Marco Avellaneda

Publication Activity (10 Years)

Years Active: 2000-2022
Publications (10 Years): 1

Top Topics

Scheduling Problem

Reinforcement Learning

Top Venues

SIAM J. Financial Math.

Publications

Marco Avellaneda, Brian Healy, Andrew Papanicolaou, George Papanicolaou
Principal Eigenportfolios for U.S. Equities. SIAM J. Financial Math. 13 (3) (2022)
Ali N. Akansu, Sanjeev R. Kulkarni, Marco Avellaneda, Andrew R. Barron
Introduction to the Issue on Signal Processing Methods in Finance and Electronic Trading. IEEE J. Sel. Top. Signal Process. 6 (4) (2012)
Mustafa U. Torun, Ali N. Akansu, Marco Avellaneda
Portfolio Risk in Multiple Frequencies. IEEE Signal Process. Mag. 28 (5) (2011)
Mustafa U. Torun, Ali N. Akansu, Marco Avellaneda
Risk management for trading in multiple frequencies. ICASSP (2011)
Marco Avellaneda, Josh Reed, Sasha Stoikov
Forecasting prices from level-I quotes in the presence of hidden liquidity. Algorithmic Finance 1 (1) (2011)
Ilya Pollak, Marco Avellaneda, Emmanuel Bacry, Rama Cont, Sanjeev R. Kulkarni
Improving the Visibility of Financial Applications Among Signal Processing Researchers[From the Guest Editors]. IEEE Signal Process. Mag. 28 (5) (2011)
Marco Avellaneda, Stanley Zhang
Path-Dependence of Leveraged ETF Returns. SIAM J. Financial Math. 1 (1) (2010)
J. F. Clouet, Leonid Berlyand, Marco Avellaneda
Frequency-Dependent Acoustics of Composites with Interfaces. SIAM J. Appl. Math. 60 (6) (2000)