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Content
2014, Volume 3, Issue 1-2
- 1-2 A Minute with Kenneth J. Arrow
by Maymin, Phil
- 3-20 The extent of price misalignment in prediction markets
by Rothschild, David & Pennock, David M.
- 21-42 Stochastic flow diagrams
by Calkin, Neil J. & López de Prado, Marcos
- 43-85 The topology of macro financial flows: An application of stochastic flow diagrams
by Calkin, Neil J. Calkin & López de Prado, Marcos
- 87-140 Linear-time accurate lattice algorithms for tail conditional expectation
by Chen, Bryant & Hsu, William W.Y. & Ho, Jan-Ming & Kao, Ming-Yang
2013, Volume 2, Issue 3-4
- 167-168 A minute with Marcos Lopez de Prado
by Maymin, Philip
- 169-196 Stock chatter: Using stock sentiment to predict price direction
by Rechenthin, Michael & Street, W. Nick & Srinivasan, Padmini
- 197-211 Sparse, mean reverting portfolio selection using simulated annealing
by Fogarasi, Norbert & Levendovszky, Janos
- 213-231 Dynamical trading mechanisms in limit order markets
by Wang, Shilei
- 233-239 The synchronized and long-lasting structural change on commodity markets: Evidence from high frequency data
by Bicchetti, David & Maystre, Nicolas Maystre
- 241-267 A big data approach to analyzing market volatility
by Wu, Kesheng & Bethel, E. Wes & Gu, Ming & Leinweber, David & Rübe, Oliver
2013, Volume 2, Issue 2
2013, Volume 2, Issue 1
- 1-2 A Minute with Andrei Kirilenko
by Maymin, Philip
- 3-43 Cluster formation and evolution in networks of financial market indices
by Sandoval , Leonidas Junior
- 45-58 Nonlinear support vector machines can systematically identify stocks with high and low future returns
by Huerta, Ramon & Corbacho, Fernando & Elkan, Charles
- 59-98 A multiscale model of high-frequency trading
by Kirilenko, Andrei & Sowers, Richard B. & Meng, Xiangqian
- 99-109 The strategy approval decision: A Sharpe ratio indifference curve approach
by Bailey, David H. & López de Prado, Marcos & del Pozo, Eva
2011, Volume 1, Issue 1
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