A reproducible approach to equity backtesting by Arbi, Riaz

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Introduction to fast Super-Paramagnetic Clustering by Yelibi, Lionel

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Online Non-linear Prediction of Financial Time Series Patterns by da Costa, Joel

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High-frequency correlation dynamics: Is the Epps effect a bias? by Chang, Patrick

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Calibrating high frequency trading data to agent based models using approximate Bayesian computation by Goosen, Kelly

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Systematic asset allocation using flexible views for South African markets by Sebastian, Ponni

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Pricing Offshore Services: Evidence from the Paradise Papers by Gawronsky, Marcus

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Market Simulations with a Matching Engine by Jericevich, Ivan

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Calibrating a Latent Order Book Model to Market Data by Gant, Michael

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Market state discovery by Singo, Unarine

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Correlation emergence in two coupled limit order books in the fluid limit by Bauer, Dominic

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Representation learning for regime detection in financial markets by Orton, Alexa

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