Santa Cruz, CA 95064
United States
http://ealdrich.com
University of California, Santa Cruz
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High-frequency trading, market microstructure, Flash Crash, financial market regulation.
High-frequency trading, US Equities, News arrival
Market Design, Auctions, High-Frequency Trading, Continuous Double Auction, Frequent Batch Auction
DSGE Models, Nonlinear Solution Methods, Numerical Dynamic Program- ming, Recursive Utility, Asset Pricing
DSGE Models, Nonlinear Solution Methods, Numerical Dynamic Programming, Recursive Utility, Asset Pricing.
Parallel Computing, GPU Computing, Dynamic Programming, Asset Pricing, Heterogeneous Beliefs, General Equilibrium.
Market design, high-frequency trading, continuous double auction, IEX
Market microstructure, market design, high-frequency trading
CUDA, Dynamic Programming, Parallelization, Growth Model, Business Cycles
Statistical Tests, Habit, Long-Run Risks, Prospect Theory, Asset Pricing
trading volume, asset pricing, heterogeneous beliefs, general equilibrium
continuous ranked probability score, minimum continuous ranked probability score estimation, predictive distribution, Spatiotemporal, truncated normal, weather prediction
Market Design, Experimental Finance, Algorithmic Trading, Laboratory Experiments, Economic Software
GPU computing, Dynamic Equilibrium models
Customer Discrimination, Racial Diversity, Learning