| Automated trading with performance weighted random forests and seasonality A Booth, E Gerding, F McGroarty Expert Systems with Applications 41 (8), 3651-3661, 2014 | 191 | 2014 |
| High frequency trading strategies, market fragility and price spikes: an agent based model perspective F McGroarty, A Booth, E Gerding, VLR Chinthalapati Annals of Operations Research 282 (1), 217-244, 2019 | 56 | 2019 |
| Performance-weighted ensembles of random forests for predicting price impact A Booth, E Gerding, F McGroarty Quantitative finance 15 (11), 1823-1835, 2015 | 33 | 2015 |
| Predicting equity market price impact with performance weighted ensembles of random forests A Booth, E Gerding, F McGroarty 2014 IEEE Conference on Computational Intelligence for Financial Engineering …, 2014 | 18 | 2014 |
| Automated algorithmic trading: Machine learning and agent-based modelling in complex adaptive financial markets A Booth University of Southampton, 2016 | 11 | 2016 |
| Predicting equity market impact with performance weighted ensembles of random forests A Booth, E Gerding, F McGroarty IEEE Symposium on Computational Intelligence for Financial Engineering and …, 0 | 1 | |
Enrico GerdingUniversity of SouthamptonDirección de correo verificada de ecs.soton.ac.uk
