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.
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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.
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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.
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