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New York, NY - 10012
United States
Courant Institute of Mathematical Sciences
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Artificial neural networks, Deep learning, Financial machine learning, High-frequency trading, Limit order books, Market microstructure, Multiple horizons, Order flow, Return predictability
Algorithmic trading, Backtesting, Best execution, Clean-up cost, Optimal execution, Trading, Transaction cost analysis
Optimal trade execution, Hong Kong Exchange, median benchmark, algorithmic trading
Algorithmic Trading, Market Microstructure, Order Flow, Portfolio Optimization, Simulation, Systematic Trading