Peter Beling

University of Virginia, Dept. of System & Information Engineering

1400 University Ave

Charlottesville, VA 22903

United States

  • University of Virginia, Dept. of System & Information Engineering

SCHOLARLY PAPERS

10

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SSRN CITATIONS
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Top 43,733

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7

CROSSREF CITATIONS

9

Scholarly Papers (10)

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1.

Behavior Based Learning in Identifying High Frequency Trading Strategies

Number of pages: 8 Posted: 08 Nov 2011
Steve Y. Yang, Mark E. Paddrik, Roy Hayes, Andrew Todd, Andrei A. Kirilenko, Peter Beling and William Scherer
Stevens Institute of Technology, Government of the United States of America - Office of Financial Research, University of Virginia, University of Virginia, University of Cambridge - Finance, University of Virginia, Dept. of System & Information Engineering and IEEE Intelligent Transportation Systems Society
Downloads 1,732 (11,839)
Citation 2

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Limit order book, Inverse Reinforcement Learning, Markov Decision Process, Maximum likelihood, Price impact, High Frequency Trading

2.

Gaussian Process Based Trading Strategy Identification

Number of pages: 39 Posted: 04 May 2012 Last Revised: 04 Dec 2012
Steve Y. Yang, Qifeng Qiao, Peter Beling, William Scherer and Andrei A. Kirilenko
Stevens Institute of Technology, University of Virginia - Systems Engineering, University of Virginia, Dept. of System & Information Engineering, University of Virginia and University of Cambridge - Finance
Downloads 601 (54,741)
Citation 2

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Inverse Reinforcement Learning, Gaussian Process, High Frequency Trading, Algorithmic Trading, Behavioral Finance, Markov Decision Process

3.

An Agent Based Model of the E-Mini S&P 500 and the Flash Crash

Number of pages: 8 Posted: 23 Sep 2011 Last Revised: 18 Jul 2012
Mark E. Paddrik, Roy Hayes, Andrew Todd, Steve Y. Yang, William Scherer and Peter Beling
Government of the United States of America - Office of Financial Research, University of Virginia, University of Virginia, Stevens Institute of Technology, IEEE Intelligent Transportation Systems Society and University of Virginia, Dept. of System & Information Engineering
Downloads 560 (59,832)
Citation 9

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Agent Base, Flash Crash, S&P 500, Zero-Intelligence

4.

Law Search as Prediction

Virginia Public Law and Legal Theory Research Paper No. 2018-61
Number of pages: 59 Posted: 07 Nov 2018 Last Revised: 27 Apr 2021
Michael A. Livermore, Faraz Dadgostari, Mauricio Guim, Peter Beling and Daniel Rockmore
University of Virginia School of Law, University of Virginia, Instituto Tecnológico Autónomo de México (ITAM) - Law School, University of Virginia, Dept. of System & Information Engineering and Dartmouth College - Department of Mathematics
Downloads 253 (147,732)

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search, artificial intelligence and law, machine learning, topic models, legal reasoning

5.

Effects of Limit Order Book Information Level on Market Stability Metrics

Journal of Economic Interaction and Coordination, Forthcoming, Office of Financial Research Working Paper No. 14-09
Number of pages: 27 Posted: 22 Aug 2015 Last Revised: 12 Nov 2015
Mark E. Paddrik, Roy Hayes, William Scherer and Peter Beling
Government of the United States of America - Office of Financial Research, University of Virginia, University of Virginia and University of Virginia, Dept. of System & Information Engineering
Downloads 221 (168,330)
Citation 1

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6.

Agent Based Model of the E-Mini S&P 500 Future: Application for Policy Making

Proceedings of the 2012 Winter Simulation Conference
Number of pages: 12 Posted: 19 Jul 2012 Last Revised: 20 Jun 2013
Roy Hayes, Mark E. Paddrik, Andrew Todd, Steve Y. Yang, Peter Beling and William Scherer
University of Virginia, Government of the United States of America - Office of Financial Research, University of Virginia, Stevens Institute of Technology, University of Virginia, Dept. of System & Information Engineering and IEEE Intelligent Transportation Systems Society
Downloads 220 (169,040)
Citation 8

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Agent Based Model, Agent, E-MINI S&P 500, Minimum Quote Life, Policy, Rule Making

7.

An Agent-Based Financial Simulation for Use by Researchers

Number of pages: 10 Posted: 12 Apr 2014 Last Revised: 17 Apr 2014
Roy Hayes, Andrew Todd, Nachapon Chaidarun, Scott Tepsuporn, Peter Beling and William Scherer
University of Virginia, University of Virginia, University of Virginia, University of Virginia, University of Virginia, Dept. of System & Information Engineering and University of Virginia
Downloads 115 (290,063)

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Agent-based, Finance, High Frequency Traders, Regulation, Policy

8.

Law Search In The Age Of The Algorithm

2020 MICH. ST. L. REV. 1183 , Virginia Public Law and Legal Theory Research Paper No. 2021-26
Number of pages: 57 Posted: 28 Apr 2021
Michael A. Livermore, Peter Beling, Keith Carlson, Faraz Dadgostari, Mauricio Guim and Daniel Rockmore
University of Virginia School of Law, University of Virginia, Dept. of System & Information Engineering, Dartmouth College, University of Virginia, Instituto Tecnológico Autónomo de México (ITAM) - Law School and Dartmouth College - Department of Mathematics
Downloads 68 (401,163)

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artificial intelligence, machine learning, natural language processing, legal research, search, information retrieval, information behavior

9.

Machine Learning Classifications of Player Behavior

Number of pages: 26 Posted: 22 Apr 2021
Morgan Freiberg, Kent McLaughlin, Adinda Ningtyas, Oliver Taylor, Roy Hayes, Stephen Adams and Peter Beling
affiliation not provided to SSRN, affiliation not provided to SSRN, Independent, affiliation not provided to SSRN, University of Virginia, affiliation not provided to SSRN and University of Virginia, Dept. of System & Information Engineering
Downloads 13 (672,623)

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Machine Learning

10.

Visualizations for Financial Market Regulation

Posted: 18 Apr 2013 Last Revised: 16 Apr 2015
Mark E. Paddrik, Richard Haynes, Andrew Todd, William Scherer and Peter Beling
Government of the United States of America - Office of Financial Research, Government of the United States of America - Department of the Treasury, University of Virginia, IEEE Intelligent Transportation Systems Society and University of Virginia, Dept. of System & Information Engineering

Abstract:

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Visual Anaylsis, Financial Market Regulation, Financial Data, Electronic Order Book