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@article{DBLP:journals/af/BaileyPP13,
  author       = {David H. Bailey and
                  Marcos L{\'{o}}pez de Prado and
                  Eva del Pozo},
  title        = {The strategy approval decision: {A} Sharpe ratio indifference curve
                  approach},
  journal      = {Algorithmic Finance},
  volume       = {2},
  number       = {1},
  pages        = {99--109},
  year         = {2013},
  url          = {https://doi.org/10.3233/AF-13018},
  doi          = {10.3233/AF-13018},
  timestamp    = {Sun, 02 Oct 2022 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/af/BaileyPP13.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/af/BicchettiM13,
  author       = {David Bicchetti and
                  Nicolas Maystre},
  title        = {The synchronized and long-lasting structural change on commodity markets:
                  Evidence from high frequency data},
  journal      = {Algorithmic Finance},
  volume       = {2},
  number       = {3-4},
  pages        = {233--239},
  year         = {2013},
  url          = {https://doi.org/10.3233/AF-13028},
  doi          = {10.3233/AF-13028},
  timestamp    = {Wed, 17 May 2017 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/af/BicchettiM13.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/af/FogarasiL13,
  author       = {Norbert Fogarasi and
                  J{\'{a}}nos Levendovszky},
  title        = {Sparse, mean reverting portfolio selection using simulated annealing},
  journal      = {Algorithmic Finance},
  volume       = {2},
  number       = {3-4},
  pages        = {197--211},
  year         = {2013},
  url          = {https://doi.org/10.3233/AF-13026},
  doi          = {10.3233/AF-13026},
  timestamp    = {Wed, 17 May 2017 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/af/FogarasiL13.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/af/HuertaCE13,
  author       = {Ram{\'{o}}n Huerta and
                  Fernando J. Corbacho and
                  Charles Elkan},
  title        = {Nonlinear support vector machines can systematically identify stocks
                  with high and low future returns},
  journal      = {Algorithmic Finance},
  volume       = {2},
  number       = {1},
  pages        = {45--58},
  year         = {2013},
  url          = {https://doi.org/10.3233/AF-13016},
  doi          = {10.3233/AF-13016},
  timestamp    = {Wed, 17 May 2017 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/af/HuertaCE13.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/af/Junior13,
  author       = {Leonidas Sandoval Junior},
  title        = {Cluster formation and evolution in networks of financial market indices},
  journal      = {Algorithmic Finance},
  volume       = {2},
  number       = {1},
  pages        = {3--43},
  year         = {2013},
  url          = {https://doi.org/10.3233/AF-13015},
  doi          = {10.3233/AF-13015},
  timestamp    = {Wed, 17 May 2017 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/af/Junior13.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/af/KirilenkoSM13,
  author       = {Andrei Kirilenko and
                  Richard B. Sowers and
                  Xiangqian Meng},
  title        = {A multiscale model of high-frequency trading},
  journal      = {Algorithmic Finance},
  volume       = {2},
  number       = {1},
  pages        = {59--98},
  year         = {2013},
  url          = {https://doi.org/10.3233/AF-13017},
  doi          = {10.3233/AF-13017},
  timestamp    = {Mon, 05 Feb 2024 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/af/KirilenkoSM13.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/af/MankadMK13,
  author       = {Shawn Mankad and
                  George Michailidis and
                  Andrei Kirilenko},
  title        = {Discovering the ecosystem of an electronic financial market with a
                  dynamic machine-learning method},
  journal      = {Algorithmic Finance},
  volume       = {2},
  number       = {2},
  pages        = {151--165},
  year         = {2013},
  url          = {https://doi.org/10.3233/AF-13023},
  doi          = {10.3233/AF-13023},
  timestamp    = {Wed, 17 May 2017 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/af/MankadMK13.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/af/Mazur13,
  author       = {Slava Mazur},
  title        = {Modeling market impact and timing risk in volume time},
  journal      = {Algorithmic Finance},
  volume       = {2},
  number       = {2},
  pages        = {113--126},
  year         = {2013},
  url          = {https://doi.org/10.3233/AF-13020},
  doi          = {10.3233/AF-13020},
  timestamp    = {Wed, 17 May 2017 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/af/Mazur13.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/af/RechenthinSS13,
  author       = {Michael Rechenthin and
                  W. Nick Street and
                  Padmini Srinivasan},
  title        = {Stock chatter: Using stock sentiment to predict price direction},
  journal      = {Algorithmic Finance},
  volume       = {2},
  number       = {3-4},
  pages        = {169--196},
  year         = {2013},
  url          = {https://doi.org/10.3233/AF-13025},
  doi          = {10.3233/AF-13025},
  timestamp    = {Mon, 26 Oct 2020 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/af/RechenthinSS13.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/af/SiposL13,
  author       = {I. R{\'{o}}bert Sipos and
                  J{\'{a}}nos Levendovszky},
  title        = {Optimizing sparse mean reverting portfolios},
  journal      = {Algorithmic Finance},
  volume       = {2},
  number       = {2},
  pages        = {127--139},
  year         = {2013},
  url          = {https://doi.org/10.3233/AF-13021},
  doi          = {10.3233/AF-13021},
  timestamp    = {Wed, 17 May 2017 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/af/SiposL13.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/af/Tapiero13,
  author       = {Oren J. Tapiero},
  title        = {The relationship between risk and incomplete states uncertainty: a
                  tsallis entropy perspective},
  journal      = {Algorithmic Finance},
  volume       = {2},
  number       = {2},
  pages        = {141--150},
  year         = {2013},
  url          = {https://doi.org/10.3233/AF-13022},
  doi          = {10.3233/AF-13022},
  timestamp    = {Wed, 17 May 2017 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/af/Tapiero13.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/af/Wang13,
  author       = {Shilei Wang},
  title        = {Dynamical trading mechanisms in limit order markets},
  journal      = {Algorithmic Finance},
  volume       = {2},
  number       = {3-4},
  pages        = {213--231},
  year         = {2013},
  url          = {https://doi.org/10.3233/AF-13027},
  doi          = {10.3233/AF-13027},
  timestamp    = {Wed, 17 May 2017 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/af/Wang13.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/af/WuBGLR13,
  author       = {Kesheng Wu and
                  E. Wes Bethel and
                  Ming Gu and
                  David Leinweber and
                  Oliver R{\"{u}}bel},
  title        = {A big data approach to analyzing market volatility},
  journal      = {Algorithmic Finance},
  volume       = {2},
  number       = {3-4},
  pages        = {241--267},
  year         = {2013},
  url          = {https://doi.org/10.3233/AF-13030},
  doi          = {10.3233/AF-13030},
  timestamp    = {Mon, 06 Nov 2017 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/af/WuBGLR13.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/af/X13,
  title        = {A Minute with Andrei Kirilenko},
  journal      = {Algorithmic Finance},
  volume       = {2},
  number       = {1},
  pages        = {1--2},
  year         = {2013},
  url          = {https://doi.org/10.3233/AF-13019},
  doi          = {10.3233/AF-13019},
  timestamp    = {Wed, 17 May 2017 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/af/X13.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/af/X13a,
  title        = {A Minute with Giovanni Barone-Adesi},
  journal      = {Algorithmic Finance},
  volume       = {2},
  number       = {2},
  year         = {2013},
  url          = {https://doi.org/10.3233/AF-13024},
  doi          = {10.3233/AF-13024},
  timestamp    = {Wed, 17 May 2017 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/af/X13a.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/af/X13b,
  title        = {A minute with Marcos Lopez de Prado},
  journal      = {Algorithmic Finance},
  volume       = {2},
  number       = {3-4},
  pages        = {167--168},
  year         = {2013},
  url          = {https://doi.org/10.3233/AF-13029},
  doi          = {10.3233/AF-13029},
  timestamp    = {Wed, 17 May 2017 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/af/X13b.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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