Algorithmic Finance

Nonlinear support vector machines can systematically identify stocks with high and low future returns

Ramón Huerta, Fernando Corbacho, Charles Elkan · 2013 · 35 citations

Business, Finance, Financial Management +17

The synchronized and long-lasting structural change on commodity markets: Evidence from high frequency data

David Bicchetti, Nicolas Maystre · 2013 · 34 citations · Full text

Business, Economics, Finance +17

Forecasting prices from level-I quotes in the presence of hidden liquidity

Marco Avellaneda, Josh Reed, Sasha Stoikov · 2011 · 30 citations

Business, Business Economics, Economics +17

Trump tweets and the efficient Market Hypothesis

Jeffery A. Born, David Hobson Myers, William Judson Clark · 2017 · 28 citations

Business, Business Economics, Finance +14

A multiscale model of high-frequency trading

Andrei Kirilenko, Richard B. Sowers, Xiangqian Meng · 2013 · 26 citations

Business, Finance, Mathematics +17