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Ryan Francis Donnelly · Study

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Ryan Francis Donnelly

2 works· latest 2018· 1 institutionscluster: provisionalORCID 0000-0002-8687-431X

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i102

Citations221

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17

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Most cited in this library

Enhancing trading strategies with order book signals2018 · 122 citations
Algorithmic Trading with Model Uncertainty2017 · 99 citations

Works

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Enhancing trading strategies with order book signals

Applied Mathematical Finance·2018·3 authors·Open access

122citations

Algorithmic Trading with Model Uncertainty

SIAM Journal on Financial Mathematics·2017·3 authors·Open access

99citations