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Gianluca Piero Maria Virgilio : Absolute vs. relative speed in high-frequency trading. Algorithmic Finance 7 (3-4 ) : 71-86 (2018 )share record
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Dominic Wright , Luca Capriotti , Jacky Lee : Machine learning and corporate bond trading. Algorithmic Finance 7 (3-4 ) : 105-110 (2018 )2017 share record
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Jitendra Aswani : Impact of global financial crisis on network of Asian stock markets. Algorithmic Finance 6 (3-4 ) : 79-91 (2017 )share record
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Jeffery A. Born , David H. Myers , William J. Clark : Trump tweets and the efficient Market Hypothesis. Algorithmic Finance 6 (3-4 ) : 103-109 (2017 )export record
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journals/af/CapriottiJM17 share record
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Luca Capriotti , Yupeng Jiang , Andrea Macrina : AAD and least-square Monte Carlo: Fast Bermudan-style options and XVA Greeks. Algorithmic Finance 6 (1-2 ) : 35-49 (2017 )share record
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Matthew Dixon , Diego Klabjan , Jin Hoon Bang : Classification-based financial markets prediction using deep neural networks. Algorithmic Finance 6 (3-4 ) : 67-77 (2017 )share record
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Joseph D. Haley : Using directional bit sequences to reveal the property-liability underwriting cycle as an algorithmic process. Algorithmic Finance 6 (1-2 ) : 3-21 (2017 )share record
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Eugene V. Korotkov , Maria A. Korotkova : Study of the periodicity in Euro-US Dollar exchange rates using local alignment and random matrices. Algorithmic Finance 6 (1-2 ) : 23-33 (2017 )share record
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Philip Maymin : Editorial. Algorithmic Finance 6 (1-2 ) : 1 (2017 )export record
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journals/af/MontenegroA17 share record
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Mariana Rosa Montenegro , Pedro Henrique Melo Albuquerque : Wealth management: Modeling the nonlinear dependence. Algorithmic Finance 6 (1-2 ) : 51-65 (2017 )share record
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Evgeni B. Tarassov : The Russian ETF puzzle and its possible reasons. Algorithmic Finance 6 (3-4 ) : 93-102 (2017 )2016 share record
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Samit Ahlawat : Empirical evaluation of price-based technical patterns using probabilistic neural networks. Algorithmic Finance 5 (3-4 ) : 49-68 (2016 )share record
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Paolo Coletti , Maurizio Murgia : The network of the Italian stock market during the 2008-2011 financial crises. Algorithmic Finance 5 (3-4 ) : 111-137 (2016 )share record
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Siddartha Ghoshal , Steve Roberts : Extracting predictive information from heterogeneous data streams using Gaussian Processes. Algorithmic Finance 5 (1-2 ) : 21-30 (2016 )share record
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Anton Golub , Gregor Chliamovitch , Alexandre Dupuis , Bastien Chopard : Multi-scale representation of high frequency market liquidity. Algorithmic Finance 5 (1-2 ) : 3-19 (2016 )share record
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Brett Hemenway , Sanjeev Khanna : Sensitivity and computational complexity in financial networks. Algorithmic Finance 5 (3-4 ) : 95-110 (2016 )share record
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Wolfgang Kuhle : Darwinian adverse selection. Algorithmic Finance 5 (1-2 ) : 31-36 (2016 )share record
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A. Mintzelas , K. Kiriakopoulos : Natural time analysis in financial markets. Algorithmic Finance 5 (1-2 ) : 37-46 (2016 )share record
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Elaine Wah , Michael P. Wellman : Latency arbitrage in fragmented markets: A strategic agent-based analysis. Algorithmic Finance 5 (3-4 ) : 69-93 (2016 )2015 export record
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journals/af/AlikhaniKPS15 share record
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Malihe Alikhani , Bjørn Kjos-Hanssen , Amirarsalan Pakravan , Babak Saadat : Pricing complexity options. Algorithmic Finance 4 (3-4 ) : 127-137 (2015 )share record
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Olivier Brandouy , Jean-Paul Delahaye , Lin Ma : Estimating the algorithmic complexity of stock markets. Algorithmic Finance 4 (3-4 ) : 159-178 (2015 )share record
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Luca Capriotti : Likelihood Ratio Method and Algorithmic Differentiation: Fast Second Order Greeks. Algorithmic Finance 4 (1-2 ) : 81-87 (2015 )share record
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Ricky Cooper , Michael Ong , Ben Van Vliet : Multi-scale capability: A better approach to performance measurement for algorithmic trading. Algorithmic Finance 4 (1-2 ) : 53-68 (2015 )share record
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Maxim Gusev , Dimitri Kroujiline , Boris Govorkov , Sergey V. Sharov , Dmitry Ushanov , Maxim Zhilyaev : Predictable markets? A news-driven model of the stock market. Algorithmic Finance 4 (1-2 ) : 5-51 (2015 )share record
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Alexandru Mandes : Microstructure-based order placement in a continuous double auction agent based model. Algorithmic Finance 4 (3-4 ) : 105-125 (2015 )export record
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journals/af/PlakandarasPGD15 share record
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Vasilios Plakandaras , Theophilos Papadimitriou , Periklis Gogas , Konstantinos I. Diamantaras : Market sentiment and exchange rate directional forecasting. Algorithmic Finance 4 (1-2 ) : 69-79 (2015 )export record
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journals/af/TzagkarakisCD15 share record
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George Tzagkarakis , Juliana Caicedo-Llano , Thomas Dionysopoulos : Sparse modeling of volatile financial time series via low-dimensional patterns over learned dictionaries. Algorithmic Finance 4 (3-4 ) : 139-158 (2015 )share record
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Martin Wallmeier : Smile in motion: An intraday analysis of asymmetric implied volatility. Algorithmic Finance 4 (1-2 ) : 89-104 (2015 )share record
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A minute with Peter Bossaerts. Algorithmic Finance 4 (1-2 ) : 1-3 (2015 ) share record
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Author Index Volume 4 (2015). Algorithmic Finance 4 (3-4 ) : 179 (2015 )