المؤلفون: Turiel, Jeremy D., Aste, Tomaso

مصطلحات موضوعية: Quantitative Finance - Trading and Market Microstructure, Physics - Data Analysis, Statistics and Probability

URL الوصول: http://arxiv.org/abs/2110.13718

المؤلفون: Turiel, Jeremy, Aste, Tomaso

مصطلحات موضوعية: Quantitative Finance - Trading and Market Microstructure

URL الوصول: http://arxiv.org/abs/2110.13701

المؤلفون: Briola, Antonio, Turiel, Jeremy, Marcaccioli, Riccardo, Cauderan, Alvaro, Aste, Tomaso

مصطلحات موضوعية: Computer Science - Machine Learning, Computer Science - Artificial Intelligence, Computer Science - Multiagent Systems, Quantitative Finance - Trading and Market Microstructure

URL الوصول: http://arxiv.org/abs/2101.07107

المؤلفون: Turiel, Jeremy D., Barucca, Paolo, Aste, Tomaso

مصطلحات موضوعية: Quantitative Finance - Statistical Finance, Physics - Physics and Society, Quantitative Finance - Portfolio Management, Quantitative Finance - Risk Management

URL الوصول: http://arxiv.org/abs/2009.08794

المؤلفون: Briola, Antonio, Turiel, Jeremy, Aste, Tomaso

مصطلحات موضوعية: Quantitative Finance - Trading and Market Microstructure, Computer Science - Machine Learning, Quantitative Finance - Computational Finance, Statistics - Machine Learning

URL الوصول: http://arxiv.org/abs/2007.07319

المؤلفون: Turiel, Jeremy, Fernandez-Reyes, Delmiro, Aste, Tomaso

مصطلحات موضوعية: Physics - Physics and Society, Computer Science - Social and Information Networks

URL الوصول: http://arxiv.org/abs/2004.04125

المؤلفون: Turiel, Jeremy, Aste, Tomaso

المصدر: In: Cherifi H., Gaito S., Mendes J., Moro E., Rocha L. (eds) Complex Networks and Their Applications VIII. COMPLEX NETWORKS 2019. Studies in Computational Intelligence, vol 882. Springer, Cham

مصطلحات موضوعية: Quantitative Finance - Statistical Finance, Physics - Physics and Society, Quantitative Finance - Risk Management

URL الوصول: http://arxiv.org/abs/1910.08628

المؤلفون: Turiel, Jeremy D., Aste, Tomaso

مصطلحات موضوعية: Quantitative Finance - Risk Management, Quantitative Finance - General Finance

URL الوصول: http://arxiv.org/abs/1907.01800

المؤلفون: Kolm, Petter N., Turiel, Jeremy, Westray, Nicholas

المصدر: Mathematical Finance ; volume 33, issue 4, page 1044-1081 ; ISSN 0960-1627 1467-9965

الاتاحة: https://doi.org/10.1111/mafi.12413
https://onlinelibrary.wiley.com/doi/pdf/10.1111/mafi.12413

المؤلفون: Turiel, Jeremy, Barucca, Paolo, Aste, Tomaso

المصدر: Entropy , 24 (10) , Article 1482. (2022)

مصطلحات موضوعية: network theory, topological filtering, network motif, motif persistence, long memory, complex systems, time series analysis, financial networks

وصف الملف: text

Relation: https://discovery.ucl.ac.uk/id/eprint/10158657/1/entropy-24-01482.pdf; https://discovery.ucl.ac.uk/id/eprint/10158657/

الاتاحة: https://discovery.ucl.ac.uk/id/eprint/10158657/1/entropy-24-01482.pdf
https://discovery.ucl.ac.uk/id/eprint/10158657/

المؤلفون: Turiel, Jeremy D, Aste, Tomaso

المصدر: Entropy , 24 (2) , Article 257. (2022)

مصطلحات موضوعية: flash crash, systemic risk, financial networks, high frequency trading, market microstructure, phase transition, criticality

وصف الملف: text

Relation: https://discovery.ucl.ac.uk/id/eprint/10144271/1/entropy-24-00257.pdf; https://discovery.ucl.ac.uk/id/eprint/10144271/

الاتاحة: https://discovery.ucl.ac.uk/id/eprint/10144271/1/entropy-24-00257.pdf
https://discovery.ucl.ac.uk/id/eprint/10144271/

المؤلفون: Turiel, Jeremy D., Aste, Tomaso

مصطلحات موضوعية: HG Finance

وصف الملف: text

Relation: http://eprints.lse.ac.uk/113892/1/entropy_24_00257.pdf; Turiel, Jeremy D. and Aste, Tomaso (2022) Heterogeneous criticality in high frequency finance: a phase transition in flash crashes. Entropy, 24 (2). ISSN 1099-4300

الاتاحة: http://eprints.lse.ac.uk/113892/
http://eprints.lse.ac.uk/113892/1/entropy_24_00257.pdf
https://www.mdpi.com/journal/entropy

المؤلفون: Turiel, Jeremy, Fernandez-Reyes, Delmiro, Aste, Tomaso

المصدر: Scientific Reports ; volume 11, issue 1 ; ISSN 2045-2322

الاتاحة: http://dx.doi.org/10.1038/s41598-021-93042-w
https://www.nature.com/articles/s41598-021-93042-w.pdf
https://www.nature.com/articles/s41598-021-93042-w

المؤلفون: Turiel, Jeremy D.

المساهمون: Aste, Tomaso

المصدر: Doctoral thesis, UCL (University College London).

وصف الملف: text

Relation: https://discovery.ucl.ac.uk/id/eprint/10161299/1/PhD_thesis_Jeremy_Turiel.pdf; https://discovery.ucl.ac.uk/id/eprint/10161299/

الاتاحة: https://discovery.ucl.ac.uk/id/eprint/10161299/1/PhD_thesis_Jeremy_Turiel.pdf
https://discovery.ucl.ac.uk/id/eprint/10161299/

المؤلفون: Kolm, Petter N., Turiel, Jeremy, Westray, Nicholas

المصدر: SSRN Electronic Journal ; ISSN 1556-5068

الاتاحة: http://dx.doi.org/10.2139/ssrn.3900141

المؤلفون: Briola, Antonio, Turiel, Jeremy, Aste, Tomaso

المصدر: SSRN Electronic Journal ; ISSN 1556-5068

الاتاحة: http://dx.doi.org/10.2139/ssrn.3714230

المؤلفون: Briola, Antonio and Turiel, Jeremy David

Relation: https://github.com/AntoBr96/Keras_Deep_Adaptive_Input_Normalization/tree/v1.3; https://doi.org/10.5281/zenodo.4066524; https://doi.org/10.5281/zenodo.4103284; oai:zenodo.org:4103284

الاتاحة: https://doi.org/10.5281/zenodo.4103284

المؤلفون: Briola, Antonio and Turiel, Jeremy David

Relation: https://github.com/AntoBr96/CNN-LSTM_Limit_Order_Book/tree/v1.1; https://doi.org/10.5281/zenodo.4068308; https://doi.org/10.5281/zenodo.4068530; oai:zenodo.org:4068530

الاتاحة: https://doi.org/10.5281/zenodo.4068530

المؤلفون: Briola, Antonio and Turiel, Jeremy David

Relation: https://github.com/AntoBr96/CNN-LSTM_Limit_Order_Book/tree/v1.3; https://doi.org/10.5281/zenodo.4068308; https://doi.org/10.5281/zenodo.4104275; oai:zenodo.org:4104275

الاتاحة: https://doi.org/10.5281/zenodo.4104275

المؤلفون: Briola, Antonio and Turiel, Jeremy David

Relation: https://github.com/AntoBr96/CNN-LSTM_Limit_Order_Book/tree/v1.0; https://doi.org/10.5281/zenodo.4068308; https://doi.org/10.5281/zenodo.4068309; oai:zenodo.org:4068309

الاتاحة: https://doi.org/10.5281/zenodo.4068309