Álvaro Cartea

University of Oxford

United Kingdom

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Articles (19)

Collaborators (2)

Leandro Sánchez-Betancourt

UNITED KINGDOM

Ryan Donnelly

King’s College London

UNITED KINGDOM

Álvaro Cartea

Research Interests

Explore related searches

Contact this professor

Articles (19)

Collaborators (2)

Leandro Sánchez-Betancourt

Ryan Donnelly

How do I reach out?

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Álvaro Cartea

Research Interests

Explore related searches

Contact this professor

Articles (19)

Brokers and Informed Traders: Dealing with Toxic Flow and Extracting Trading Signals

Decentralized Finance and Automated Market Making: Predictable Loss and Optimal Liquidity Provision

Decentralised Finance and Automated Market Making: Predictable Loss and Optimal Liquidity Provision

Deep attentive survival analysis in limit order books: estimating fill probabilities with convolutional-transformers

Optimal execution with stochastic delay

Predictable Losses of Liquidity Provision in Constant Function Markets and Concentrated Liquidity Markets

Conditionally Elicitable Dynamic Risk Measures for Deep Reinforcement Learning

Correlation Matrix Clustering for Statistical Arbitrage Portfolios

Deep Attentive Survival Analysis in Limit Order Books: Estimating Fill Probabilities with Convolutional-Transformers

Optimal execution with stochastic delay

AI-driven liquidity provision in OTC financial markets

Double-Execution Strategies Using Path Signatures

Optimal Cross-Border Electricity Trading

Adaptive Robust Control in Continuous Time

The Shadow Price of Latency: Improving Intraday Fill Ratios in Foreign Exchange Markets

LATENCY and LIQUIDITY RISK

Online drift estimation for jump-diffusion processes

Hedging nontradable risks with transaction costs and price impact

MARKET MAKING WITH ALPHA SIGNALS

Collaborators (2)

Leandro Sánchez-Betancourt

Ryan Donnelly

How do I reach out?

Meet Kite AI