//-->
Machine learning, market manipulation and collusion on capital markets : Why the “Black Box” matters
Azzutti, Alessio, (2021)
Trading cryptocurrencies using algorithmic average true range systems
Cohen, Gil, (2023)
Machine Learning and High-Frequency Algorithms during Batch Auctions
Yergeau, Gabriel, (2018)
Intraday volatility models : methods to improve real-time forecasts
Kissell, Robert, (2012)
Transaction cost analysis : a practical framework to measure costs and evaluate performance
Kissell, Robert, (2008)
Creating dynamic pretrade models : beyond the black box
Kissell, Robert, (2011)