Algorithmic Trading Methods
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Published By Elsevier

9780128156308

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Decoding and Reverse Engineering Broker Models with Machine Learning Techniques

Algorithmic Trading Methods ◽

10.1016/b978-0-12-815630-8.00016-8 ◽

2021 ◽

pp. 405-428

Author(s):

Robert L. Kissell

Keyword(s):

Machine Learning ◽

Reverse Engineering ◽

Machine Learning Techniques ◽

Learning Techniques

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Probability Models

Algorithmic Trading Methods ◽

10.1016/b978-0-12-815630-8.00007-7 ◽

2021 ◽

pp. 175-195

Author(s):

Robert L. Kissell

Keyword(s):

Probability Models

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Front Matter

Algorithmic Trading Methods ◽

10.1016/b978-0-12-815630-8.01001-2 ◽

2021 ◽

pp. iii

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Estimating I-Star Market Impact Model Parameters

Algorithmic Trading Methods ◽

10.1016/b978-0-12-815630-8.00010-7 ◽

2021 ◽

pp. 233-267

Author(s):

Robert L. Kissell

Keyword(s):

Model Parameters ◽

Impact Model ◽

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Quantitative Analysis with TCA

Algorithmic Trading Methods ◽

10.1016/b978-0-12-815630-8.00018-1 ◽

2021 ◽

pp. 469-518

Author(s):

Robert L. Kissell

Keyword(s):

Quantitative Analysis

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Transaction Costs

Algorithmic Trading Methods ◽

10.1016/b978-0-12-815630-8.00003-x ◽

2021 ◽

pp. 57-97

Author(s):

Robert L. Kissell

Keyword(s):

Transaction Costs

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Risk, Volatility, and Factor Models

Algorithmic Trading Methods ◽

10.1016/b978-0-12-815630-8.00011-9 ◽

2021 ◽

pp. 269-299

Author(s):

Robert L. Kissell

Keyword(s):

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TCA Analysis Using MATLAB, Excel, and Python

Algorithmic Trading Methods ◽

10.1016/b978-0-12-815630-8.00020-x ◽

2021 ◽

pp. 543-558

Author(s):

Robert L. Kissell

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Machine Learning and Trade Schedule Optimization

Algorithmic Trading Methods ◽

10.1016/b978-0-12-815630-8.00019-3 ◽

2021 ◽

pp. 519-542

Author(s):

Robert L. Kissell

Keyword(s):

Machine Learning ◽

Schedule Optimization

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Introduction

Algorithmic Trading Methods ◽

10.1016/b978-0-12-815630-8.00001-6 ◽

2021 ◽

pp. 1-21

Author(s):

Robert L. Kissell

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