//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"algorithmic trading"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Risk Metrics and Fine Tuning o...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
algorithmic trading
Theorie
57
Theory
57
Electronic trading
28
Elektronisches Handelssystem
28
Securities trading
27
Wertpapierhandel
27
Portfolio selection
24
Portfolio-Management
24
Volatility
22
Volatilität
22
Option pricing theory
20
Optionspreistheorie
20
Stochastic process
17
Stochastischer Prozess
17
Financial market
12
Finanzmarkt
12
Börsenkurs
11
Derivat
11
Derivative
11
Electric power industry
11
Elektrizitätswirtschaft
11
Share price
11
Decision under uncertainty
10
Entscheidung unter Unsicherheit
10
Learning process
10
Lernprozess
10
Risiko
10
Risk
10
Speculation
10
Spekulation
10
Market microstructure
9
Real options analysis
9
Realoptionsansatz
9
Algorithmus
8
Anlageverhalten
8
Behavioural finance
8
Electricity price
8
Marktmikrostruktur
8
Strompreis
8
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Conference paper
1
Konferenzbeitrag
1
Language
All
English
9
Author
All
Jaimungal, Sebastian
8
Cartea, Álvaro
7
Ning, Brian
2
Casgrain, Philippe
1
Donnelly, Ryan
1
Drissi, Fayçal
1
Lin, Franco Ho Ting
1
Monga, Marcello
1
Ricci, Jason
1
Sánchez-Betancourt, Leonardo
1
more ...
less ...
Published in...
All
Applied mathematical finance
5
International journal of theoretical and applied finance
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modelling asset prices for algorithmic and high-frequency trading
Cartea, Álvaro
;
Jaimungal, Sebastian
- In:
Applied mathematical finance
20
(
2013
)
5/6
,
pp. 512-547
Persistent link: https://www.econbiz.de/10010235563
Saved in:
2
Latency and liquidity risk
Cartea, Álvaro
;
Jaimungal, Sebastian
; …
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012807838
Saved in:
3
Algorithmic trading of co-integrated assets
Cartea, Álvaro
;
Jaimungal, Sebastian
- In:
International journal of theoretical and applied finance
19
(
2016
)
6
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011572368
Saved in:
4
Risk metrics and fine tuning of high-frequency trading strategies
Cartea, Álvaro
;
Jaimungal, Sebastian
- In:
Mathematical finance : an international journal of …
25
(
2015
)
3
,
pp. 576-611
Persistent link: https://www.econbiz.de/10011350564
Saved in:
5
Trading strategies within the edges of no-arbitrage
Cartea, Álvaro
;
Jaimungal, Sebastian
;
Ricci, Jason
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011889457
Saved in:
6
Enhancing trading strategies with order book signals
Cartea, Álvaro
;
Donnelly, Ryan
;
Jaimungal, Sebastian
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011959112
Saved in:
7
Double Deep Q-Learning for optimal execution
Ning, Brian
;
Lin, Franco Ho Ting
;
Jaimungal, Sebastian
- In:
Applied mathematical finance
28
(
2021
)
4
,
pp. 361-380
Persistent link: https://www.econbiz.de/10013411703
Saved in:
8
Deep Q-learning for Nash equilibria : Nash-DQN
Casgrain, Philippe
;
Ning, Brian
;
Jaimungal, Sebastian
- In:
Applied mathematical finance
29
(
2022
)
1
,
pp. 62-78
Persistent link: https://www.econbiz.de/10013554784
Saved in:
9
Predictable losses of liquidity provision in constant function markets and concentrated liquidity markets
Cartea, Álvaro
;
Drissi, Fayçal
;
Monga, Marcello
- In:
Applied mathematical finance
30
(
2023
)
2
,
pp. 69-93
Persistent link: https://www.econbiz.de/10014443350
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->