Option Volume Imbalance as a predictor for equity market returns
 Michael, N Cucuringu, M Howison, S (23 Jan 2022) doi:10.48550/arxiv.2201.09319
Co-trading networks for modeling dynamic interdependency structures and estimating high-dimensional covariances in US equity markets
 Lu, Y Reinert, G Cucuringu, M (18 Feb 2023) doi:10.48550/arxiv.2302.09382
OFTER: An Online Pipeline for Time Series Forecasting
 Michael, N Cucuringu, M Howison, S (2023) doi:10.2139/ssrn.4413028
Correlation Matrix Clustering for Statistical Arbitrage Portfolios
 Cartea, Á Cucuringu, M Jin, Q (2023) doi:10.2139/ssrn.4560455
Detecting Lead-Lag Relationships in Stock Returns and Portfolio Strategies
 Cartea, Á Cucuringu, M Jin, Q (2023) doi:10.2139/ssrn.4599565
The Good, the Bad, and Latency: Exploratory Trading on Bybit and Binance
 Albers, J Cucuringu, M Howison, S Shestopaloff, A (2024) doi:10.2139/ssrn.4677989
The Bouncy Particle Sampler: A Non-Reversible Rejection-Free Markov Chain Monte Carlo Method
 Bouchard-Côté, A Vollmer, S Doucet, A (08 Oct 2015) doi:10.48550/arxiv.1510.02451
Piecewise Deterministic Markov Processes for Scalable Monte Carlo on Restricted Domains
 Bierkens, J Bouchard-Côté, A Doucet, A Duncan, A Fearnhead, P Lienart, T Roberts, G Vollmer, S (16 Jan 2017) doi:10.48550/arxiv.1701.04244
Subscribe to