Stuart Graduate School of Business
565 W. Adams St.
Chicago, IL 60661
United States
Illinois Institute of Technology - Stuart School of Business
SSRN RANKINGS
in Total Papers Downloads
C++, financial programming, financial engineering
query language, trading strategy, backtesting
automated trading, quantitative finance, statistical process control
Cryptocurrency, Metcalfe’s Law, Rogers' Law, Diffusion of Innovation
risk-adjusted performance measure, term structure of capability, algorithmic trading, prudence
Copula, Sklar
high frequency trading, performance measurement, capability
High-frequency trading, Automation, ethics, Quality management
high frequency trading, limit order book, liquidity, order execution quality
lean startup, minimum viable product, behavioral finance, cybernetics, innovation management
High frequency trading, adaptive markets hypothesis, capability theory, satisficing
independent component analysis, EGARCH, equity index volatility
high-frequency trading, R&D project management, real options
Decentralized finance, cryptocurrencies, regulation, anti-money laundering, trustworthiness, virtual asset service providers, ISO standards
independent component analysis, option pricing, stochastic volatility
hedge fund herding, independent component analysis
Unconstrained strategies, portfolio optimization, polynomial utility maximization, principal component analysis
structured products, behavioral innovation economics, strategic entrepreneurship, competitive advantage, expected capability theory
cryptocurrency mining, quality management, ethics
cryptocurrencies, quality management, trustworthiness
high frequency trading, statistical process control, generalized lambda distribution
quality management system standard, automated trading
High frequency trading, expected return, alpha
high frequency trading, phantom liquidity, limit order markets
High frequency trading, reliability engineering, systemic risk
hedge funds, stability, investor behavior
Hedge funds, gate provisions, side pockets
Principal components, bond yields, portfolio optimization, fat tails
