Statistical Predictions of Trading Strategies in Electronic Markets
Cartea, Á
Cohen, S
Graumans, R
Labyad, S
Sánchez-Betancourt, L
van Veldhuijzen, L
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Automated Market Makers Designs Beyond Constant Functions
Cartea, Á
Drissi, F
Sánchez-Betancourt, L
Siska, D
Szpruch, L
(25 May 2023)
Detecting Lead-Lag Relationships in Stock Returns and Portfolio Strategies
Cartea, Á
Cucuringu, M
Jin, Q
(11 Oct 2023)
Decentralized Finance and Automated Market Making: Predictable Loss and Optimal Liquidity Provision
Cartea, Á
Drissi, F
Monga, M
SIAM Journal on Financial Mathematics
volume 15
issue 3
931-959
(30 Sep 2024)
Algorithmic Collusion and a Folk Theorem from Learning with Bounded Rationality
Cartea, Á
Chang, P
Penalva, J
Waldon, H
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Optimal Execution and Speculation With Trade Signals
Bank, P
Cartea, Á
Körber, L
(01 Jun 2023)
A Similarity-based Approach to Covariance Forecasting
Cartea, Á
Cucuringu, M
Jennings, M
Zhang, C
(01 Dec 2023)
Spoofing and Manipulating Order Books with Learning Algorithms
Cartea, Á
Chang, P
García-Arenas, G
(21 Nov 2023)
Detecting Toxic Flow
Cartea, Á
Duran-Martin, G
Sánchez-Betancourt, L
(10 Oct 2023)
Bandits for Algorithmic Trading with Signals
Cartea, Á
Drissi, F
Osselin, P
(19 Jun 2023)