Robert James

The University of Sydney

University of Sydney

Sydney, NSW 2006

Australia

SCHOLARLY PAPERS

3

DOWNLOADS

109

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

A Machine Learning Attack on Illegal Trading

Number of pages: 58 Posted: 21 Jan 2021 Last Revised: 25 Jan 2021
Robert James, Henry Leung and Artem Prokhorov
The University of Sydney, University of Sydney Business School and University of Sydney Business School
Downloads 67 (399,366)

Abstract:

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Market Manipulation, Dynamic Time Warping, Market Microstructure, Machine Learning, Limit Order Books

2.

Who Values Economist Forecasts? Evidence From Trading in Treasury Markets

Number of pages: 64 Posted: 20 Nov 2019 Last Revised: 24 Aug 2020
Robert James, Elvis Jarnecic and Henry Leung
The University of Sydney, The University of Sydney and University of Sydney Business School
Downloads 28 (563,145)

Abstract:

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Over-The-Counter markets, Market microstructure, Treasury Bond markets, Macroeconomic information, Research analyst forecasts

3.

Supplementary Material for "A Machine Learning Attack on Illegal Trading"

Number of pages: 7 Posted: 21 Jan 2021 Last Revised: 24 Jan 2021
Robert James, Henry Leung and Artem Prokhorov
The University of Sydney, University of Sydney Business School and University of Sydney Business School
Downloads 14 (656,759)

Abstract:

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