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05/03/2023
Not feeling the buzz: Correction study of mispricing and inefficiency in online sportsbooks
We present a strict replication and correction of results published in a...
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02/28/2023
Neural Stochastic Agent-Based Limit Order Book Simulation: A Hybrid Methodology
Modern financial exchanges use an electronic limit order book (LOB) to s...
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11/01/2022
Using coevolution and substitution of the fittest for health and well-being recommender systems
This research explores substitution of the fittest (SF), a technique des...
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08/06/2021
Substitution of the Fittest: A Novel Approach for Mitigating Disengagement in Coevolutionary Genetic Algorithms
We propose substitution of the fittest (SF), a novel technique designed ...
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07/01/2021
The Limit Order Book Recreation Model (LOBRM): An Extended Analysis
The limit order book (LOB) depicts the fine-grained demand and supply re...
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03/02/2021
The LOB Recreation Model: Predicting the Limit Order Book from TAQ History Using an Ordinary Differential Equation Recurrent Neural Network
In an order-driven financial market, the price of a financial asset is d...
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02/28/2021
Time Matters: Exploring the Effects of Urgency and Reaction Speed in Automated Traders
We consider issues of time in automated trading strategies in simulated ...
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12/05/2019
