Durham, NC
United States
http://sites.google.com/site/brianmweller/
Duke University - Department of Economics
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Information Acquisition, Price Discovery, Algorithmic Trading, SEC MIDAS
Trading Costs, Performance Evaluation, Mutual Funds, Market Efficiency
Tail Risks, High-Frequency Market Making, Bid-Ask Spreads
Risk Premia, Market Segmentation, Clustering, Expectation Maximization
model selection, overfitting, machine learning, classification methods