Detecting Toxic Flow
Cartea, Á
Duran Martin, G
Sanchez Betancourt, L
Quantitative Finance
Detecting Toxic Flow
Cartea, Á
Duran Martin, G
Sanchez Betancourt, L
Quantitative Finance
Bandits for Algorithmic Trading with Signals
Cartea, Á
Drissi, F
Osselin, P
(19 Jun 2023)
Algorithmic Collusion in Electronic Markets: The Impact of Tick Size
Cartea, Á
Chang, P
Penalva, J
(10 May 2022)
Decentralised finance and automated market making: Execution and speculation
Cartea, Á
Drissi, F
Monga, M
Journal of Economic Dynamics and Control
volume 177
105134
(01 Aug 2025)
doi:10.1016/j.jedc.2025.105134
The Algorithmic Learning Equations: Evolving Strategies in Dynamic Games
Cartea, Á
Chang, P
Penalva, J
Waldon, H
(28 Jul 2022)
Optimal Execution of Foreign Securities: A Double-Execution Problem
Cartea, Á
Perez Arribas, I
Sánchez-Betancourt, L
(27 Mar 2020)
Optimal Execution of Foreign Securities: A Double-Execution Problem
Cartea, Á
Perez Arribas, I
Sánchez-Betancourt, L
(27 Mar 2020)
Gradient-based estimation of linear Hawkes processes with general kernels
Cartea, Á
Cohen, S
Labyad, S
(22 Nov 2021)
Gradient-based estimation of linear Hawkes processes with general kernels
Cartea, Á
Cohen, S
Labyad, S
(22 Nov 2021)