Strand
London, England WC2R 2LS
United Kingdom
King’s College London
SSRN RANKINGS
in Total Papers Downloads
reinforcement learning, machine learning, algorithmic trading, foreign exchange, triplets
latency, fill ratio, high-frequency trading, algorithmic trading
Optimal execution, price impact, machine learning, high-frequency trading, signatures, cryptocurrency, illiquidity
Informed trading, toxic flow, noise trading, intermediaries, hedging, brokers, trading signal
Marked point processes, high-frequency trading, algorithmic trading, latency, forward-backward stochastic differential equations
algorithmic trading, high-frequency trading, impulse control, stochastic delay, deterministic delay, latency, fill ratio
algorithmic trading, mathematical finance, fill ratios, latency, uncertain execution, marketable limit orders
Relative entropy, Kullback-Leibler, Levy-Ito processes, Reverse sensitivity, Risk Management, Model Uncertainty, Cryptocurrency
market microstructure, price impact, Hawkes processes