Hoboken, NJ 07030
United States
Stevens Institute of Technology
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Limit order book, Inverse Reinforcement Learning, Markov Decision Process, Maximum likelihood, Price impact, High Frequency Trading
Inverse Reinforcement Learning, Gaussian Process, High Frequency Trading, Algorithmic Trading, Behavioral Finance, Markov Decision Process
Agent Base, Flash Crash, S&P 500, Zero-Intelligence
News Sentiment, Financial Market Returns, Market Volatility, Abnormal Sentiment, Trading Strategy
comparability, financial statement structure, analyst forecast, XBRL
XBRL, Financial Reporting Quality, Comparability, Financial Statement Structure
dark pool, agent-based model, informed vs. uninformed trader, algorithmic trading
Bitcoin; Network analysis; Network flow; Entropy; Network complexity
Point Process; Hawkes Process; Investor Sentiment; Return Jumps; News Sentiment
Twitter, Financial market, Sentiment analysis, Network analysis, Financial community
Graph similarity metric, String edit distance, Hierarchical clustering, XBRL, Balance sheet, Outliers detection
Financial reporting structural patterns, Corporate disclosure, Graph similarity metric, String edit distance, Balance sheet, XBRL
News Sentiment; Thomson Reuters News Analytics; Extreme Sentiment Shock and Sentiment Trend; Trading Strategy.
Agent Based Model, Agent, E-MINI S&P 500, Minimum Quote Life, Policy, Rule Making
Agent-based model, Twitter, Information diffusion, Financial market
News sentiment; market returns; feedback; regression analysis
Interbank lending market, Agent-based simulation, Contagion risk, Network topology, Financial crisis
Standards, Data Collection, ISO20022, ISO15022, FpML, FIX
Interbank lending market, agent-based simulation, contagion risk, network topology
Interbank Lending Market, Contagion Risk, Multi-Agent System, Reinforcement Learning Agent
Life-cycle model, Household finance, Stock market participation, Financial literacy
Interbank Lending Market, Fire Sale, Liquidity Risk, Agent-Based Simulation, Contagion Risk, Network Topology
Reinforcement Learning, Agent-Based Modeling, Contagion Risk, Liquidity Hoarding, Relationship Lending, Fire Sales, Network Topology