Frank McGroarty
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| High frequency trading strategies, market fragility and price spikes: an agent based model perspective Annals of Operations Research | 2020-01-20 | Paper |
| Performance-weighted ensembles of random forests for predicting price impact Quantitative Finance | 2019-02-06 | Paper |
| Ultra-high-frequency lead-lag relationship and information arrival Quantitative Finance | 2018-11-14 | Paper |
| Ultra-high-frequency algorithmic arbitrage across international index futures Journal of Forecasting | 2018-10-12 | Paper |
| Signal diffusion mapping: optimal forecasting with time-varying lags Journal of Forecasting | 2018-10-12 | Paper |
| It takes all sorts: a heterogeneous agent explanation for prediction market mispricing European Journal of Operational Research | 2018-07-12 | Paper |
| The risk premium that never was: a fair value explanation of the volatility spread European Journal of Operational Research | 2018-05-30 | Paper |
Research outcomes over time
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