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Hayes, Roy's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
964 |
Total
Citations
3 |
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1.
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Yang, Steve Y.
Stevens Institute of Technology Paddrik, Mark E.
University of Virginia (UVA) Hayes, Roy
University of Virginia Todd, Andrew
University of Virginia (UVA) Kirilenko, Andrei A.
MIT Sloan School of Management Beling, Peter
University of Virginia, Dept. of System & Information Engineering Scherer, William
IEEE Intelligent Transportation Systems Society
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575
(21,155)
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Limit order book, Inverse Reinforcement Learning, Markov Decision Process, Maximum likelihood, Price impact, High Frequency Trading
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2.
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Paddrik, Mark E.
University of Virginia (UVA) Hayes, Roy
University of Virginia Todd, Andrew
University of Virginia (UVA) Yang, Steve Y.
Stevens Institute of Technology Scherer, William
IEEE Intelligent Transportation Systems Society Beling, Peter
University of Virginia, Dept. of System & Information Engineering
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23 Sep 11
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Last Revised:
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18 Jul 12
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261
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2
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Agent Base, Flash Crash, S&P 500, Zero-Intelligence
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3.
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Hayes, Roy
University of Virginia Paddrik, Mark E.
University of Virginia (UVA) Todd, Andrew
University of Virginia (UVA) Yang, Steve Y.
Stevens Institute of Technology Beling, Peter
University of Virginia, Dept. of System & Information Engineering Scherer, William
IEEE Intelligent Transportation Systems Society
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19 Jul 12
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Last Revised:
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18 Apr 13
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79
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1
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Agent Based Model, Agent, E-MINI S&P 500, Minimum Quote Life, Policy, Rule Making
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4.
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Olfat, Matt
University of Virginia (UVA) Paddrik, Mark E.
University of Virginia (UVA) Hayes, Roy
University of Virginia Wold, Kari
University of Virginia (UVA)
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08 Jan 13
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Last Revised:
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19 Mar 13
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40
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market microstructure, financial engineering, simulation, education
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5.
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Hayes, Roy
University of Virginia Hayes, Reginald Lee
Old Dominion University
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27 Mar 13
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Last Revised:
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31 Mar 13
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9
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Agent based, Mass shooting, Assualt weapon, High capacity magazine
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Records 1 -
5
of 5 matches
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1
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