Frank McGroarty

Available identifiers

zbMath Open mcgroarty.frankMaRDI QIDQ1651708

List of research outcomes

Publication	Date of Publication	Type
High frequency trading strategies, market fragility and price spikes: an agent based model perspective	2020-01-20	Paper
Performance-weighted ensembles of random forests for predicting price impact	2019-02-06	Paper
Ultra-high-frequency lead-lag relationship and information arrival	2018-11-14	Paper
Ultra-high-frequency algorithmic arbitrage across international index futures	2018-10-12	Paper
Signal diffusion mapping: optimal forecasting with time-varying lags	2018-10-12	Paper
It takes all sorts: a heterogeneous agent explanation for prediction market mispricing	2018-07-12	Paper
The risk premium that never was: a fair value explanation of the volatility spread	2018-05-30	Paper

Research outcomes over time

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