Álvaro Cartea
University of Oxford(GB)Quantitative BioSciences(US)Mathematical Institute of the Slovak Academy of Sciences(SK)Science Oxford(GB)
Publications by Year
Research Areas
Financial Markets and Investment Strategies, Stochastic processes and financial applications, Complex Systems and Time Series Analysis, Economic theories and models, Stock Market Forecasting Methods
Most-Cited Works
- → Fluid limit of the continuous-time random walk with general Lévy jump distribution functions(2007)220 cited
- → Buy Low, Sell High: A High Frequency Trading Perspective(2014)186 cited
- → Pricing forward contracts in power markets by the certainty equivalence principle: Explaining the sign of the market risk premium(2008)159 cited
- → Spot price modeling and the valuation of electricity forward contracts : the role of demand and capacity(2011)146 cited
- Algorithmic and High-Frequency Trading(2015)
- → Incorporating order-flow into optimal execution(2016)131 cited
- → Where is the Value in High Frequency Trading?(2012)119 cited