Ben Van Vliet

Illinois Institute of Technology - Stuart School of Business

Associate Professor

Stuart Graduate School of Business

565 W. Adams St.

Chicago, IL 60661

United States

SCHOLARLY PAPERS

28

DOWNLOADS
Rank 14,915

SSRN RANKINGS

Top 14,915

in Total Papers Downloads

7,096

TOTAL CITATIONS

39

Scholarly Papers (28)

1.

Competitive Advantage in Algorithmic Trading: A Behavioral Innovation Economics Approach

Review of Behavioral Finance, Vol. 15, Issue 3
Number of pages: 40 Posted: 11 Mar 2022 Last Revised: 03 Jan 2024
Illinois Institute of Technology - Stuart School of Business, IIT, Audencia School of Management, Audencia Nantes School of Management and Illinois Institute of Technology - Stuart School of Business
Downloads 1,146 (41,060)
Citation 2

Abstract:

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2.

C++ for Financial Applications: Syntax and Algorithms

Number of pages: 282 Posted: 01 Nov 2018 Last Revised: 18 Jan 2019
Ben Van Vliet
Illinois Institute of Technology - Stuart School of Business
Downloads 728 (76,633)

Abstract:

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C++, financial programming, financial engineering

3.

FinQL: A Query Language for Big Data in Finance

Algorithmic Finance, Forthcoming
Number of pages: 58 Posted: 04 Nov 2015 Last Revised: 17 Nov 2015
Julian Mulla and Ben Van Vliet
Illinois Institute of Technology and Illinois Institute of Technology - Stuart School of Business
Downloads 564 (106,048)
Citation 1

Abstract:

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query language, trading strategy, backtesting

4.

Automated Finance: The Assumptions and Behavioral Aspects of Algorithmic Trading

Journal of Behavioral Finance. Vol. 13, No. 1. 2012.
Number of pages: 14 Posted: 18 Sep 2013 Last Revised: 14 May 2014
Andrew Kumiega and Ben Van Vliet
Illinois Institute of Technology - Stuart School of Business and Illinois Institute of Technology - Stuart School of Business
Downloads 534 (113,612)
Citation 7

Abstract:

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automated trading, quantitative finance, statistical process control

5.

An Alternative Model of Metcalfe's Law for Valuing Bitcoin

Economics Letters, Volume 165, April 2018, pp. 70-72
Number of pages: 10 Posted: 13 Dec 2017 Last Revised: 19 Jan 2024
Ben Van Vliet
Illinois Institute of Technology - Stuart School of Business
Downloads 481 (128,916)
Citation 10

Abstract:

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Cryptocurrency, Metcalfe’s Law, Rogers' Law, Diffusion of Innovation

6.

Multi-Scale Capability: A Better Approach to Performance Measurement for Algorithmic Trading

Algorithmic Finance (2015), 4:1-2, 53-68
Number of pages: 17 Posted: 30 Aug 2014 Last Revised: 28 Jul 2015
Ricky Cooper, Michael Ong and Ben Van Vliet
Illinois Institute of Technology - Stuart School of Business, IIT, Michael K. Ong Risk Advisory and Illinois Institute of Technology - Stuart School of Business
Downloads 466 (134,084)

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risk-adjusted performance measure, term structure of capability, algorithmic trading, prudence

7.

Abe Sklar's "FONCTIONS DE REPARTITION A N DIMENSIONS ET LEURS MARGES": The Original Document and an English Translation

Number of pages: 8 Posted: 07 Mar 2023
Ben Van Vliet
Illinois Institute of Technology - Stuart School of Business
Downloads 430 (147,762)
Citation 4

Abstract:

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Copula, Sklar

8.

Trading System Capability

Quantitative Finance. Vol. 14, No. 3. 2014.
Number of pages: 30 Posted: 18 Sep 2013 Last Revised: 14 May 2014
Andrew Kumiega, Thaddeus Neururer and Ben Van Vliet
Illinois Institute of Technology - Stuart School of Business, University of Akron - The George W. Daverio School of Accountancy and Illinois Institute of Technology - Stuart School of Business
Downloads 417 (152,722)
Citation 4

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high frequency trading, performance measurement, capability

9.

Ethics, Finance, and Automation: A Preliminary Survey of Problems in High Frequency Trading

Science and Engineering Ethics, Vol. 19, No. 3, pp 851-874
Number of pages: 40 Posted: 29 Jan 2012 Last Revised: 09 Aug 2015
Michael Davis, Andrew Kumiega and Ben Van Vliet
Illinois Institute of Technology - Lewis College of Human Sciences, Illinois Institute of Technology - Stuart School of Business and Illinois Institute of Technology - Stuart School of Business
Downloads 386 (166,569)
Citation 5

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High-frequency trading, Automation, ethics, Quality management

10.

How Does High Frequency Trading Affect Low Frequency Trading?

Journal of Behavioral Finance, Forthcoming
Number of pages: 43 Posted: 19 Dec 2016
Ricky Cooper, Kun Li and Ben Van Vliet
Illinois Institute of Technology - Stuart School of Business, IIT, Beijing Normal University (BNU) - School of Economics and Business Administration and Illinois Institute of Technology - Stuart School of Business
Downloads 374 (172,586)
Citation 1

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high frequency trading, limit order book, liquidity, order execution quality

11.

A Behavioral Approach to the Lean Startup/Minimum Viable Product Process: The Case of Algorithmic Financial Systems

International Journal of Innovation Management, Online Ready, 2019
Number of pages: 54 Posted: 22 Apr 2019 Last Revised: 23 Mar 2020
Ben Van Vliet
Illinois Institute of Technology - Stuart School of Business
Downloads 255 (259,334)

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lean startup, minimum viable product, behavioral finance, cybernetics, innovation management

12.

Capability Satisficing in High Frequency Trading

Research in International Business and Finance, Forthcoming
Number of pages: 38 Posted: 23 Jul 2016 Last Revised: 07 Mar 2017
Ben Van Vliet
Illinois Institute of Technology - Stuart School of Business
Downloads 233 (283,614)
Citation 2

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High frequency trading, adaptive markets hypothesis, capability theory, satisficing

13.

Independent Component Analysis for Realized Volatility: Analysis of the Stock Market Crash of 2008

Quarterly Review of Economics and Finance, Vol. 51, No. 3, 2011
Number of pages: 29 Posted: 18 Sep 2013 Last Revised: 14 May 2014
Andrew Kumiega, Thaddeus Neururer and Ben Van Vliet
Illinois Institute of Technology - Stuart School of Business, University of Akron - The George W. Daverio School of Accountancy and Illinois Institute of Technology - Stuart School of Business
Downloads 227 (290,819)
Citation 2

Abstract:

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independent component analysis, EGARCH, equity index volatility

14.

A Practical Real Options Approach to Valuing High Frequency Trading System R&D Projects

Journal of Trading. Vol. 8, No. 3. 2013.
Number of pages: 19 Posted: 18 Sep 2013 Last Revised: 09 Aug 2015
Andrew Kumiega and Ben Van Vliet
Illinois Institute of Technology - Stuart School of Business and Illinois Institute of Technology - Stuart School of Business
Downloads 213 (309,170)
Citation 1

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high-frequency trading, R&D project management, real options

15.

A Model of Decentralized Oversight for the Digital Asset Industry With an Example Anti-money Laundering/know-your-customer Standard

Van Vliet, B. (2024), “A model of decentralised oversight for the digital asset industry with an example anti-money laundering/know-your-customer standard,” Journal of Payments Strategy and Systems, Vol. 18, No. 1.
Number of pages: 33 Posted: 30 Apr 2024
Ben Van Vliet
Illinois Institute of Technology - Stuart School of Business
Downloads 194 (337,452)

Abstract:

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Decentralized finance, cryptocurrencies, regulation, anti-money laundering, trustworthiness, virtual asset service providers, ISO standards

16.

Implied ICA: Factor Extraction and Multi-Asset Derivative Pricing

Journal of Derivatives, Vol. 19, No. 4, 2012
Number of pages: 31 Posted: 18 Sep 2013 Last Revised: 14 May 2014
Andrew Kumiega, Thaddeus Neururer and Ben Van Vliet
Illinois Institute of Technology - Stuart School of Business, University of Akron - The George W. Daverio School of Accountancy and Illinois Institute of Technology - Stuart School of Business
Downloads 137 (454,919)

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independent component analysis, option pricing, stochastic volatility

17.

Perspectives on Hedge Fund Herding: A Survey of Analytical Methods

Wilmott, Vol. 2014, Issue 72, pp. 66-81
Number of pages: 43 Posted: 25 Jan 2016
Andrew Kumiega, Greg Sterijevski and Ben Van Vliet
Illinois Institute of Technology - Stuart School of Business, Illinois Institute of Technology and Illinois Institute of Technology - Stuart School of Business
Downloads 117 (515,035)

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hedge fund herding, independent component analysis

18.

Unconstrained Strategies and the Variance-Kurtosis Trade-Off

Applied Financial Economics, Vol. 24, No. 15, 2014
Number of pages: 27 Posted: 07 Jun 2014 Last Revised: 03 Sep 2014
Illinois Institute of Technology - Stuart School of Business, Illinois Institute of Technology - Stuart School of Business and affiliation not provided to SSRN
Downloads 105 (558,479)

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Unconstrained strategies, portfolio optimization, polynomial utility maximization, principal component analysis

19.

Knowledge Management and Capability Theory in Structured Products: Perspectives from Industry Professionals

Journal of Knowledge Management Practice, Forthcoming
Number of pages: 16 Posted: 22 Apr 2024
Seung You Cha, Ricky Cooper, Ben Van Vliet and Lizi Zhu
Illinois Institute of Technology, Stuart School of Business, Students, Illinois Institute of Technology - Stuart School of Business, IIT, Illinois Institute of Technology - Stuart School of Business and Northeastern Illinois University
Downloads 50 (848,993)

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structured products, behavioral innovation economics, strategic entrepreneurship, competitive advantage, expected capability theory

20.

Cryptocurrency Mining Management System Standard—Requirements

Number of pages: 13 Posted: 12 Apr 2023
Ben Van Vliet
Illinois Institute of Technology - Stuart School of Business
Downloads 39 (945,718)

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cryptocurrency mining, quality management, ethics

21.

Cryptocurrency Anti-Money Laundering (AML) and Know-Your-Customer (KYC) Management System Standard—Requirements

Journal of Payments Strategy and Systems
Posted: 12 Apr 2023 Last Revised: 03 Jan 2024
Ben Van Vliet
Illinois Institute of Technology - Stuart School of Business

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cryptocurrencies, quality management, trustworthiness

22.

Whole Distribution Statistical Process Control in High Frequency Trading

Journal of Trading. Vol. 7, No. 2. 2012., https://doi.org/10.3905/jot.2012.7.2.057
Posted: 21 May 2019
Ricky Cooper and Ben Van Vliet
Illinois Institute of Technology - Stuart School of Business, IIT and Illinois Institute of Technology - Stuart School of Business

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high frequency trading, statistical process control, generalized lambda distribution

23.

The Rationale for AT 9000: An ISO 9000-Style Quality Management System Standard for Automated and Algorithmic Trading

Journal of Trading. Vol. 8, No. 3. 2013., https://doi.org/10.3905/jot.2013.8.3.102
Posted: 21 May 2019
Illinois Institute of Technology - Stuart School of Business, Illinois Institute of Technology - Stuart School of Business, IIT, Illinois Institute of Technology - Stuart School of Business and FIX Protocol, Ltd.

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quality management system standard, automated trading

24.

Expected Return in High Frequency Trading

Journal of Trading, Vol. 10, No. 2, pp. 34-40, https://doi.org/10.3905/jot.2015.10.2.034
Posted: 21 May 2019
Ricky Cooper and Ben Van Vliet
Illinois Institute of Technology - Stuart School of Business, IIT and Illinois Institute of Technology - Stuart School of Business

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High frequency trading, expected return, alpha

25.

Phantom Liquidity and High Frequency Quoting

Journal of Trading, Vol. 11, No. 3, 6-15, 2016., https://doi.org/10.3905/jot.2016.11.3.006
Posted: 21 May 2019
Vanderbilt University - Finance, Illinois Institute of Technology - Stuart School of Business, IIT, Audencia Nantes School of Management and Illinois Institute of Technology - Stuart School of Business

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high frequency trading, phantom liquidity, limit order markets

26.

Beyond the Flash Crash: Systemic Risk, Reliability, and High Frequency Financial Markets

Journal of Trading, Vol. 11, No. 2, 71-83, 2016, https://doi.org/10.3905/jot.2016.2016.1.046
Posted: 21 May 2019
Andrew Kumiega, Greg Sterijevski and Ben Van Vliet
Illinois Institute of Technology - Stuart School of Business, Illinois Institute of Technology and Illinois Institute of Technology - Stuart School of Business

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High frequency trading, reliability engineering, systemic risk

27.

Investor Behavior, Reporting Intervals and Hedge Fund Stability

Journal of Investing. Vol. 21, No. 2. 2012., https://doi.org/10.3905/joi.2012.21.2.040
Posted: 21 May 2019
Andrew Kumiega, Thaddeus Neururer and Ben Van Vliet
Illinois Institute of Technology - Stuart School of Business, University of Akron - The George W. Daverio School of Accountancy and Illinois Institute of Technology - Stuart School of Business
Downloads 0 (1,343,948)

Abstract:

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hedge funds, stability, investor behavior

28.

On Hedge Fund Structures: Improving Allocation Models for Illiquid Investments

Journal of Wealth Management, Vol. 13, Issue 3, pp. 19 ff., https://doi.org/10.3905/jwm.2010.13.3.019
Posted: 20 May 2019
Andrew Kumiega, Matthew Lech and Ben Van Vliet
Illinois Institute of Technology - Stuart School of Business, Illinois Institute of Technology and Illinois Institute of Technology - Stuart School of Business

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Hedge funds, gate provisions, side pockets

Other Papers (1)

Total Downloads: 55
1.

Iso-Effect Contours and Implications About Bond Market Strategy

Number of pages: 18 Posted: 11 Jul 2013 Last Revised: 25 Jan 2018
Illinois Institute of Technology - Stuart School of Business, Illinois Institute of Technology - Stuart School of Business and affiliation not provided to SSRN
Downloads 55

Abstract:

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Principal components, bond yields, portfolio optimization, fat tails