William Scherer

University of Virginia

Professor

United States

SCHOLARLY PAPERS

4

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1,486

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

Mnb One Credit-Card Portfolio

Darden Case No. UVA-QA-0613
Number of pages: 8 Posted: 21 Oct 2008
Samuel E. Bodily, Jason Hull and William Scherer
University of Virginia - Darden School of Business, University of Virginia - Darden School of Business and University of Virginia
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Markov Process, credit card banking financial services dynamic models transition matrices

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 553 (49,960)
Citation 2

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

3.

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 200 (155,335)

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4.

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 (250,583)

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