Algorithmic and High Frequency Trading

By Marcos López de Prado. 2016

311 citations recorded by the source corpus.

Subfields: Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/826dddb57bf2f1ef0527163d2262a40eeb73c2e5

How researchers see this paper

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In Management Science and Operations Research

1. Ben M. Hambly
2. Huining Yang
3. Renyuan Xu

Citations in the corpus

• Recent advances in reinforcement learning in finance (2021, background): “Three primary classes are the following [38]: • Fundamental (or noise or liquidity) traders: those who are driven by economic fundamentals outside the exchange.”