Mantas Vaitonis

Publication Activity (10 Years)

Years Active: 2015-2018
Publications (10 Years): 6

Top Topics

Selection Algorithm

Candidate Pairs

Top Venues

Balt. J. Mod. Comput.

BIS (Workshops)

Publications

Mantas Vaitonis, Saulius Masteika, Konstantinas Korovkinas
Algorithmic Trading and Machine Learning Based on GPU. SYSTEM (2018)
Mantas Vaitonis, Saulius Masteika
Experimental Comparison of HFT Pair Trading Strategies using Microsecond and Nanosecond Future Commodity Contracts Data. Balt. J. Mod. Comput. 6 (2) (2018)
Mantas Vaitonis
Pairs Trading Using HFT in OMX Baltic Market. Balt. J. Mod. Comput. 5 (1) (2017)
Mantas Vaitonis, Saulius Masteika
Statistical Arbitrage Trading Strategy in Commodity Futures Market with the Use of Nanoseconds Historical Data. ICIST (2017)
Mantas Vaitonis, Saulius Masteika
Research in High Frequency Trading and Pairs Selection Algorithm with Baltic Region Stocks. ICIST (2016)
Saulius Masteika, Mantas Vaitonis
Quantitative Research in High Frequency Trading for Natural Gas Futures Market. BIS (Workshops) (2015)