Sebastian, Alvaro: search on Z-Library

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1

Enhancing trading strategies with order book signals

Cartea, Álvaro, Donnelly, Ryan, Jaimungal, Sebastian

Journal:

Applied Mathematical Finance

Year:

2018

Language:

english

File:

PDF, 3.37 MB

english, 2018

2

RISK METRICS AND FINE TUNING OF HIGH-FREQUENCY  TRADING STRATEGIES

Cartea, Álvaro, Jaimungal, Sebastian

Journal:

Mathematical Finance

Year:

2015

Language:

english

File:

PDF, 1.14 MB

english, 2015

3

Modelling Asset Prices for Algorithmic and High-Frequency Trading

Cartea, Álvaro, Jaimungal, Sebastian

Journal:

Applied Mathematical Finance

Year:

2013

Language:

english

File:

PDF, 488 KB

english, 2013

4

Buy Low, Sell High: A High Frequency Trading Perspective

Cartea, Álvaro, Jaimungal, Sebastian, Ricci, Jason

Journal:

SIAM Journal on Financial Mathematics

Year:

2014

Language:

english

File:

PDF, 436 KB

english, 2014

5

Incorporating order-flow into optimal execution

Cartea, Álvaro, Jaimungal, Sebastian

Journal:

Mathematics and Financial Economics

Year:

2016

Language:

english

File:

PDF, 950 KB

english, 2016

6

Algorithmic Trading with Model Uncertainty

Cartea, Álvaro, Donnelly, Ryan, Jaimungal, Sebastian

Journal:

SIAM Journal on Financial Mathematics

Year:

2017

Language:

english

File:

PDF, 508 KB

english, 2017

7

Optimal execution with limit and market orders

Cartea, Álvaro, Jaimungal, Sebastian

Journal:

Quantitative Finance

Year:

2015

Language:

english

File:

PDF, 682 KB

english, 2015

8

ALGORITHMIC TRADING WITH LEARNING

CARTEA, ÁLVARO, JAIMUNGAL, SEBASTIAN, KINZEBULATOV, DAMIR

Journal:

International Journal of Theoretical and Applied Finance

Year:

2016

Language:

english

File:

PDF, 1.16 MB

english, 2016

9

A Closed-Form Execution Strategy to Target Volume Weighted Average Price

Cartea, Álvaro, Jaimungal, Sebastian

Journal:

SIAM Journal on Financial Mathematics

Year:

2016

Language:

english

File:

PDF, 1.85 MB

english, 2016

10

TRADING STRATEGIES WITHIN THE EDGES OF NO-ARBITRAGE

CARTEA, ÁLVARO, JAIMUNGAL, SEBASTIAN, RICCI, JASON

Journal:

International Journal of Theoretical and Applied Finance

Year:

2018

Language:

english

File:

PDF, 1.70 MB

english, 2018

11

Hedge and Speculate: Replicating Option Payoffs with Limit and Market Orders

Cartea, Álvaro, Gan, Luhui, Jaimungal, Sebastian

Journal:

SIAM Journal on Financial Mathematics

Year:

2019

Language:

english

File:

PDF, 950 KB

english, 2019

12

Major Histocompatibility Complex (MHC) Class I and MHC Class II Proteins: Conformational Plasticity in Antigen Presentation

Wieczorek, Marek, Abualrous, Esam T., Sticht, Jana, Álvaro-Benito, Miguel, Stolzenberg, Sebastian, Noé, Frank, Freund, Christian

Journal:

Frontiers in Immunology

Year:

2017

Language:

english

File:

PDF, 2.99 MB

english, 2017

13

Algorithmic Trading, Stochastic Control, and Mutually Exciting Processes

Cartea, Álvaro, Jaimungal, Sebastian, Ricci, Jason

Journal:

Year:

2018

Language:

english

File:

PDF, 592 KB

english, 2018

14

Modeling Asset Prices for Algorithmic and High Frequency Trading

Cartea, Álvaro, Jaimungal, Sebastian

Journal:

SSRN Electronic Journal

Year:

2010

Language:

english

File:

PDF, 517 KB

english, 2010

15

Foreign exchange markets with Last Look

Cartea, Álvaro, Jaimungal, Sebastian, Walton, Jamie

Journal:

Mathematics and Financial Economics

Year:

2018

Language:

english

File:

PDF, 940 KB

english, 2018

16

Clinical Profile of Levamisole-Adulterated Cocaine-Induced Vasculitis/Vasculopathy

Muñoz-Vahos, Carlos Horacio, Herrera-Uribe, Sebastián, Arbeláez-Cortés, Álvaro, Jaramillo-Arroyave, Daniel, González-Naranjo, Luis Alonso, Vásquez-Duque, Gloria, Restrepo-Escobar, Mauricio, Correa-Lon

Journal:

JCR Journal of Clinical Rheumatology

Year:

2018

Language:

english

File:

PDF, 1.28 MB

english, 2018

17

Spatial and niche-based ecological processes drive the distribution of endophytic Sebacinales in soil and root of grassland communities

López-García, Álvaro, Horn, Sebastian, Rillig, Matthias C., Hempel, Stefan

Journal:

FEMS Microbiology Ecology

Year:

2016

Language:

english

File:

PDF, 523 KB

english, 2016

18

ALGORITHMIC TRADING OF CO-INTEGRATED ASSETS

CARTEA, ÁLVARO, JAIMUNGAL, SEBASTIAN

Journal:

International Journal of Theoretical and Applied Finance

Year:

2016

Language:

english

File:

PDF, 368 KB

english, 2016

19

Model Uncertainty in Commodity Markets

Cartea, Álvaro, Jaimungal, Sebastian, Qin, Zhen

Journal:

SIAM Journal on Financial Mathematics

Year:

2016

Language:

english

File:

PDF, 973 KB

english, 2016

20

Risk Measures and Fine Tuning of High Frequency Trading Strategies

Cartea, Álvaro, Jaimungal, Sebastian

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 854 KB

english, 2012

21

[WORLD SCIENTIFIC TMU Finance Workshop 2014 - Tokyo Metropolitan University (TMU) Akihabara Satellite Campus (6 – 7 November 2014)] Recent Advances in Financial Engineering 2014 - Volume Imbalance and Market Making *

Cartea, Álvaro, Donnelly, Ryan, Jaimungal, Sebastian

Language:

english

File:

PDF, 1.62 MB

english

22

Profit-based feature selection using support vector machines – General framework and an application for customer retention

Maldonado, Sebastián, Flores, Álvaro, Verbraken, Thomas, Baesens, Bart, Weber, Richard

Journal:

Applied Soft Computing

Year:

2015

Language:

english

File:

PDF, 609 KB

english, 2015

23

Prospective Randomized Trial of Electrolysis for Chronic Plantar Heel Pain

Fernández-Rodríguez, Tomás, Fernández-Rolle, Álvaro, Truyols-Domínguez, Sebastián, Benítez-Martínez, Jose C., Casaña-Granell, Jose

Journal:

Foot & Ankle International

Year:

2018

Language:

english

File:

PDF, 236 KB

english, 2018

24

IRREVERSIBLE INVESTMENTS AND AMBIGUITY AVERSION

CARTEA, ÁLVARO, JAIMUNGAL, SEBASTIAN

Journal:

International Journal of Theoretical and Applied Finance

Year:

2017

Language:

english

File:

PDF, 628 KB

english, 2017

25

Triazolopyrimidines Are Microtubule-Stabilizing Agents that Bind the Vinca Inhibitor Site of Tubulin

Sáez-Calvo, Gonzalo, Sharma, Ashwani, Balaguer, Francisco de Asís, Barasoain, Isabel, Rodríguez-Salarichs, Javier, Olieric, Natacha, Muñoz-Hernández, Hugo, Berbís, Manuel Álvaro, Wendeborn, Sebastian,

Journal:

Cell Chemical Biology

Year:

2017

Language:

english

File:

PDF, 5.13 MB

english, 2017

26

Validación externa del modelo HUSI para la predicción de coledocolitiasis en pacientes con colelitiasis-colecistitis

Henao-Ardila, Julián, Londoño, Stevenson Orlando, Monsalve, Sebastián Camilo, Quintero, Victor Manuel, Sanabria, Álvaro

Journal:

Revista Colombiana de Cirugía

Year:

2018

File:

PDF, 479 KB

2018

27

[IEEE 2019 IEEE Colombian Conference on Applications in Computational Intelligence (ColCACI) - Barranquilla, Colombia (2019.6.5-2019.6.7)] 2019 IEEE Colombian Conference on Applications in Computational Intelligence (ColCACI) - A Biomechanical Analysis of Free Squat Exercise Employing Self-Organizing Maps

Blanco Diaz, Cristian Felipe, Katerine Quitian Gonzalez, Angie, Isaza, Sebastian Jaramillo, Orjuela-Canon, Alvaro D.

Year:

2019

Language:

english

File:

PDF, 579 KB

english, 2019

28

MiR-181 family-specific behavior in different cancers: a meta-analysis view

Pop-Bica, Cecilia, Pintea, Sebastian, Cojocneanu-Petric, Roxana, Del Sal, Giannino, Piazza, Silvano, Wu, Zhao-Hui, Alencar, Alvaro J., Lossos, Izidore S., Berindan-Neagoe, Ioana, Calin, George A.

Journal:

Cancer and Metastasis Reviews

Year:

2018

Language:

english

File:

PDF, 1.44 MB

english, 2018

29

Robust Market Making

Cartea, Álvaro, Donnelly, Ryan, Jaimungal, Sebastian

Journal:

SSRN Electronic Journal

Year:

2013

Language:

english

File:

PDF, 669 KB

english, 2013

30

Estimating themissing species bias in plant trait measurements

Sandel, Brody, Gutiérrez, Alvaro G., Reich, Peter B., Schrodt, Franziska, Dickie, John, Kattge, Jens, Schmidtlein, Sebastian

Journal:

Journal of Vegetation Science

Year:

2015

Language:

english

File:

PDF, 7.07 MB

english, 2015

31

Comparative study of the efficacy and safety of two polyvalent, caprylic acid fractionated [IgG and F(ab′)2] antivenoms, in Bothrops asper bites in Colombia

Rafael Otero-Patiño, Álvaro Segura, María Herrera, Yamileth Angulo, Guillermo León, José María Gutiérrez, Jacqueline Barona, Sebastián Estrada, Andrés Pereañez, Juan Carlos Quintana, Leidy J. Vargas,

Journal:

Year:

2012

Language:

english

File:

PDF, 660 KB

english, 2012

32

Comparison between computational fluid dynamics, fluid–structure interaction and computational structural dynamics predictions of flow-induced wall mechanics in an anatomically realistic cerebral aneurysm model

Valencia, Alvaro, Muñoz, Francisco, Araya, Sebastián, Rivera, Rodrigo, Bravo, Eduardo

Journal:

International Journal of Computational Fluid Dynamics

Year:

2009

Language:

english

File:

PDF, 2.14 MB

english, 2009

33

Residual tumor less than 0,25 centimetres and positive lymph nodes are risk factors for early relapse in recurrent ovarian peritoneal carcinomatosis treated with cytoreductive surgery, HIPEC and systemic chemotherapy.

Arjona-Sanchez, Alvaro, Rufian-Peña, Sebastian, Artiles, Manuel, Sánchez-Hidalgo, Juan Manuel, Casado-Adam, Ángela, Cosano, Antonio, Thoelecke, Heather, Ramnarine, Sharmila, Garcilazo, Dimas, Briceño-

Journal:

International Journal of Hyperthermia

Year:

2018

Language:

english

File:

PDF, 1.07 MB

english, 2018

34

Differences in carbon stocks along an elevational gradient in tropical mountain forests of Colombia

Phillips, Juan, Ramirez, Sebastian, Wayson, Craig, Duque, Alvaro

Journal:

Year:

2019

Language:

english

File:

PDF, 807 KB

english, 2019

35

Real-time 2.5 Gbit/s spatial circuit switching on W-band wireless links

Rodríguez, Sebastián, Morales, Álvaro, Gallardo, Omar, Olmos, Juan José Vegas, Monroy, Idelfonso Tafur

Journal:

Optical Engineering

Year:

2017

Language:

english

File:

PDF, 3.13 MB

english, 2017

36

Confirming Rickettsia rickettsii as the etiological agent of lethal spotted fever group rickettsiosis in human patients from Espírito Santo state, Brazil

Faccini-Martínez, Álvaro A., Muñoz-Leal, Sebastián, Acosta, Igor C.L., de Oliveira, Stefan Vilges, de Lima Duré, Ana Íris, Cerutti, Crispim, Labruna, Marcelo B.

Journal:

Ticks and Tick-borne Diseases

Year:

2018

Language:

english

File:

PDF, 270 KB

english, 2018

37

Fitness for Service and Reliability of Materials for Manufacturing Components Intended for Demanding Service Conditions in the Petrochemical Industry

Rodriguez-Prieto, Alvaro, Camacho, Ana Maria, Callejas, Manuel, Sebastian, Miguel A.

Journal:

Year:

2020

File:

PDF, 2.47 MB

2020

38

Differences in levan nanoparticles depending on their synthesis route: Microbial vs cell-free systems

González-Garcinuño, Álvaro, Tabernero, Antonio, Marcelo, Gema, Sebastián, Víctor, Arruebo, Manuel, Santamaría, Jesús, del Valle, Eva Martín

Journal:

International Journal of Biological Macromolecules

Year:

2019

Language:

english

File:

PDF, 1.16 MB

english, 2019

39

Dermoscopy of primary cutaneous B‐ and T‐cell lymphomas and pseudolymphomas presenting as solitary nodules and tumors: a case‐control study with histopathologic correlation

Navarrete‐Dechent, Cristián, Puerto, Constanza, Abarzúa‐Araya, Álvaro, Molgó, Montserrat, Geller, Shamir, Andreani, Sebastián, Cury‐Martins, Jade, Sanches, Jose A., Montoya, Javier, González, Sergio,

Journal:

International Journal of Dermatology

Year:

2019

Language:

english

File:

PDF, 1.39 MB

english, 2019

40

Electrochemical oxidation of butein at glassy carbon electrodes

Tesio, Alvaro Yamil, Robledo, Sebastián Noel, Fernández, Héctor, Zon, María Alicia

Journal:

Bioelectrochemistry

Year:

2013

Language:

english

File:

PDF, 844 KB

english, 2013

41

Trading co-integrated assets with price impact

Cartea, Álvaro, Gan, Luhui, Jaimungal, Sebastian

Journal:

Mathematical Finance

Year:

2018

Language:

english

File:

PDF, 647 KB

english, 2018

42

Buy Low Sell High: A High Frequency Trading Perspective

Cartea, Álvaro, Jaimungal, Sebastian, Ricci, Jason

Journal:

SSRN Electronic Journal

Year:

2011

Language:

english

File:

PDF, 785 KB

english, 2011

43

Speculative trading of electricity contracts in interconnected locations

Cartea, Álvaro, Jaimungal, Sebastian, Qin, Zhen

Journal:

Energy Economics

Year:

2018

Language:

english

File:

PDF, 1.91 MB

english, 2018

44

Methodology for Extraction of Phenolic Compounds of Bio-oil from Agricultural Biomass Wastes

Mantilla, Sebastian Vecino, Manrique, Alvaro Mancilla, Gauthier-Maradei, Paola

Journal:

Waste and Biomass Valorization

Year:

2015

Language:

english

File:

PDF, 843 KB

english, 2015

45

Materials Selection Criteria for Nuclear Power Applications: A Decision Algorithm

Rodríguez-Prieto, Álvaro, Camacho, Ana María, Sebastián, Miguel Ángel

Journal:

JOM Journal of the Minerals, Metals and Materials Society

Year:

2016

Language:

english

File:

PDF, 738 KB

english, 2016

46

Smart User Consumption Profiling: Incremental Learning-Based OTT Service Degradation

Rojas, Juan Sebastian, Pekar, Adrian, Rendon, Alvaro, Corrales, Juan Carlos

Journal:

Year:

2020

File:

PDF, 3.53 MB

2020

47

Integrating bioinformatic resources to predict transcription factors interacting withcis-sequences conserved in co-regulated genes

Dubos, Christian, Kelemen, Zsolt, Sebastian, Alvaro, Bülow, Lorenz, Huep, Gunnar, Xu, Wenjia, Grain, Damaris, Salsac, Fabien, Brousse, Cecile, Lepiniec, Loïc, Weisshaar, Bernd, Contreras-Moreira, Brun

Journal:

Year:

2014

Language:

english

File:

PDF, 370 KB

english, 2014

48

Stage III Advanced Wrist Collapse Treatment Options: A Cadaveric Study

Chahla, Jorge, Schon, Jason, Olleac, Ramiro, Senes, Sebastián, Arroquy, Damián, Dean, Chase, Clembosky, Gabriel, Muratore, Alvaro

Journal:

Journal of Wrist Surgery

Year:

2016

Language:

english

File:

PDF, 314 KB

english, 2016

49

Reduced toxicity with conformal image-guided brachytherapy (C-IGBT) vs. adaptive image-guided radiotherapy (A-IGRT) for favorable risk prostate cancer

Sirisha R. Nandalur, Larry L. Kestin, Donald S. Brabbins, Michel I. Ghilezan, Gary S. Gustafson, Evelyn Sebastian, Di Yan, Frank A. Vicini, Alvaro A. Martinez

Journal:

Year:

2007

Language:

english

File:

PDF, 42 KB

english, 2007

50

l - and d -Proline Adsorption by Chiral Ordered Mesoporous Silica

Casado, Clara, Castán, Joaquín, Gracia, Ismael, Yus, Miriam, Mayoral, Álvaro, Sebastián, Víctor, López-Ram-de-Viu, Pilar, Uriel, Santiago, Coronas, Joaquín

Journal:

Year:

2012

Language:

english

File:

PDF, 2.92 MB

english, 2012

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