A machine learning attack on illegal trading
Year of publication: |
2023
|
---|---|
Authors: | James, Robert ; Leung, Henry ; Prokhorov, Artem |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 148.2023, p. 1-19
|
Subject: | Illegal trading | Insider trading | Machine learning | Market manipulation | Market micro-structure | Order book | Insiderhandel | Künstliche Intelligenz | Artificial intelligence | Illegaler Handel | Illicit trade | Theorie | Theory | Wertpapierhandel | Securities trading | Elektronisches Handelssystem | Electronic trading |
-
The algorithmic future of EU market conduct supervision : a preliminary check
Azzutti, Alessio, (2023)
-
Chasing trends at the micro-level : the effect of technical trading on order book dynamics
Chiarella, Carl, (2016)
-
The high frequency trade off between speed and sophistication
Ladley, Dan, (2020)
- More ...
-
A Machine Learning Attack on Illegal Trading
James, Robert, (2021)
-
Forecasting Tail Risk Measures for Financial Time Series : An Extreme Value Approach With Covariates
James, Robert, (2021)
-
Forecasting tail risk measures for financial time series : an extreme value approach with covariates
James, Robert, (2023)
- More ...