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
This page was built for person: Frank McGroarty
