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X
Cartea, A
611  Ergebnisse:
Personensuche X
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1

Fluid limit of the continuous-time random walk with general..:

Cartea, Á. ; del-Castillo-Negrete, D.
Physical Review E.  76 (2007)  4 - p. , 2007
Link: https://doi.org/10.1103/..
 
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2

Deep attentive survival analysis in limit order books: esti..:

Arroyo, Álvaro ; Cartea, Álvaro ; Moreno-Pino, Fernando.
Quantitative Finance.  24 (2024)  1 - p. 35-57 , 2024
Link: https://doi.org/10.1080/..
 
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3

Predictable Losses of Liquidity Provision in Constant Funct..:

Cartea, Álvaro ; Drissi, Fayçal ; Monga, Marcello
Applied Mathematical Finance.  30 (2023)  2 - p. 69-93 , 2023
Link: https://doi.org/10.1080/..
 
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4

Conditionally Elicitable Dynamic Risk Measures for Deep Rei..:

Coache, Anthony ; Jaimungal, Sebastian ; Cartea, Álvaro
SIAM Journal on Financial Mathematics.  14 (2023)  4 - p. 1249-1289 , 2023
Link: https://doi.org/10.1137/..
 
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5

Correlation Matrix Clustering for Statistical Arbitrage Por..:

, In: Proceedings of the Fourth ACM International Conference on AI in Finance,
Jin, Qi ; Cucuringu, Mihai ; Cartea, Álvaro - p. 557-564 , 2023
Link: https://dl.acm.org/doi/1..
 
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6

Execution and Statistical Arbitrage with Signals in Multipl..:

, In: 2023 IEEE 43rd International Conference on Distributed Computing Systems Workshops (ICDCSW),
Cartea, Alvaro ; Drissi, Faycal ; Monga, Marcello - p. 37-42 , 2023
Link: https://doi.org/10.1109/..
 
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7

AI-driven liquidity provision in OTC financial markets:

Cartea, Álvaro ; Chang, Patrick ; Mroczka, Mateusz.
Quantitative Finance.  22 (2022)  12 - p. 2171-2204 , 2022
Link: https://doi.org/10.1080/..
 
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8

Double-Execution Strategies Using Path Signatures:

Cartea, Álvaro ; Arribas, Imanol Pérez ; Sánchez-Betancourt, Leandro
SIAM Journal on Financial Mathematics.  13 (2022)  4 - p. 1379-1417 , 2022
Link: https://doi.org/10.1137/..
 
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9

Optimal execution with stochastic delay:

Cartea, Álvaro ; Sánchez-Betancourt, Leandro
Finance and Stochastics.  27 (2022)  1 - p. 1-47 , 2022
Link: https://doi.org/10.1007/..
 
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10

Metabolomic fingerprint of cabbage resistance to Mamestra b..:

Rodriguez, Victor M ; Velasco, Pablo ; Abilleira, Rosaura.
Pest Management Science.  79 (2022)  2 - p. 803-810 , 2022
Link: https://doi.org/10.1002/..
 
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11

Optimal Cross-Border Electricity Trading:

Cartea, Álvaro ; Flora, Maria ; Vargiolu, Tiziano.
SIAM Journal on Financial Mathematics.  13 (2022)  1 - p. 262-294 , 2022
Link: https://doi.org/10.1137/..
 
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12

Adaptive Robust Control in Continuous Time:

Bhudisaksang, Theerawat ; Cartea, Álvaro
SIAM Journal on Control and Optimization.  59 (2021)  5 - p. 3912-3945 , 2021
Link: https://doi.org/10.1137/..
 
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13

The Shadow Price of Latency: Improving Intraday Fill Ratios..:

Cartea, Álvaro ; Sánchez-Betancourt, Leandro
SIAM Journal on Financial Mathematics.  12 (2021)  1 - p. 254-294 , 2021
Link: https://doi.org/10.1137/..
 
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14

Spoofing and Price Manipulation in Order-Driven Markets:

Cartea, Álvaro ; Jaimungal, Sebastian ; Wang, Yixuan
Applied Mathematical Finance.  27 (2020)  1-2 - p. 67-98 , 2020
Link: https://doi.org/10.1080/..
 
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15

Hedging nontradable risks with transaction costs and price ..:

Cartea, Álvaro ; Donnelly, Ryan ; Jaimungal, Sebastian
Mathematical Finance.  30 (2020)  3 - p. 833-868 , 2020
Link: https://doi.org/10.1111/..
 
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