Computational Finance and Algorithmic Trading Publications by Michael Kearns and Yuriy Nevmyvaka (and Others)
Over the past 20 years, we have collaborated on a number of proprietary and research projects in the areas of computational finance, algorithmic trading and related topics. In some cases we (along with various colleagues) have published papers on these projects in the open academic literature. Below we give, in chronological order, brief descriptions of these works and (where applicable) the commercial or trading context in which they were developed. We also provide links to the papers themselves, and to related talk slides. Speaking in his role as an academic, Kearns has occasionally been interviewed or quoted in mainstream media articles on algorithmic trading topics, including some on the research above. Links below are in reverse chronological order. Bloomberg News article on HFT and hybrid quant funds, March 2014 Australian radio program "Future Tense" on "The Algorithm", March 2012 Fiscal Times article on machine learning and technology in trading, March 2011, Wired Magazine arti
Computational Finance and Algorithmic Trading Publications by Michael Kearns and Yuriy Nevmyvaka (and Others) Computational Finance and Algorithmic Trading Papers by Michael Kearns and Yuriy Nevmyvaka (and Others) Over the past 20 years, we have collaborated on a number of proprietary and research projects in the areas of computational finance, algorithmic trading and related topics. In some cases we (along with various colleagues) have published papers on these projects in the open academic literature. Below we give, in chronological order, brief descriptions of these works and (where applica
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