mdengler's library 45 articles Export

	Optimal execution strategies in limit order books with general shape functions [My Copy] (25 Sep 2007) by Aurélien Alfonsi, Alexander Schied, Antje Schulz posted to market-maker by mdengler on 2009-07-27 17:58:59 as
	An empirical behavioral model of price formation [My Copy] (17 Oct 2005) by Szabolcs Mike, J. Doyne Farmer posted to market-maker by mdengler on 2009-07-27 17:57:44 as along with 1 person scis0000001
	So you are about to make money in financial markets. Should you tell your friends how? [My Copy] (11 May 2007) by Damien Challet posted to market-maker by mdengler on 2009-07-27 17:56:04 as
	Market reaction to temporary liquidity crises and the permanent market impact [My Copy] ArXiv Physics e-prints (3 Aug 2006) by Adam Ponzi, Fabrizio Lillo, Rosario N. Mantegna posted to market-maker by mdengler on 2009-07-27 17:54:52 as along with 2 people Scis0000002 akiSquared
	An empirical behavioral model of liquidity and volatility [My Copy] (3 Sep 2007) by Szabolcs Mike, J. Doyne Farmer posted to market-maker by mdengler on 2009-07-27 17:52:33 as
	Superhedging in illiquid markets [My Copy] (18 Jul 2008) by Teemu Pennanen posted to market-maker by mdengler on 2009-07-27 17:46:01 as
	How markets slowly digest changes in supply and demand [My Copy] (4 Sep 2008) by Jean-Philippe Bouchaud, J. Doyne Farmer, Fabrizio Lillo posted to market-maker by mdengler on 2009-07-27 17:45:51 as along with 1 person larrard
	Studies of the limit order book around large price changes [My Copy] (30 Jun 2009) by Bence Toth, Janos Kertesz, J. Doyne Farmer posted to market-maker by mdengler on 2009-07-27 17:45:44 as
	The price impact of order book events: market orders, limit orders and cancellations [My Copy] (6 Apr 2009) by Zoltan Eisler, Jean-Philippe Bouchaud, Julien Kockelkoren posted to market-maker by mdengler on 2009-07-27 17:45:38 as along with 1 person valentina_alfi
	Optimal portfolio liquidation with execution cost and risk [My Copy] (14 Jun 2009) by Idris Kharroubi, Huyen Pham posted to market-maker by mdengler on 2009-07-27 17:42:43 as
	Reasoning about temporal relations: a maximal tractable subclass of Allen's interval algebra [My Copy] J. ACM, Vol. 42, No. 1. (1995), pp. 43-66. by Bernhard Nebel, Hans J. Bürckert posted to no-tag by mdengler on 2009-07-27 16:48:51 as along with 1 person fheintz
	Topological structures in the equities market network [My Copy] Proceedings of the National Academy of Sciences, Vol. 105, No. 52. (30 December 2008), pp. 20589-20594. by Gregory Leibon, Scott Pauls, Daniel Rockmore, Robert Savell posted to fin by mdengler on 2009-07-27 14:53:45 as along with 3 people jltoole stringertheory jjray
	The Pricing of Options and Corporate Liabilities [My Copy] The Journal of Political Economy, Vol. 81, No. 3. (1973), pp. 637-654. by Fischer Black, Myron Scholes posted to market-maker fin by mdengler on 2009-07-27 12:48:02 as along with 19 people and 2 groups larskaiser gi0rgi0ne yanshanxiao snax brian klouie carneym homeizhang kokoro1981 joeionnojitsu wreckademik syoyo danfcook alexv trivial81 chris_gpu KenM skheller quianominorleo Glimcher_Lab GPGPU
	Theoretical computer science cheat sheet [My Copy] SIGACT News, Vol. 27, No. 4. (December 1996), pp. 52-61. by Steve Seiden posted to no-tag by mdengler on 2009-07-27 09:44:54 as along with 8 people and 2 groups ansobol jrw BarrosH eyliu jclau qtip gane5h camu Crypto Randomness
	Information Theory, Inference & Learning Algorithms [My Copy] (15 June 2002) by David J. C. MacKay posted to market-maker fin by mdengler on 2009-07-23 13:09:35 as along with 62 people and 5 groups derek_farn fjanoos flips Sergey_gerbek vgauthier foekenev gkatsi pjmaybank serebryakov jorgeac Fantozzi ARobson betting awarlau Adso dullhunk brian Maderlock alexzeh thefillm pprett ppeeling A_Olympia ansobol yaroslavvb JoSeK ingo jrw rpadams gyuli dariusb simonjudge leidner bayesian BarrosH wnpx filippone marcosmuller danielaugot zielaj daveh spirit_of_numenor sbarthelme anon_pl dwf petrijooste wowbagger nrubens chrisc rsantana fishtank rwilliamson poluxmoon robertoalamino brianmc lop matjes delip markusd ekatsyrk luispedro robotact Philosophy_of_Information Blog_and_Wiki_Research AssistiveTechnology inference-group ComplexAdaptiveSystems
	Analysis of Financial Time Series (Wiley Series in Probability and Statistics) [My Copy] (30 August 2005) by Ruey S. Tsay posted to fin by mdengler on 2009-07-23 13:09:28 as along with 5 people betting orm danfcook hirose30 nmdang
	The Optimal Pricing Policy of a Monopolistic Marketmaker in the Equity Market [My Copy] The Journal of Finance, Vol. 38, No. 1. (1983), pp. 218-231. by Eckart Mildenstein, Harold Schleef posted to market-maker fin by mdengler on 2009-07-23 13:09:09 as along with 1 person betting
	A learning market-maker in the Glosten-Milgrom model [My Copy] Quantitative Finance, Vol. 5, No. 2. (April 2005), pp. 169-180. by Sanmay Das posted to market-maker fin by mdengler on 2009-07-23 13:07:28 as along with 1 person betting
	Bid, ask and transaction prices in a specialist market with heterogeneously informed traders [My Copy] Journal of Financial Economics, Vol. 14, No. 1. (March 1985), pp. 71-100. by Lawrence R. Glosten, Paul R. Milgrom posted to market-maker fin by mdengler on 2009-07-23 13:05:39 as along with 5 people rjohari betting jchau ltzehua lehalle
	Complexity of Combinatorial Market Makers [My Copy] (11 Feb 2008) by Yiling Chen, Lance Fortnow, Nicolas Lambert, David M. Pennock, Jennifer Wortman posted to market-maker fin by mdengler on 2009-07-23 12:57:20 as along with 1 person betting
	The uncertainties about the relationships risk–return–volatility in the Spanish stock market [My Copy] Computational Statistics by Ricardo Cao, de Las, Angeles Saavedra posted to fin by mdengler on 2009-07-08 10:41:09 as
	The cross-market information content of stock and bond order flow [My Copy] Journal of Financial Markets, Vol. 12, No. 2. (May 2009), pp. 268-289. by Shane Underwood posted to market-maker fin by mdengler on 2009-07-08 10:39:45 as
	High-Throughput Investigations Employing Solvothermal Syntheses [My Copy] Microporous and Mesoporous Materials (13 June 2009) by Norbert Stock posted to fin by mdengler on 2009-07-08 10:39:26 as
	News Sensitive Stock Trend Prediction [My Copy] Advances in Knowledge Discovery and Data Mining : 6th Pacific-Asia Conference, PAKDD 2002, Taipel, Taiwan, May 6-8, 2002. Proceedings (2002), 481. by Gabriel P. Fung, Jeffrey X. Yu, Wai Lam posted to fin by mdengler on 2009-07-08 10:09:02 as along with 1 person lonshy
	Economic News and Stock Market Correlation: A Study of the UK [My Copy] by Market L. Gillam posted to fin by mdengler on 2009-07-08 10:08:54 as along with 1 person Scis0000002
	Equity Premia as Low as Three Percent? Evidence from Analysts' Earnings Forecasts for Domestic and International Stock Markets [My Copy] The Journal of Finance, Vol. 56, No. 5. (2001), pp. 1629-1666. by James Claus, Jacob Thomas posted to fin by mdengler on 2009-07-08 09:58:03 as along with 1 person yanshanxiao
	Forecasting — where computational intelligence meets the stock market [My Copy] Frontiers of Computer Science in China by Edward Tsang posted to fin by mdengler on 2009-07-08 09:57:59 as
	Impacts of Interval Computing on Stock Market Variability Forecasting [My Copy] Computational Economics by Ling He, Chenyi Hu posted to fin by mdengler on 2009-07-08 09:57:54 as
	Semi-Supervised Learning of Geographical Gazetteers From the Internet [My Copy] by Olga Uryupina posted to market-maker fin by mdengler on 2009-07-08 09:57:51 as along with 1 person dpdearing
	Leadership Style as Driver of Salespeoples Customer Orientation [My Copy] Journal of Market-Focused Management, Vol. 5, No. 4. (December 2002), pp. 355-376. by R. M. Stock, W. D. Hoyer posted to no-tag by mdengler on 2009-07-08 09:57:47 as
	Predicting Stock Market Time Series Using Evolutionary Artificial Neural Networks with Hurst Exponent Input Windows [My Copy] AI 2006: Advances in Artificial Intelligence (2006), pp. 617-626. by Somesh Selvaratnam, Michael Kirley posted to fin by mdengler on 2009-07-08 09:57:42 as along with 1 person zhengzhong
	Measuring the impact of option market activity on the stock market: Bivariate point process models of stock and option transactions☆ [My Copy] Journal of Financial Markets, Vol. 12, No. 1. (February 2009), pp. 87-106. by C. Collver posted to market-maker fin by mdengler on 2009-07-08 09:57:39 as
	Planar graphs and poset dimension [My Copy] Order, Vol. 5, No. 4. (1989), pp. 323-343. by Walter Schnyder posted to no-tag by mdengler on 2009-07-08 09:57:35 as along with 4 people and 4 groups jrw jn euclid AbnerCYH Algorithms metric_embeddings TCS Polytopes
	Stock Market Pattern Recognition with Neural Networks [My Copy] (1997) by V. David posted to fin by mdengler on 2009-07-08 09:57:30 as along with 2 people hughlt coopster
	Designing safe, profitable automated stock trading agents using evolutionary algorithms [My Copy] In GECCO '06: Proceedings of the 8th annual conference on Genetic and evolutionary computation (2006), pp. 1777-1784. by Harish Subramanian, Subramanian Ramamoorthy, Peter Stone, Benjamin J. Kuipers posted to market-maker fin by mdengler on 2009-07-08 09:57:27 as along with 2 people and 2 groups jmaddi Scis0000002 Smart Trading Agent Mining
	The Interrelation of Stock and Options Market Trading-Volume Data [My Copy] The Journal of Finance, Vol. 43, No. 4. (1988), pp. 949-964. by Joseph H. Anthony posted to market-maker fin by mdengler on 2009-07-08 09:57:23 as along with 1 person yanshanxiao
	HAHAcronym: a computational humor system [My Copy] In ACL '05: Proceedings of the ACL 2005 on Interactive poster and demonstration sessions (2005), pp. 113-116. by Oliviero Stock, Carlo Strapparava posted to no-tag by mdengler on 2009-07-08 09:57:20 as along with 2 people Scis0000002 csc290
	Incremental Learning of Temporally-Coherent [My Copy] by Gaussian M. Models posted to no-tag by mdengler on 2009-07-08 09:57:17 as
	A Case Study of Collaborative Modelling: [My Copy] by Building Q. Models posted to no-tag by mdengler on 2009-07-08 09:57:11 as
	Scale-free avalanche dynamics in the stock market [My Copy] (3 Jun 2006) by M. Bartolozzi, D. B. Leinweber, A. W. Thomas posted to fin by mdengler on 2009-07-08 09:57:07 as along with 1 person bigbossman
	Intraday dynamics of stock market returns and volatility [My Copy] Physica A: Statistical Mechanics and its Applications, Vol. 367 (15 July 2006), pp. 375-387. by Faruk Selcuk, Ramazan Gencay posted to market-maker fin by mdengler on 2009-07-08 09:57:02 as along with 2 people bigbossman Scis0000002
	Towards intuitive interaction for end-user programming [My Copy] In IUI '03: Proceedings of the 8th international conference on Intelligent user interfaces (2003), pp. 287-289. by Eric Schwarzkopf, Mathias Bauer, Dietmar Dengler posted to viz fin by mdengler on 2009-06-11 13:38:50 as along with 1 person ktonon
	Human Perception of Laid-Out Graphs [My Copy] In GD '98: Proceedings of the 6th International Symposium on Graph Drawing (1998), pp. 441-443. by Edmund Dengler, William B. Cowan posted to viz by mdengler on 2009-06-11 13:38:09 as along with 2 people and 1 group Torsten_Holmer zqshen GraphVis
	Sustainable Water Management Solutions for Large Cities - Edited by Dragan A Savic, Juan Carlos Bertoni, Miguel A Marino and Hubert H G Savenije [My Copy] The Geographical Journal, Vol. 173, No. 2. (June 2007), pp. 192-193. by Dengler, Mary posted to edu by mdengler on 2009-06-11 13:37:42 as
	Classroom Active Learning Complemented by an Online Discussion Forum to Teach Sustainability [My Copy] Journal of Geography in Higher Education, Vol. 32, No. 3. (September 2008), pp. 481-494. by Dengler, Mary posted to edu by mdengler on 2009-06-11 13:37:30 as

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mdengler's library 45 articles Export

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