers"
~isPartOf:"Quantitative finance"
~isPartOf:"Working papers"
~subject:"Algorithmus"
~subject:"Securities trading"
~subject:"Wertpapierhandel"
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Algorithmus
Securities trading
Wertpapierhandel
Electronic trading
35
Elektronisches Handelssystem
35
Börsenkurs
18
Share price
18
Theorie
15
Theory
15
High-frequency trading
10
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7
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7
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19
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Ślepaczuk, Robert
4
Abergel, Frédéric
2
Bellia, Mario
2
Pelizzon, Loriana
2
Subrahmanyam, Marti G.
2
Uno, Jun
2
Yuferova, Darya
2
Baldacci, Bastien
1
Baranochnikov, Illia
1
Bazzana, Flavio
1
Bel Hadj Ayed, Ahmed
1
Bergault, Philippe
1
Bilodeau, Yann
1
Chaboud, Alain
1
Chiquoine, Benjamin
1
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1
Corazza, Marco
1
Donatoni, Enrico
1
Fasano, Giovanni
1
Forde, Martin
1
Frei, Christoph
1
Gençay, Ramazan
1
Gusso, Riccardo
1
Guéant, Olivier
1
Hjalmarsson, Erik
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1
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1
Kryńska, Katarzyna
1
Ma, Baiquan
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Mahmoodzadeh, S.
1
Paterlini, Sandra
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1
Pesenti, Raffaele
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Pham, Huyên
1
Platania, Federico
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Proutiere, Alexandre
1
Rabeyrin, Jean-Jacques
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Rojček, Jakub
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International finance discussion papers
Quantitative finance
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Journal of financial markets
23
The journal of trading
21
Journal of financial economics
15
Wiley trading series
14
Market microstructure and liquidity
13
Journal of banking & finance
12
Pacific-Basin finance journal
11
Applied mathematical finance
10
Research in international business and finance
10
Computational economics
9
International review of financial analysis
8
Journal of international financial markets, institutions & money
8
Journal of risk and financial management : JRFM
8
Research paper series / Swiss Finance Institute
8
SAFE working paper
8
The financial review : the official publication of the Eastern Finance Association
8
Finance research letters
7
International journal of theoretical and applied finance
7
Journal of empirical finance
7
CFS working paper series
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Review of quantitative finance and accounting
6
NBER Working Paper
5
NBER working paper series
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Swiss Finance Institute Research Paper
5
The European journal of finance
5
The journal of futures markets
5
Economic modelling
4
Gabler Edition Wissenschaft
4
Intelligent systems in accounting finance and management : international journal
4
International journal of economics and financial issues : IJEFI
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Journal of economic behavior & organization : JEBO
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Journal of economic dynamics & control
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Journal of financial and quantitative analysis : JFQA
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The Oxford handbook of computational economics and finance
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ECONIS (ZBW)
19
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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
Coming early to the party
Bellia, Mario
;
Pelizzon, Loriana
;
Subrahmanyam, Marti G.
; …
-
2020
Persistent link: https://www.econbiz.de/10012244860
Saved in:
9
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:
10
Market making with inventory control and order book information
Donatoni, Enrico
;
Paterlini, Sandra
;
Bazzana, Flavio
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 597-610
Persistent link: https://www.econbiz.de/10013167784
Saved in:
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