Artem Prokhorov

University of Sydney Business School

Cnr. of Codrington and Rose Streets

Sydney, NSW 2006

Australia

Saint Petersburg State University

7-9, Universitetskaya nab.

Saint Petersburg, 199034

Russia

University of Montreal - Centre interuniversitaire de recherche en ├ęconomie quantitative (CIREQ)

3150, rue Jean-Brillant

Montreal, QC H3T 1N8

Canada

SCHOLARLY PAPERS

2

DOWNLOADS

81

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

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:

Loading...

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

2.

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:

Loading...