Search Results - "Turiel, Jeremy"

Wisdom of crowds detects COVID-19 severity ahead of officially available data by Turiel, Jeremy, Fernandez-Reyes, Delmiro, Aste, Tomaso

“…During the unfolding of a crisis, it is crucial to forecast its severity at an early stage , yet access to reliable data is often challenging early on. The…”
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Heterogeneous Criticality in High Frequency Finance: A Phase Transition in Flash Crashes by Turiel, Jeremy D, Aste, Tomaso

“…Flash crashes in financial markets have become increasingly important, attracting attention from financial regulators, market makers as well as from the media…”
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Simplicial Persistence of Financial Markets: Filtering, Generative Processes and Structural Risk by Turiel, Jeremy, Barucca, Paolo, Aste, Tomaso

“…We introduce simplicial persistence, a measure of time evolution of motifs in networks obtained from correlation filtering. We observe long memory in the…”
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Deep order flow imbalance: Extracting alpha at multiple horizons from the limit order book by Kolm, Petter N., Turiel, Jeremy, Westray, Nicholas

“…We employ deep learning in forecasting high‐frequency returns at multiple horizons for 115 stocks traded on Nasdaq using order book information at the most…”
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Heterogenous criticality in high frequency finance: a phase transition in flash crashes by Turiel, Jeremy, Aste, Tomaso

“…Flash crashes in financial markets have become increasingly important attracting attention from financial regulators, market makers as well as from the media…”
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Sector Neutral Portfolios: Long memory motifs persistence in market structure dynamics by Turiel, Jeremy, Aste, Tomaso

“…In: Cherifi H., Gaito S., Mendes J., Moro E., Rocha L. (eds) Complex Networks and Their Applications VIII. COMPLEX NETWORKS 2019. Studies in Computational…”
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Self-organised criticality in high frequency finance: the case of flash crashes by Turiel, Jeremy D, Aste, Tomaso

“…With the rise of computing and artificial intelligence, advanced modeling and forecasting has been applied to High Frequency markets. A crucial element of…”
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P2P Loan acceptance and default prediction with Artificial Intelligence by Turiel, Jeremy D, Aste, Tomaso

“…Logistic Regression and Support Vector Machine algorithms, together with Linear and Non-Linear Deep Neural Networks, are applied to lending data in order to…”
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Simplicial persistence of financial markets: filtering, generative processes and portfolio risk by Turiel, Jeremy D, Barucca, Paolo, Aste, Tomaso

“…We introduce simplicial persistence, a measure of time evolution of network motifs in subsequent temporal layers. We observe long memory in the evolution of…”
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Deep Learning modeling of Limit Order Book: a comparative perspective by Briola, Antonio, Turiel, Jeremy, Aste, Tomaso

“…The present work addresses theoretical and practical questions in the domain of Deep Learning for High Frequency Trading. State-of-the-art models such as…”
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Wisdom of Crowds Detects COVID-19 Severity Ahead of Officially Available Data by Turiel, Jeremy, Fernandez-Reyes, Delmiro, Aste, Tomaso

“…During the unfolding of a crisis, it is crucial to determine its severity, yet access to reliable data is challenging. We investigate the relation between…”
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Deep Reinforcement Learning for Active High Frequency Trading by Briola, Antonio, Turiel, Jeremy, Marcaccioli, Riccardo, Cauderan, Alvaro, Aste, Tomaso

“…We introduce the first end-to-end Deep Reinforcement Learning (DRL) based framework for active high frequency trading in the stock market. We train DRL agents…”
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