Search Results - "Turiel, Jeremy D"

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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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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