Volatility forecasting with machine learning and intraday commonality
Zhang, C Zhang, Y Cucuringu, M Qian, Z (08 Feb 2022)
Option Volume Imbalance as a predictor for equity market returns
Michael, N Cucuringu, M Howison, S (23 Jan 2022)
OFTER: An Online Pipeline for Time Series Forecasting
Michael, N Cucuringu, M Howison, S
OFTER: An Online Pipeline for Time Series Forecasting
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The Good, the Bad, and Latency: Exploratory Trading on Bybit and Binance
Albers, J Cucuringu, M Howison, S Shestopaloff, A
An inductive model of technological progress
Enos, J Etheridge, A Prometheus volume 28 issue 1 5-13 (01 Mar 2010)
Decentralised Finance and Automated Market Making: Predictable Loss and Optimal Liquidity Provision
Cartea, Á Drissi, F Monga, M (01 Jan 2022)
Deep Kalman Filters Can Filter
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On the geometry of the free factor graph for Aut(F_N)
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Exploiting in silico modelling to enhance translation of liver cell therapies from bench to bedside
Waters, S npj Regenerative Medicine volume 9 issue 1 (09 May 2024)
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