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Jeremy Turiel

University College London

Gower Street

London, WC1E 6BT

United Kingdom

  • University College London

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 7,738

SSRN RANKINGS

Top 7,738

in Total Papers Downloads

13,776

TOTAL CITATIONS

15

Scholarly Papers (4)

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1.

Deep Order Flow Imbalance: Extracting Alpha at Multiple Horizons from the Limit Order Book

Number of pages: 43 Posted: 09 Aug 2021
Petter N. Kolm, Jeremy Turiel and Nicholas Westray
New York University (NYU) - Courant Institute of Mathematical Sciences, University College London and New York University (NYU) - Courant Institute of Mathematical Sciences
Downloads 12,661 (1,007)
Citation 13

Abstract:

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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

2.

Deep Learning Modeling of the Limit Order Book: A Comparative Perspective

Number of pages: 16 Posted: 15 Dec 2020
Antonio Briola, Jeremy Turiel and Tomaso Aste
University College London, University College London and University College London
Downloads 836 (74,112)

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Artificial Intelligence, Deep Learning, Econophysics, Financial Markets, Market Microstructure

3.

P2P Loan Acceptance and Default Prediction with Artificial Intelligence

Number of pages: 11 Posted: 11 Jul 2019
Jeremy Turiel and Tomaso Aste
University College London and University College London
Downloads 169 (449,518)
Citation 1

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P2P Lending, Artificial Intelligence, Big Data, Default Risk, Financial Automation

4.

Sector Neutral Portfolios: Long Memory Motifs Persistence in Market Structure Dynamics

Number of pages: 14 Posted: 08 Nov 2019
Jeremy Turiel and Tomaso Aste
University College London and University College London
Downloads 110 (645,052)
Citation 1

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Portfolio diversification, Market Structure, Networks, Sector diversification