Execution Algorithm Design is a methodological framework within algorithmic trading analytics that specifies systematic rules and decision logic for optimally breaking and sequencing large trade orders into smaller transactions to minimize market impact, timing risk, and execution cost while aligning with a trader’s execution strategy.
61
Publications
2.7K
Citations
163
Authors
95
Institutions
Publications per year
2017–2026
8
Publications
61
Traversal recursion: a practical approach to supporting recursive applications
Arnon Rosenthal, Sandra Heiler, Umeshwar Dayal et al. · ACM SIGMOD Record · 1986 · 136 citations
1–5 of 61
Authors
163
- SJ
2
h-index
- SH
2
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- TS
2
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- LR
2
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- FM
2
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1–5 of 163
Institutions
95
University of Oxford
Oxford, United Kingdom
3 h-index
5 publications
268 citations
Carnegie Mellon University
Pittsburgh, United States
2 h-index
5 publications
163 citations
University of Toronto
Toronto, Canada
2 h-index
2 publications
148 citations
HCA Healthcare
Nashville, United States
2 h-index
8 publications
904 citations
Universidad de Salamanca
Salamanca, Spain
2 h-index
6 publications
356 citations
Ocean Power Technologies (United States)
Princeton, United States
1 h-index
1 publications
29 citations
Seikei University
Musashino, Japan
1 h-index
1 publications
25 citations
Weizmann Institute of Science
Rehovot, Israel
1 h-index
2 publications
60 citations
1–8 of 95
Venues
- SSRN Electronic Journal
Repository · 3 publications · 70 citations
3
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- ACM SIGMOD Record
2 publications · 222 citations
2
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- Engineering Applications of Artificial Intelligence
2 publications · 122 citations
2
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- IEEE Transactions on Parallel and Distributed Systems
TPDS · 2 publications · 159 citations
2
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- Additive manufacturing
1 publications · 55 citations
1
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1–5