Neural network models for empirical finance

HF Calvo-Pardo, T Mancini, J Olmo - Journal of Risk and Financial …, 2020 - mdpi.com
This paper presents an overview of the procedures that are involved in prediction with
machine learning models with special emphasis on deep learning. We study suitable …

MiFIR Review proposal: Americanization of EU financial markets?

P Tomčiak - Perspectives of Law in Business and Finance … - ceeol.com
This contribution aims to discuss the recent proposal to review Regulation (EU) No.
600/2014. The European Commission proposed to establish the consolidated tape in the …

[PDF][PDF] Applicability of European insider dealing regulation to particular high frequency trading strategies

D TICHÁNEK - 2021 - is.muni.cz
This paper aims to apply the European Insider Dealing Regulation to High-Frequency
trading (" HFT") strategies. The main question is whether a particular HFT strategy may, by …

[PDF][PDF] A high-frequency study of COVID-19 and its effect on US market microstructure through sentiment analysis of unscheduled news

T Nyqvist - 2022 - helda.helsinki.fi
This thesis investigates news-based sentiment of COVID-19 and its effect on the US stock
market's microstructure between 21.1. 2020 until 1.5. 2020. By combining a unique dataset …

MiFIR Review proposal: Americanization of EU financial markets?

M Ing, P Tomčiak - Perspectives of Law in Business and Finance …, 2023 - books.google.com
This contribution aims to discuss the recent proposal to review Regulation (EU) No.
600/2014. The European Commission proposed to establish the consolidated tape in the …