Arto Thurlin · @joukahainen
3 followers · 90 posts · Server sigmoid.socialVolume dynamics around FOMC announcements #BIS #QuantitativeFinance #paper
#bis #quantitativefinance #paper
Arto Thurlin · @joukahainen
3 followers · 86 posts · Server sigmoid.socialBloomberg
#GPT dropped in March. This is the paper:
https://arxiv.org/abs/2303.17564
#gpt #llm #quantitativefinance
Arto Thurlin · @joukahainen
2 followers · 79 posts · Server sigmoid.socialCross-Venue Liquidity Provision: High Frequency Trading and Ghost Liquidity
#HFTrading #QuantitativeFinance #equities
https://www.amf-france.org/sites/institutionnel/files/private/2022-01/1_Presentation_Ghost-AMF%206%20April%202021.pdf
Conference presentation:
https://www.youtube.com/watch?v=oGWon7WFaWk
#hftrading #quantitativefinance #equities
Arto Thurlin · @joukahainen
1 followers · 71 posts · Server sigmoid.socialConferences: One of the best ways to learn about and discuss new ideas in your field. As long as you attend the right ones!
Here are some on my list for the coming months.
#QuantitativeFinance #Trading #AI #conference
#quantitativefinance #trading #ai #conference
Arto Thurlin · @joukahainen
1 followers · 64 posts · Server sigmoid.socialAnother great survey of #machinelearning in #QuantitativeFinance:
Machine Learning Methods in Finance: Recent Applications and Prospects
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4293977
#machinelearning #quantitativefinance
Arto Thurlin · @joukahainen
1 followers · 49 posts · Server sigmoid.social
Where to go for actionable and interesting #research in #QuantitativeFinance #ssrn #arxiv
#research #quantitativefinance #SSRN #arxiv
Arto Thurlin · @joukahainen
1 followers · 46 posts · Server sigmoid.social#NLP and news data in trading stocks.
#QuantitativeFinance
#PapersWithcode
#nlp #quantitativefinance #paperswithcode
Arto Thurlin · @joukahainen
0 followers · 16 posts · Server sigmoid.social
1 Tip I Would Give Someone Who Wanted To Get Started Working In #QuantitativeFinance