Finance

Research

Deep Learning, Finance, Trading

Ascertaining price formation in cryptocurrency markets with DeepLearning

In this paper is was shown how deep learning approaches can be used to predict the direction of the mid-price changes of crypto assets.


Fan Fang, Waichung Chung, Carmine Ventre, Michail Basios, Leslie Kanthan, Lingbo Li, Fan Wu, 2020


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Research

Trading and Market Microstructure

Cryptocurrency Trading: A Comprehensive Survey

This is one of the most influencial and first surveys in the area of cryptocurrency trading which explains in details how machine learning techniques can be used for algo trading.


Fan Fang, Carmine Ventre, Michail Basios, Leslie Kanthan, Lingbo Li, David Martinez-Regoband, Fan Wu, 2020


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CONFERENCE PAPER

Finance, Artificial Intelligence

Agent-based Markets: Equilibrium Strategies and Robustness

A framework that simulates markets and the behaviour of its actors using decision making AI agents.


Agent-based Markets: Equilibrium Strategies and Robustness Chapter in Book/Report/Conference proceeding › Conference paper › peer-review Buhong Liu, Maria Polukarov, Carmine Ventre, Lingbo Li, Leslie Kanthan, 2021


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