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
(Aug 2025)
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)
Gradient-based estimation of linear Hawkes processes with general kernels
Cartea, Á
Cohen, S
Labyad, S
(22 Nov 2021)
Deep Reinforcement Learning for Algorithmic Trading
Cartea, Á
Jaimungal, S
Sánchez-Betancourt, L
(25 Mar 2021)
Technical Uncertainty in Real Options with Learning
Al-Aradi, A
Cartea, Á
Jaimungal, S
Journal of Energy Markets
volume 11
(2018)
Where is the Value in High Frequency Trading?
Cartea, Á
Penalva, J
Banco de Espana Working Paper
issue 1111
(30 May 2011)
Brokers and Informed Traders: Dealing with Toxic Flow and Extracting Trading Signals
Cartea, Á
Sánchez-Betancourt, L
SIAM Journal on Financial Mathematics
volume 16
issue 2
243-270
(30 Jun 2025)