The following pages link to Frank McGroarty (Q1651708):
Displaying 7 items.
- It takes all sorts: a heterogeneous agent explanation for prediction market mispricing (Q1651709) (← links)
- The risk premium that never was: a fair value explanation of the volatility spread (Q1754048) (← links)
- High frequency trading strategies, market fragility and price spikes: an agent based model perspective (Q2288938) (← links)
- Ultra-high-frequency lead–lag relationship and information arrival (Q4554452) (← links)
- Performance-weighted ensembles of random forests for predicting price impact (Q4619486) (← links)
- Ultra‐High‐Frequency Algorithmic Arbitrage Across International Index Futures (Q4687518) (← links)
- Signal Diffusion Mapping: Optimal Forecasting with Time‐Varying Lags (Q4687583) (← links)
