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Ultra-high-frequency algorithmic arbitrage across international index futures
Alsayed, Hamad
;
McGroarty, Frank
- In:
Journal of forecasting
33
(
2014
)
6
,
pp. 391-408
Persistent link: https://www.econbiz.de/10010425562
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Signal diffusion mapping : optimal forecasting with time-varying lags
Gaskell, Paul
;
McGroarty, Frank
;
Tiropanis, Thanassis
- In:
Journal of forecasting
35
(
2016
)
1
,
pp. 70-85
Persistent link: https://www.econbiz.de/10011417716
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