William Scherer

IEEE Intelligent Transportation Systems Society

United States

SCHOLARLY PAPERS

6

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Top 20,033

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2,611

SSRN CITATIONS
Rank 43,242

SSRN RANKINGS

Top 43,242

in Total Papers Citations

7

CROSSREF CITATIONS

7

Scholarly Papers (6)

1.

Behavior Based Learning in Identifying High Frequency Trading Strategies

Number of pages: 8 Posted: 08 Nov 2011
Stevens Institute of Technology, Government of the United States of America - Office of Financial Research, University of Virginia, University of Virginia, University of Cambridge - Finance, University of Virginia, Dept. of System & Information Engineering and IEEE Intelligent Transportation Systems Society
Downloads 1,685 (10,696)
Citation 2

Abstract:

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Limit order book, Inverse Reinforcement Learning, Markov Decision Process, Maximum likelihood, Price impact, High Frequency Trading

2.

An Agent Based Model of the E-Mini S&P 500 and the Flash Crash

Number of pages: 8 Posted: 23 Sep 2011 Last Revised: 18 Jul 2012
Government of the United States of America - Office of Financial Research, University of Virginia, University of Virginia, Stevens Institute of Technology, IEEE Intelligent Transportation Systems Society and University of Virginia, Dept. of System & Information Engineering
Downloads 535 (55,618)
Citation 9

Abstract:

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Agent Base, Flash Crash, S&P 500, Zero-Intelligence

3.

Agent Based Model of the E-Mini S&P 500 Future: Application for Policy Making

Proceedings of the 2012 Winter Simulation Conference
Number of pages: 12 Posted: 19 Jul 2012 Last Revised: 20 Jun 2013
University of Virginia, Government of the United States of America - Office of Financial Research, University of Virginia, Stevens Institute of Technology, University of Virginia, Dept. of System & Information Engineering and IEEE Intelligent Transportation Systems Society
Downloads 215 (153,838)
Citation 8

Abstract:

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Agent Based Model, Agent, E-MINI S&P 500, Minimum Quote Life, Policy, Rule Making

4.

Select Collections, Inc

Darden Case No. UVA-QA-0584
Number of pages: 6 Posted: 21 Oct 2008
Phillip E. Pfeifer, Thomas Pomroy and William Scherer
University of Virginia - Darden School of Business, affiliation not provided to SSRN and IEEE Intelligent Transportation Systems Society
Downloads 135 (230,347)
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Abstract:

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financial services, foorecasting, regression analysis

5.

The Collections Subsidiary

Darden Case No. UVA-OM-1220
Number of pages: 7 Posted: 21 Oct 2008
Phillip E. Pfeifer, William Scherer and Doug Fuller
University of Virginia - Darden School of Business, IEEE Intelligent Transportation Systems Society and Stanford University - Freeman Spogli Institute for International Studies
Downloads 41 (453,274)
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Abstract:

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operations

6.

Visualizations for Financial Market Regulation

Posted: 18 Apr 2013 Last Revised: 16 Apr 2015
Government of the United States of America - Office of Financial Research, Government of the United States of America - Department of the Treasury, University of Virginia, IEEE Intelligent Transportation Systems Society and University of Virginia, Dept. of System & Information Engineering

Abstract:

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Visual Anaylsis, Financial Market Regulation, Financial Data, Electronic Order Book