Peter Beling

University of Virginia, Dept. of System & Information Engineering

1400 University Ave

Charlottesville, VA 22903

United States

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 14,171

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Top 14,171

in Total Papers Downloads

3,458

SSRN CITATIONS
Rank 39,672

SSRN RANKINGS

Top 39,672

in Total Papers Citations

6

CROSSREF CITATIONS

8

Scholarly Papers (9)

1.

Behavior Based Learning in Identifying High Frequency Trading Strategies

Number of pages: 8 Posted: 08 Nov 2011
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 1,660 (10,171)
Citation 2

Abstract:

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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
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 554 (49,908)
Citation 2

Abstract:

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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
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 517 (54,509)
Citation 9

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

4.

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
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 212 (147,175)
Citation 7

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

5.

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: 09 Nov 2018
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 202 (154,058)

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

6.

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
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 200 (155,500)

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7.

An Agent-Based Financial Simulation for Use by Researchers

Number of pages: 10 Posted: 12 Apr 2014 Last Revised: 17 Apr 2014
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 112 (250,834)

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

8.

Regulatory Capital Decisions in the Context of Consumer Loan Portfolios

Journal of the Operational Research Society, Vol. 68, Issue 7, 2017
Number of pages: 12 Posted: 27 Jul 2018
University of Cape Town (UCT) - Department of Finance and Tax, University of Virginia, Dept. of System & Information Engineering and University of Virginia - McIntire School of Commerce
Downloads 1 (665,297)
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regulatory capital, decision-making under risk, Basel Accord

9.

Visualizations for Financial Market Regulation

Posted: 18 Apr 2013 Last Revised: 16 Apr 2015
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

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