Hoboken, NJ 07030
Stevens Institute of Technology
in Total Papers Downloads
in Total Papers Citations
Limit order book, Inverse Reinforcement Learning, Markov Decision Process, Maximum likelihood, Price impact, High Frequency Trading
Agent Base, Flash Crash, S&P 500, Zero-Intelligence
Inverse Reinforcement Learning, Gaussian Process, High Frequency Trading, Algorithmic Trading, Behavioral Finance, Markov Decision Process
Graph similarity metric, String edit distance, Hierarchical clustering, XBRL, Balance sheet, Outliers detection
dark pool, agent-based model, informed vs. uninformed trader, algorithmic trading
Twitter, Financial market, Sentiment analysis, Network analysis, Financial community
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, Financial Market Returns, Market Volatility, Abnormal Sentiment, Trading Strategy
News sentiment; market returns; feedback; regression analysis
News Sentiment; Thomson Reuters News Analytics; Extreme Sentiment Shock and Sentiment Trend; Trading Strategy.
Bitcoin; Network analysis; Network flow; Entropy; Network complexity
Interest Rate Swap, Network Complexity, Volatility, Information Theory
Interbank lending market, agent-based simulation, contagion risk, network topology
XBRL, Financial Reporting Quality, Comparability, Financial Statement Structure
Standards, Data Collection, ISO20022, ISO15022, FpML, FIX
Interbank lending market, Agent-based simulation, Contagion risk, Network topology, Financial crisis
Financial reporting structural patterns, Corporate disclosure, Graph similarity metric, String edit distance, Balance sheet, XBRL
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